PRGSX vs. NASDX
Compare and contrast key facts about T. Rowe Price Global Stock Fund (PRGSX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995. NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRGSX or NASDX.
Performance
PRGSX vs. NASDX - Performance Comparison
Returns By Period
In the year-to-date period, PRGSX achieves a 17.82% return, which is significantly lower than NASDX's 23.89% return. Over the past 10 years, PRGSX has underperformed NASDX with an annualized return of 10.12%, while NASDX has yielded a comparatively higher 15.04% annualized return.
PRGSX
17.82%
0.97%
3.88%
22.77%
9.11%
10.12%
NASDX
23.89%
3.57%
10.65%
21.29%
16.12%
15.04%
Key characteristics
| PRGSX | NASDX | |
|---|---|---|
| Sharpe Ratio | 1.58 | 1.12 |
| Sortino Ratio | 2.20 | 1.50 |
| Omega Ratio | 1.28 | 1.22 |
| Calmar Ratio | 0.79 | 1.41 |
| Martin Ratio | 8.13 | 5.22 |
| Ulcer Index | 2.80% | 4.08% |
| Daily Std Dev | 14.39% | 19.04% |
| Max Drawdown | -66.74% | -81.69% |
| Current Drawdown | -11.86% | -1.58% |
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PRGSX vs. NASDX - Expense Ratio Comparison
PRGSX has a 0.82% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Correlation
The correlation between PRGSX and NASDX is 0.83, 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.
Risk-Adjusted Performance
PRGSX vs. NASDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.
Dividends
PRGSX vs. NASDX - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 0.23%, less than NASDX's 0.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRGSX T. Rowe Price Global Stock Fund | 0.23% | 0.27% | 0.00% | 0.00% | 0.02% | 0.28% | 0.20% | 0.34% | 0.63% | 0.33% | 0.27% | 0.21% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 0.38% | 0.45% | 0.50% | 0.15% | 0.37% | 0.47% | 0.94% | 1.35% | 0.75% | 0.86% | 1.02% | 0.72% |
Drawdowns
PRGSX vs. NASDX - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -66.74%, smaller than the maximum NASDX drawdown of -81.69%. Use the drawdown chart below to compare losses from any high point for PRGSX and NASDX. For additional features, visit the drawdowns tool.
Volatility
PRGSX vs. NASDX - Volatility Comparison
The current volatility for T. Rowe Price Global Stock Fund (PRGSX) is 3.48%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.33%. This indicates that PRGSX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.