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.
Performance
PRGSX vs. PRIDX - Performance Comparison
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PRGSX vs. PRIDX - 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% |
PRIDX T. Rowe Price International Discovery Fund | -4.43% | 25.53% | 3.65% | 13.19% | -30.34% | 7.31% | 38.78% | 25.01% | -17.54% | 38.56% |
Returns By Period
In the year-to-date period, PRGSX achieves a -6.43% return, which is significantly lower than PRIDX's -4.43% return. Over the past 10 years, PRGSX has outperformed PRIDX with an annualized return of 14.22%, while PRIDX has yielded a comparatively lower 7.92% 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%
PRIDX
- 1D
- -0.19%
- 1M
- -13.38%
- YTD
- -4.43%
- 6M
- -1.16%
- 1Y
- 18.14%
- 3Y*
- 9.98%
- 5Y*
- 0.32%
- 10Y*
- 7.92%
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PRGSX vs. PRIDX - Expense Ratio Comparison
PRGSX has a 0.82% expense ratio, which is lower than PRIDX's 1.23% expense ratio.
Return for Risk
PRGSX vs. PRIDX — Risk / Return Rank
PRGSX
PRIDX
PRGSX vs. PRIDX - Risk-Adjusted Trends 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.
| PRGSX | PRIDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.10 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.47 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.13 | +0.06 |
Martin ratioReturn relative to average drawdown | 4.56 | 4.48 | +0.08 |
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 | PRIDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.10 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.02 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.48 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.62 | -0.14 |
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.
Dividends
PRGSX vs. PRIDX - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 10.26%, more than PRIDX's 5.11% 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% |
PRIDX T. Rowe Price International Discovery Fund | 5.11% | 4.88% | 4.03% | 2.05% | 3.18% | 15.35% | 4.30% | 1.48% | 6.20% | 3.11% | 1.81% | 5.00% |
Drawdowns
PRGSX vs. PRIDX - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -64.06%, roughly equal to the maximum PRIDX drawdown of -65.01%. Use the drawdown chart below to compare losses from any high point for PRGSX and PRIDX.
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Drawdown Indicators
| PRGSX | PRIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.06% | -65.01% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -13.50% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -43.86% | +5.75% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -43.86% | +5.75% |
Current DrawdownCurrent decline from peak | -12.77% | -13.38% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -16.42% | +2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.40% | -0.05% |
Volatility
PRGSX vs. PRIDX - Volatility Comparison
T. Rowe Price Global Stock Fund (PRGSX) has a higher volatility of 7.68% compared to T. Rowe Price International Discovery Fund (PRIDX) at 6.17%. 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.
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Volatility by Period
| PRGSX | PRIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.68% | 6.17% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 14.04% | 10.27% | +3.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.04% | 15.31% | +5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 16.55% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 16.50% | +3.11% |