PRGSX vs. RPICX

Last updated Jun 4, 2026

PRGSX (T. Rowe Price Global Stock Fund) and RPICX (T. Rowe Price Institutional International Disciplined Equity Fund) are both mutual funds - PRGSX is a Global Equities fund managed by T. Rowe Price, while RPICX is a Foreign Large Cap Equities fund managed by T. Rowe Price. A 0.74 correlation means they provide meaningful diversification when combined. PRGSX charges 0.82%/yr vs 0.75%/yr for RPICX.

Performance

PRGSX vs. RPICX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Stock Fund (PRGSX) and T. Rowe Price Institutional International Disciplined Equity Fund (RPICX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PRGSX

• 1D: 1.03%
• 1M: 10.17%
• YTD: 23.78%
• 6M: 24.65%
• 1Y: 44.27%
• 3Y*: 24.53%
• 5Y*: 10.12%
• 10Y*: 16.95%

RPICX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRGSX vs. RPICX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRGSX T. Rowe Price Global Stock Fund	23.78%	21.42%	16.80%	25.70%	-28.01%	9.81%	52.29%	35.84%	-4.51%	32.64%
RPICX T. Rowe Price Institutional International Disciplined Equity Fund	0.00%	0.00%	8.78%	17.23%	-10.26%	5.14%	4.57%	23.46%	-10.41%	21.67%

Correlation

The correlation between PRGSX and RPICX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.69
Correlation (All Time) Calculated using the full available price history since Jan 4, 2011	0.74

The correlation between PRGSX and RPICX shifts across timeframes, from 0.42 (3 years) to 0.74 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PRGSX vs. RPICX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRGSX

PRGSX Risk / Return Rank: 69
PRGSX Sharpe Ratio Rank: 73
PRGSX Sortino Ratio Rank: 59
PRGSX Omega Ratio Rank: 61
PRGSX Calmar Ratio Rank: 77
PRGSX Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRGSX vs. RPICX - 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 Institutional International Disciplined Equity Fund (RPICX). 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	RPICX	Difference
Sharpe ratio Return per unit of total volatility	2.48	—	—
Sortino ratio Return per unit of downside risk	3.23	—	—
Omega ratio Gain probability vs. loss probability	1.44	—	—
Calmar ratio Return relative to maximum drawdown	3.48	—	—
Martin ratio Return relative to average drawdown	14.22	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PRGSX	RPICX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.48	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	—	—

Drawdowns

Drawdown Indicators

	PRGSX	RPICX	Difference
Max Drawdown Largest peak-to-trough decline	-64.06%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.77%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.13%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-38.11%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.11%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-13.48%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	—	—

Volatility

Volatility by Period

	PRGSX	RPICX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.50%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.84%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.93%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.66%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.77%	—	—

PRGSX vs. RPICX - Expense Ratio Comparison

PRGSX has a 0.82% expense ratio, which is higher than RPICX's 0.75% expense ratio.

Dividends

PRGSX vs. RPICX - Dividend Comparison

PRGSX's dividend yield for the trailing twelve months is around 7.76%, while RPICX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRGSX T. Rowe Price Global Stock Fund	7.76%	9.60%	6.73%	0.27%	0.00%	13.67%	5.67%	2.21%	5.81%	0.03%	0.63%	0.33%
RPICX T. Rowe Price Institutional International Disciplined Equity Fund	0.00%	0.00%	3.48%	2.79%	0.84%	3.15%	2.70%	3.61%	19.04%	6.08%	1.68%	2.37%

Frequently Asked Questions

Can I hold both PRGSX and RPICX in my portfolio?

PRGSX and RPICX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.