PRGSX vs. SOXX
Compare and contrast key facts about T. Rowe Price Global Stock Fund (PRGSX) and iShares PHLX Semiconductor ETF (SOXX).
PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRGSX or SOXX.
Key characteristics
| PRGSX | SOXX | |
|---|---|---|
| YTD Return | 17.94% | 18.96% |
| 1Y Return | 30.29% | 43.08% |
| 3Y Return (Ann) | 0.98% | 15.62% |
| 5Y Return (Ann) | 14.65% | 27.20% |
| 10Y Return (Ann) | 14.01% | 25.68% |
| Sharpe Ratio | 2.05 | 1.22 |
| Sortino Ratio | 2.81 | 1.72 |
| Omega Ratio | 1.36 | 1.22 |
| Calmar Ratio | 1.12 | 1.69 |
| Martin Ratio | 10.78 | 4.68 |
| Ulcer Index | 2.79% | 8.99% |
| Daily Std Dev | 14.70% | 34.32% |
| Max Drawdown | -64.06% | -70.21% |
| Current Drawdown | -1.63% | -14.15% |
Correlation
The correlation between PRGSX and SOXX 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.
Performance
PRGSX vs. SOXX - Performance Comparison
In the year-to-date period, PRGSX achieves a 17.94% return, which is significantly lower than SOXX's 18.96% return. Over the past 10 years, PRGSX has underperformed SOXX with an annualized return of 14.01%, while SOXX has yielded a comparatively higher 25.68% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRGSX vs. SOXX - Expense Ratio Comparison
PRGSX has a 0.82% expense ratio, which is higher than SOXX's 0.46% expense ratio.
Risk-Adjusted Performance
PRGSX vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and iShares PHLX 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.
Dividends
PRGSX vs. SOXX - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 0.23%, less than SOXX's 0.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRGSX T. Rowe Price Global Stock Fund | 0.23% | 0.27% | 0.00% | 13.67% | 5.67% | 1.25% | 5.81% | 0.37% | 0.63% | 0.33% | 0.71% | 0.29% |
SOXX iShares PHLX Semiconductor ETF | 0.64% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
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. For additional features, visit the drawdowns tool.
Volatility
PRGSX vs. SOXX - Volatility Comparison
The current volatility for T. Rowe Price Global Stock Fund (PRGSX) is 3.85%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 9.44%. 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.