PRGSX vs. SOXX
PRGSX (T. Rowe Price Global Stock Fund) and SOXX (iShares Semiconductor ETF) are both funds - PRGSX is a Global Equities fund tracking the MSCI All Country World Index Net, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 10 years, PRGSX returned 15.78%/yr vs 31.96%/yr for SOXX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. PRGSX charges 0.81%/yr vs 0.34%/yr for SOXX.
Performance
PRGSX vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, PRGSX achieves a 15.19% return, which is significantly lower than SOXX's 68.76% return. Over the past 10 years, PRGSX has underperformed SOXX with an annualized return of 15.78%, while SOXX has yielded a comparatively higher 31.96% annualized return.
PRGSX
- 1D
- 0.58%
- 1M
- -3.52%
- 6M
- 9.47%
- YTD
- 15.19%
- 1Y
- 29.75%
- 3Y*
- 19.60%
- 5Y*
- 8.12%
- 10Y*
- 15.78%
- ALL TIME*
- 10.09%
SOXX
- 1D
- 0.55%
- 1M
- -10.35%
- 6M
- 44.10%
- YTD
- 68.76%
- 1Y
- 114.99%
- 3Y*
- 44.68%
- 5Y*
- 27.63%
- 10Y*
- 31.96%
- ALL TIME*
- 13.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $6.22B | $5.65B | $5.89B |
PRGSX vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRGSX T. Rowe Price Global Stock Fund | 15.19% | 21.42% | 16.80% | 25.70% | -28.01% | 9.81% | 52.29% | 35.84% | -4.51% | 32.64% |
SOXX iShares Semiconductor ETF | 68.76% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between PRGSX and SOXX is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.76 |
The correlation between PRGSX and SOXX shifts across timeframes, from 0.76 (all time) to 0.86 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PRGSX vs. SOXX — Risk / Return Rank
PRGSX
SOXX
PRGSX vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and iShares Semiconductor ETF (SOXX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRGSX | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 3.99 | -1.81 |
| Martin ratioReturn relative to average drawdown | 7.44 | 16.43 | -8.99 |
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Drawdowns
PRGSX vs. SOXX - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -64.06%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for PRGSX and SOXX.
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Drawdown Indicators
| PRGSX | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.06% | -70.21% | +6.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -29.01% | +16.24% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -41.36% | +20.23% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -45.75% | +7.64% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -45.75% | +7.64% |
Current DrawdownCurrent decline from peak | -7.51% | -22.49% | +14.98% |
Average DrawdownAverage peak-to-trough decline | -13.43% | -19.92% | +6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 7.02% | -3.29% |
Volatility
PRGSX vs. SOXX - Volatility Comparison
The current volatility for T. Rowe Price Global Stock Fund (PRGSX) is 7.35%, while iShares Semiconductor ETF (SOXX) has a volatility of 17.11%. This indicates that PRGSX experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRGSX | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 17.11% | -9.76% |
Volatility (6M)Calculated over the trailing 6-month period | 18.46% | 38.66% | -20.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.37% | 44.40% | -23.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.29% | 38.25% | -17.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 34.55% | -14.58% |
PRGSX vs. SOXX - Expense Ratio Comparison
PRGSX has a 0.81% expense ratio, which is higher than SOXX's 0.34% expense ratio.
Dividends
PRGSX vs. SOXX - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 8.34%, more than SOXX's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRGSX T. Rowe Price Global Stock Fund | 8.34% | 9.60% | 6.73% | 0.27% | 0.00% | 13.67% | 5.67% | 2.21% | 5.81% | 0.03% | 0.63% | 0.33% |
SOXX iShares Semiconductor ETF | 0.29% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
PRGSX and SOXX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (17.11%) compared to PRGSX (7.35%). In terms of maximum drawdown, PRGSX dropped -64.06% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.61 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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