PRGSX vs. VT
Compare and contrast key facts about T. Rowe Price Global Stock Fund (PRGSX) and Vanguard Total World Stock ETF (VT).
PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Performance
PRGSX vs. VT - Performance Comparison
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PRGSX vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, PRGSX achieves a -6.43% return, which is significantly lower than VT's -1.71% return. Over the past 10 years, PRGSX has outperformed VT with an annualized return of 14.22%, while VT has yielded a comparatively lower 11.53% annualized return.
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%
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
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PRGSX vs. VT - Expense Ratio Comparison
PRGSX has a 0.82% expense ratio, which is higher than VT's 0.06% expense ratio.
Return for Risk
PRGSX vs. VT — Risk / Return Rank
PRGSX
VT
PRGSX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and Vanguard Total World Stock ETF (VT). 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 | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.25 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.84 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.83 | -0.64 |
Martin ratioReturn relative to average drawdown | 4.56 | 8.51 | -3.95 |
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 | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.25 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.58 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.67 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.40 | +0.08 |
Correlation
The correlation between PRGSX and VT is 0.93, 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. VT - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 10.26%, more than VT's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
PRGSX vs. VT - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -64.06%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for PRGSX and VT.
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Drawdown Indicators
| PRGSX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.06% | -50.27% | -13.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -11.84% | -1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -26.38% | -11.73% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | -34.24% | -3.87% |
Current DrawdownCurrent decline from peak | -12.77% | -6.89% | -5.88% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -7.08% | -6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.55% | +0.80% |
Volatility
PRGSX vs. VT - Volatility Comparison
T. Rowe Price Global Stock Fund (PRGSX) has a higher volatility of 7.68% compared to Vanguard Total World Stock ETF (VT) at 6.33%. This indicates that PRGSX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRGSX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.68% | 6.33% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 14.04% | 9.95% | +4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.04% | 17.24% | +3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.42% | 15.98% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 17.20% | +2.41% |