PRGSX vs. GSIFX
Compare and contrast key facts about T. Rowe Price Global Stock Fund (PRGSX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX).
PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995. GSIFX is managed by Goldman Sachs. It was launched on Dec 1, 1992.
Performance
PRGSX vs. GSIFX - Performance Comparison
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PRGSX vs. GSIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRGSX T. Rowe Price Global Stock Fund | -6.43% | 21.42% | 16.80% | 25.70% | -28.01% | 9.81% | 52.29% | 35.84% | -4.51% | 32.64% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | -5.52% | 25.51% | 0.33% | 15.44% | -17.69% | 16.23% | 22.89% | 27.68% | -14.85% | 25.29% |
Returns By Period
In the year-to-date period, PRGSX achieves a -6.43% return, which is significantly lower than GSIFX's -5.52% return. Over the past 10 years, PRGSX has outperformed GSIFX with an annualized return of 14.22%, while GSIFX has yielded a comparatively lower 8.34% annualized return.
PRGSX
- 1D
- -1.26%
- 1M
- -11.35%
- YTD
- -6.43%
- 6M
- -2.35%
- 1Y
- 17.79%
- 3Y*
- 15.41%
- 5Y*
- 5.04%
- 10Y*
- 14.22%
GSIFX
- 1D
- 0.76%
- 1M
- -11.48%
- YTD
- -5.52%
- 6M
- -2.26%
- 1Y
- 11.02%
- 3Y*
- 7.80%
- 5Y*
- 5.33%
- 10Y*
- 8.34%
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PRGSX vs. GSIFX - Expense Ratio Comparison
PRGSX has a 0.82% expense ratio, which is lower than GSIFX's 1.35% expense ratio.
Return for Risk
PRGSX vs. GSIFX — Risk / Return Rank
PRGSX
GSIFX
PRGSX vs. GSIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and Goldman Sachs International Equity ESG Fund Class A (GSIFX). 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.
| PRGSX | GSIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.60 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.25 | 0.91 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.81 | +0.37 |
Martin ratioReturn relative to average drawdown | 4.56 | 3.23 | +1.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRGSX | GSIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.60 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.32 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.48 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.30 | +0.18 |
Correlation
The correlation between PRGSX and GSIFX is 0.81, 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. GSIFX - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 10.26%, more than GSIFX's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRGSX T. Rowe Price Global Stock Fund | 10.26% | 9.60% | 6.73% | 0.27% | 0.00% | 13.67% | 5.67% | 2.21% | 5.81% | 0.03% | 0.63% | 0.33% |
GSIFX Goldman Sachs International Equity ESG Fund Class A | 2.31% | 2.18% | 2.30% | 1.37% | 0.82% | 6.29% | 0.00% | 1.67% | 1.45% | 1.25% | 2.79% | 1.16% |
Drawdowns
PRGSX vs. GSIFX - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -64.06%, which is greater than GSIFX's maximum drawdown of -59.25%. Use the drawdown chart below to compare losses from any high point for PRGSX and GSIFX.
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Drawdown Indicators
| PRGSX | GSIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.06% | -59.25% | -4.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -12.15% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -31.94% | -6.17% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -35.00% | -3.11% |
Current DrawdownCurrent decline from peak | -12.77% | -11.48% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -15.30% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.06% | +0.29% |
Volatility
PRGSX vs. GSIFX - Volatility Comparison
T. Rowe Price Global Stock Fund (PRGSX) has a higher volatility of 7.68% compared to Goldman Sachs International Equity ESG Fund Class A (GSIFX) at 6.71%. This indicates that PRGSX's price experiences larger fluctuations and is considered to be riskier than GSIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRGSX | GSIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.68% | 6.71% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 14.04% | 11.13% | +2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.04% | 16.87% | +4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 16.71% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 17.32% | +2.29% |