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PRGSX vs. GQRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRGSX vs. GQRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Stock Fund (PRGSX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). The values are adjusted to include any dividend payments, if applicable.

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PRGSX vs. GQRIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRGSX
T. Rowe Price Global Stock Fund
-2.95%21.42%16.80%25.70%-28.01%9.81%52.29%15.25%
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
7.87%0.91%20.18%19.79%-3.64%17.13%14.75%12.84%

Returns By Period

In the year-to-date period, PRGSX achieves a -2.95% return, which is significantly lower than GQRIX's 7.87% return.


PRGSX

1D
3.72%
1M
-7.65%
YTD
-2.95%
6M
0.71%
1Y
21.81%
3Y*
16.83%
5Y*
5.44%
10Y*
14.63%

GQRIX

1D
0.11%
1M
-2.69%
YTD
7.87%
6M
7.23%
1Y
7.92%
3Y*
17.11%
5Y*
11.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRGSX vs. GQRIX - Expense Ratio Comparison

PRGSX has a 0.82% expense ratio, which is higher than GQRIX's 0.75% expense ratio.


Return for Risk

PRGSX vs. GQRIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRGSX
PRGSX Risk / Return Rank: 5959
Overall Rank
PRGSX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PRGSX Sortino Ratio Rank: 5454
Sortino Ratio Rank
PRGSX Omega Ratio Rank: 5252
Omega Ratio Rank
PRGSX Calmar Ratio Rank: 7070
Calmar Ratio Rank
PRGSX Martin Ratio Rank: 6666
Martin Ratio Rank

GQRIX
GQRIX Risk / Return Rank: 2626
Overall Rank
GQRIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GQRIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
GQRIX Omega Ratio Rank: 2222
Omega Ratio Rank
GQRIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
GQRIX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRGSX vs. GQRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PRGSXGQRIXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.68

+0.37

Sortino ratio

Return per unit of downside risk

1.53

0.97

+0.56

Omega ratio

Gain probability vs. loss probability

1.22

1.14

+0.08

Calmar ratio

Return relative to maximum drawdown

1.69

0.97

+0.72

Martin ratio

Return relative to average drawdown

6.40

3.48

+2.92

PRGSX vs. GQRIX - Sharpe Ratio Comparison

The current PRGSX Sharpe Ratio is 1.05, which is higher than the GQRIX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of PRGSX and GQRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRGSXGQRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.68

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.79

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.73

-0.24

Correlation

The correlation between PRGSX and GQRIX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PRGSX vs. GQRIX - Dividend Comparison

PRGSX's dividend yield for the trailing twelve months is around 9.89%, more than GQRIX's 7.36% yield.


TTM20252024202320222021202020192018201720162015
PRGSX
T. Rowe Price Global Stock Fund
9.89%9.60%6.73%0.27%0.00%13.67%5.67%2.21%5.81%0.03%0.63%0.33%
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
7.36%7.94%6.46%1.39%2.99%1.65%0.11%0.04%0.00%0.00%0.00%0.00%

Drawdowns

PRGSX vs. GQRIX - Drawdown Comparison

The maximum PRGSX drawdown since its inception was -64.06%, which is greater than GQRIX's maximum drawdown of -28.86%. Use the drawdown chart below to compare losses from any high point for PRGSX and GQRIX.


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Drawdown Indicators


PRGSXGQRIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.06%

-28.86%

-35.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-8.80%

-4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

-20.29%

-17.82%

Max Drawdown (10Y)

Largest decline over 10 years

-38.11%

Current Drawdown

Current decline from peak

-9.52%

-3.35%

-6.17%

Average Drawdown

Average peak-to-trough decline

-13.55%

-4.94%

-8.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

2.53%

+0.87%

Volatility

PRGSX vs. GQRIX - Volatility Comparison

T. Rowe Price Global Stock Fund (PRGSX) has a higher volatility of 8.77% compared to GQG Partners Global Quality Equity Fund Institutional Shares (GQRIX) at 3.09%. This indicates that PRGSX's price experiences larger fluctuations and is considered to be riskier than GQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRGSXGQRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

3.09%

+5.68%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

6.73%

+7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

21.31%

11.89%

+9.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.49%

14.69%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

17.40%

+2.24%