PortfoliosLab logoPortfoliosLab logo
PRGSX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

PRGSX vs. USD=X - Performance Comparison

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

Loading charts...

Returns By Period


PRGSX

1D
3.77%
1M
1.51%
YTD
19.13%
6M
20.89%
1Y
36.75%
3Y*
22.39%
5Y*
9.00%
10Y*
16.85%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRGSX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRGSX
T. Rowe Price Global Stock Fund
19.13%21.42%16.80%25.70%-28.01%9.81%52.29%35.84%-4.51%32.64%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PRGSX vs. USD=X — Risk / Return Rank

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

PRGSX
PRGSX Risk / Return Rank: 7070
Overall Rank
PRGSX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRGSX Sortino Ratio Rank: 6060
Sortino Ratio Rank
PRGSX Omega Ratio Rank: 6565
Omega Ratio Rank
PRGSX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PRGSX Martin Ratio Rank: 7878
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and USD Cash (USD=X). 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.


PRGSXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.91

Martin ratioReturn relative to average drawdown

11.56

PRGSX vs. USD=X - Sharpe Ratio Comparison


Loading charts...

Drawdowns

PRGSX vs. USD=X - Drawdown Comparison

The maximum PRGSX drawdown since its inception was -64.06%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for PRGSX and USD=X.


Loading charts...

Drawdown Indicators


PRGSXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-64.06%

0.00%

-64.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

0.00%

-12.77%

Max Drawdown (3Y)

Largest decline over 3 years

-21.13%

0.00%

-21.13%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

0.00%

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-38.11%

0.00%

-38.11%

Current Drawdown

Current decline from peak

-3.75%

0.00%

-3.75%

Average Drawdown

Average peak-to-trough decline

-13.47%

0.00%

-13.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

0.00%

+3.21%

Volatility

PRGSX vs. USD=X - Volatility Comparison

T. Rowe Price Global Stock Fund (PRGSX) has a higher volatility of 8.81% compared to USD Cash (USD=X) at 0.00%. This indicates that PRGSX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PRGSXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.81%

0.00%

+8.81%

Volatility (6M)

Calculated over the trailing 6-month period

16.52%

0.00%

+16.52%

Volatility (1Y)

Calculated over the trailing 1-year period

19.31%

0.00%

+19.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.91%

0.00%

+19.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

0.00%

+19.88%

Frequently Asked Questions


PRGSX has higher volatility (8.81%) compared to USD=X (0.00%). In terms of maximum drawdown, PRGSX dropped -64.06% vs USD=X's 0.00%.

Portfolio Optimizer

Find the right allocation for PRGSX and USD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer