PRGSX vs. PRNHX
Compare and contrast key facts about T. Rowe Price Global Stock Fund (PRGSX) and T. Rowe Price New Horizons Fund (PRNHX).
PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995. PRNHX is managed by T. Rowe Price. It was launched on Jun 3, 1960.
Performance
PRGSX vs. PRNHX - Performance Comparison
Loading graphics...
PRGSX vs. PRNHX - 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% |
PRNHX T. Rowe Price New Horizons Fund | -5.34% | 3.27% | 8.80% | 21.35% | -36.96% | 9.96% | 58.05% | 56.50% | 3.79% | 31.59% |
Returns By Period
In the year-to-date period, PRGSX achieves a -6.43% return, which is significantly lower than PRNHX's -5.34% return. Over the past 10 years, PRGSX has outperformed PRNHX with an annualized return of 14.22%, while PRNHX has yielded a comparatively lower 12.93% 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%
PRNHX
- 1D
- -1.77%
- 1M
- -10.89%
- YTD
- -5.34%
- 6M
- -3.56%
- 1Y
- 10.01%
- 3Y*
- 6.27%
- 5Y*
- -1.84%
- 10Y*
- 12.93%
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. PRNHX - Expense Ratio Comparison
PRGSX has a 0.82% expense ratio, which is higher than PRNHX's 0.75% expense ratio.
Return for Risk
PRGSX vs. PRNHX — Risk / Return Rank
PRGSX
PRNHX
PRGSX vs. PRNHX - 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 New Horizons Fund (PRNHX). 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 | PRNHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.37 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.25 | 0.70 | +0.55 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.09 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.46 | +0.73 |
Martin ratioReturn relative to average drawdown | 4.56 | 1.71 | +2.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PRGSX | PRNHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.37 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | -0.08 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.57 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.47 | +0.01 |
Correlation
The correlation between PRGSX and PRNHX 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. PRNHX - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 10.26%, less than PRNHX's 12.52% 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% |
PRNHX T. Rowe Price New Horizons Fund | 12.52% | 11.85% | 9.82% | 0.00% | 4.72% | 17.09% | 13.67% | 23.46% | 13.94% | 8.27% | 5.77% | 7.72% |
Drawdowns
PRGSX vs. PRNHX - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -64.06%, smaller than the maximum PRNHX drawdown of -70.96%. Use the drawdown chart below to compare losses from any high point for PRGSX and PRNHX.
Loading graphics...
Drawdown Indicators
| PRGSX | PRNHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.06% | -70.96% | +6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -13.70% | +0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -48.37% | +10.26% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -48.37% | +10.26% |
Current DrawdownCurrent decline from peak | -12.77% | -27.08% | +14.31% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -18.39% | +4.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.67% | -0.32% |
Volatility
PRGSX vs. PRNHX - Volatility Comparison
T. Rowe Price Global Stock Fund (PRGSX) and T. Rowe Price New Horizons Fund (PRNHX) have volatilities of 7.68% and 7.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PRGSX | PRNHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.68% | 7.88% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.04% | 14.48% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.04% | 23.87% | -2.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 24.41% | -4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 22.67% | -3.06% |