PRGSX vs. PRIDX
Compare and contrast key facts about T. Rowe Price Global Stock Fund (PRGSX) and T. Rowe Price International Discovery Fund (PRIDX).
PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995. PRIDX is managed by T. Rowe Price. It was launched on Dec 29, 1988.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRGSX or PRIDX.
Performance
PRGSX vs. PRIDX - Performance Comparison
Returns By Period
In the year-to-date period, PRGSX achieves a 17.82% return, which is significantly higher than PRIDX's 3.94% return. Over the past 10 years, PRGSX has outperformed PRIDX with an annualized return of 10.12%, while PRIDX has yielded a comparatively lower 2.10% annualized return.
PRGSX
17.82%
0.97%
3.88%
22.77%
9.11%
10.12%
PRIDX
3.94%
-3.14%
-2.57%
10.93%
0.57%
2.10%
Key characteristics
| PRGSX | PRIDX | |
|---|---|---|
| Sharpe Ratio | 1.58 | 0.85 |
| Sortino Ratio | 2.20 | 1.25 |
| Omega Ratio | 1.28 | 1.15 |
| Calmar Ratio | 0.79 | 0.25 |
| Martin Ratio | 8.13 | 3.83 |
| Ulcer Index | 2.80% | 2.85% |
| Daily Std Dev | 14.39% | 12.80% |
| Max Drawdown | -66.74% | -71.20% |
| Current Drawdown | -11.86% | -37.44% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PRGSX vs. PRIDX - Expense Ratio Comparison
PRGSX has a 0.82% expense ratio, which is lower than PRIDX's 1.23% expense ratio.
Correlation
The correlation between PRGSX and PRIDX is 0.76, 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. PRIDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and T. Rowe Price International Discovery Fund (PRIDX). 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. PRIDX - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 0.23%, less than PRIDX's 1.21% 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% |
PRIDX T. Rowe Price International Discovery Fund | 1.21% | 1.25% | 0.00% | 0.00% | 0.08% | 0.83% | 0.58% | 0.35% | 0.58% | 0.69% | 0.87% | 1.11% |
Drawdowns
PRGSX vs. PRIDX - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -66.74%, smaller than the maximum PRIDX drawdown of -71.20%. Use the drawdown chart below to compare losses from any high point for PRGSX and PRIDX. For additional features, visit the drawdowns tool.
Volatility
PRGSX vs. PRIDX - Volatility Comparison
T. Rowe Price Global Stock Fund (PRGSX) has a higher volatility of 3.48% compared to T. Rowe Price International Discovery Fund (PRIDX) at 3.15%. This indicates that PRGSX's price experiences larger fluctuations and is considered to be riskier than PRIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.