PRGSX vs. VTSAX
Compare and contrast key facts about T. Rowe Price Global Stock Fund (PRGSX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRGSX or VTSAX.
Key characteristics
| PRGSX | VTSAX | |
|---|---|---|
| YTD Return | 17.94% | 22.56% |
| 1Y Return | 30.29% | 35.04% |
| 3Y Return (Ann) | 0.98% | 9.32% |
| 5Y Return (Ann) | 14.65% | 15.52% |
| 10Y Return (Ann) | 14.01% | 13.45% |
| Sharpe Ratio | 2.05 | 2.74 |
| Sortino Ratio | 2.81 | 3.65 |
| Omega Ratio | 1.36 | 1.50 |
| Calmar Ratio | 1.12 | 2.50 |
| Martin Ratio | 10.78 | 16.65 |
| Ulcer Index | 2.79% | 2.11% |
| Daily Std Dev | 14.70% | 12.84% |
| Max Drawdown | -64.06% | -55.34% |
| Current Drawdown | -1.63% | -0.12% |
Correlation
The correlation between PRGSX and VTSAX is 0.91, 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. VTSAX - Performance Comparison
In the year-to-date period, PRGSX achieves a 17.94% return, which is significantly lower than VTSAX's 22.56% return. Both investments have delivered pretty close results over the past 10 years, with PRGSX having a 14.01% annualized return and VTSAX not far behind at 13.45%. 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. VTSAX - Expense Ratio Comparison
PRGSX has a 0.82% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
PRGSX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 0.23%, less than VTSAX's 1.29% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.29% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PRGSX vs. VTSAX - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -64.06%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for PRGSX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
PRGSX vs. VTSAX - Volatility Comparison
T. Rowe Price Global Stock Fund (PRGSX) has a higher volatility of 3.85% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.05%. This indicates that PRGSX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.