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.
Performance
PRGSX vs. NASDX - Performance Comparison
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PRGSX vs. NASDX - 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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, PRGSX achieves a -6.43% return, which is significantly higher than NASDX's -9.12% return. Over the past 10 years, PRGSX has underperformed NASDX with an annualized return of 14.22%, while NASDX has yielded a comparatively higher 19.08% 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%
NASDX
- 1D
- -0.79%
- 1M
- -8.02%
- YTD
- -9.12%
- 6M
- -6.79%
- 1Y
- 19.59%
- 3Y*
- 24.51%
- 5Y*
- 14.42%
- 10Y*
- 19.08%
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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.
Return for Risk
PRGSX vs. NASDX — Risk / Return Rank
PRGSX
NASDX
PRGSX vs. NASDX - Risk-Adjusted Trends 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.
| PRGSX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.88 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.40 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.31 | -0.12 |
Martin ratioReturn relative to average drawdown | 4.56 | 5.01 | -0.45 |
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 | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.88 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.63 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.85 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.29 | +0.19 |
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.
Dividends
PRGSX vs. NASDX - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 10.26%, more than NASDX's 3.93% 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% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.93% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
PRGSX vs. NASDX - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -64.06%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for PRGSX and NASDX.
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Drawdown Indicators
| PRGSX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.06% | -83.16% | +19.10% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -12.70% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -35.33% | -2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -35.33% | -2.78% |
Current DrawdownCurrent decline from peak | -12.77% | -11.90% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -34.59% | +21.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.32% | +0.03% |
Volatility
PRGSX vs. NASDX - Volatility Comparison
T. Rowe Price Global Stock Fund (PRGSX) has a higher volatility of 7.68% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 5.38%. This indicates that PRGSX's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRGSX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.68% | 5.38% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.04% | 12.45% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.04% | 22.55% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 23.03% | -3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 22.61% | -3.00% |