PortfoliosLab logoPortfoliosLab logo
PRGSX vs. RPICX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

PRGSX vs. RPICX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period


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%

RPICX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. RPICX - Expense Ratio Comparison

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


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: 4343
Overall Rank
PRGSX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PRGSX Sortino Ratio Rank: 4141
Sortino Ratio Rank
PRGSX Omega Ratio Rank: 4141
Omega Ratio Rank
PRGSX Calmar Ratio Rank: 4949
Calmar Ratio Rank
PRGSX Martin Ratio Rank: 4646
Martin Ratio Rank

RPICX
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.


PRGSXRPICXDifference

Sharpe ratio

Return per unit of total volatility

0.83

Sortino ratio

Return per unit of downside risk

1.25

Omega ratio

Gain probability vs. loss probability

1.18

Calmar ratio

Return relative to maximum drawdown

1.19

Martin ratio

Return relative to average drawdown

4.56

PRGSX vs. RPICX - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


PRGSXRPICXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

Correlation

The correlation between PRGSX and RPICX is 0.75, 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. RPICX - Dividend Comparison

PRGSX's dividend yield for the trailing twelve months is around 10.26%, while RPICX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

PRGSX vs. RPICX - Drawdown Comparison


Loading graphics...

Drawdown Indicators


PRGSXRPICXDifference

Max Drawdown

Largest peak-to-trough decline

-64.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

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

-12.77%

Average Drawdown

Average peak-to-trough decline

-13.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

Volatility

PRGSX vs. RPICX - Volatility Comparison


Loading graphics...

Volatility by Period


PRGSXRPICXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

Volatility (6M)

Calculated over the trailing 6-month period

14.04%

Volatility (1Y)

Calculated over the trailing 1-year period

21.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%