PRGSX vs. SSGLX
Compare and contrast key facts about T. Rowe Price Global Stock Fund (PRGSX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
PRGSX vs. SSGLX - Performance Comparison
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PRGSX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRGSX T. Rowe Price Global Stock Fund | -2.95% | 21.42% | 16.80% | 25.70% | -28.01% | 9.81% | 52.29% | 35.84% | -4.51% | 32.64% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 1.29% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, PRGSX achieves a -2.95% return, which is significantly lower than SSGLX's 1.29% return. Over the past 10 years, PRGSX has outperformed SSGLX with an annualized return of 14.63%, while SSGLX has yielded a comparatively lower 8.79% annualized return.
PRGSX
- 1D
- 3.72%
- 1M
- -7.65%
- YTD
- -2.95%
- 6M
- 0.71%
- 1Y
- 21.81%
- 3Y*
- 16.83%
- 5Y*
- 5.44%
- 10Y*
- 14.63%
SSGLX
- 1D
- 1.94%
- 1M
- -7.37%
- YTD
- 1.29%
- 6M
- 5.27%
- 1Y
- 26.80%
- 3Y*
- 15.14%
- 5Y*
- 7.06%
- 10Y*
- 8.79%
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PRGSX vs. SSGLX - Expense Ratio Comparison
PRGSX has a 0.82% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
PRGSX vs. SSGLX — Risk / Return Rank
PRGSX
SSGLX
PRGSX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.76 | -0.72 |
Sortino ratioReturn per unit of downside risk | 1.53 | 2.37 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.36 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.35 | -0.66 |
Martin ratioReturn relative to average drawdown | 6.40 | 9.17 | -2.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRGSX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.76 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.49 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.55 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.38 | +0.11 |
Correlation
The correlation between PRGSX and SSGLX is 0.77, 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. SSGLX - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 9.89%, more than SSGLX's 4.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRGSX T. Rowe Price Global Stock Fund | 9.89% | 9.60% | 6.73% | 0.27% | 0.00% | 13.67% | 5.67% | 2.21% | 5.81% | 0.03% | 0.63% | 0.33% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.36% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
PRGSX vs. SSGLX - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -64.06%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for PRGSX and SSGLX.
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Drawdown Indicators
| PRGSX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.06% | -35.88% | -28.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -11.22% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -30.08% | -8.03% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -35.88% | -2.23% |
Current DrawdownCurrent decline from peak | -9.52% | -9.15% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -8.32% | -5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.87% | +0.53% |
Volatility
PRGSX vs. SSGLX - Volatility Comparison
T. Rowe Price Global Stock Fund (PRGSX) has a higher volatility of 8.77% compared to State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) at 6.71%. This indicates that PRGSX's price experiences larger fluctuations and is considered to be riskier than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRGSX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.77% | 6.71% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 14.49% | 10.18% | +4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.31% | 15.57% | +5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.49% | 14.51% | +4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 16.15% | +3.49% |