PRGSX vs. YFSNX
PRGSX (T. Rowe Price Global Stock Fund) and YFSNX (AMG Yacktman Global Fund Class N) are both Global Equities funds. PRGSX is passively managed, while YFSNX is actively managed. Over the past 5 years, PRGSX returned 8.12%/yr vs 8.93%/yr for YFSNX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. PRGSX charges 0.81%/yr vs 1.11%/yr for YFSNX.
Performance
PRGSX vs. YFSNX - Performance Comparison
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Returns By Period
In the year-to-date period, PRGSX achieves a 15.19% return, which is significantly lower than YFSNX's 25.34% return.
PRGSX
- 1D
- 0.58%
- 1M
- -3.52%
- 6M
- 9.47%
- YTD
- 15.19%
- 1Y
- 29.75%
- 3Y*
- 19.60%
- 5Y*
- 8.12%
- 10Y*
- 15.78%
- ALL TIME*
- 10.09%
YFSNX
- 1D
- 0.45%
- 1M
- 4.71%
- 6M
- 16.53%
- YTD
- 25.34%
- 1Y
- 22.75%
- 3Y*
- 15.16%
- 5Y*
- 8.93%
- 10Y*
- —
- ALL TIME*
- 12.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRGSX vs. YFSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRGSX T. Rowe Price Global Stock Fund | 15.19% | 21.42% | 16.80% | 25.70% | -28.01% | 9.81% | 52.29% | 35.84% | -4.51% | 25.47% |
YFSNX AMG Yacktman Global Fund Class N | 25.34% | 14.79% | -0.47% | 16.48% | -9.39% | 13.00% | 18.32% | 24.48% | 2.18% | 20.95% |
Correlation
The correlation between PRGSX and YFSNX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.70 |
The correlation between PRGSX and YFSNX shifts across timeframes, from 0.55 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PRGSX vs. YFSNX — Risk / Return Rank
PRGSX
YFSNX
PRGSX vs. YFSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Stock Fund (PRGSX) and AMG Yacktman Global Fund Class N (YFSNX). 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.
| PRGSX | YFSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.23 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.54 | +0.63 |
| Martin ratioReturn relative to average drawdown | 7.44 | 4.46 | +2.98 |
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Drawdowns
PRGSX vs. YFSNX - Drawdown Comparison
The maximum PRGSX drawdown since its inception was -64.06%, which is greater than YFSNX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for PRGSX and YFSNX.
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Drawdown Indicators
| PRGSX | YFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.06% | -35.14% | -28.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.77% | -14.09% | +1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -14.29% | -6.84% |
Max Drawdown (5Y)Largest decline over 5 years | -38.11% | -25.26% | -12.85% |
Max Drawdown (10Y)Largest decline over 10 years | -38.11% | — | — |
Current DrawdownCurrent decline from peak | -7.51% | -2.18% | -5.33% |
Average DrawdownAverage peak-to-trough decline | -13.43% | -4.94% | -8.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 4.84% | -1.11% |
Volatility
PRGSX vs. YFSNX - Volatility Comparison
T. Rowe Price Global Stock Fund (PRGSX) has a higher volatility of 7.35% compared to AMG Yacktman Global Fund Class N (YFSNX) at 5.40%. This indicates that PRGSX's price experiences larger fluctuations and is considered to be riskier than YFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRGSX | YFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 5.40% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 18.46% | 15.88% | +2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.37% | 22.56% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.29% | 15.76% | +4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 16.35% | +3.62% |
PRGSX vs. YFSNX - Expense Ratio Comparison
PRGSX has a 0.81% expense ratio, which is lower than YFSNX's 1.11% expense ratio.
Dividends
PRGSX vs. YFSNX - Dividend Comparison
PRGSX's dividend yield for the trailing twelve months is around 8.34%, while YFSNX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRGSX T. Rowe Price Global Stock Fund | 8.34% | 9.60% | 6.73% | 0.27% | 0.00% | 13.67% | 5.67% | 2.21% | 5.81% | 0.03% | 0.63% | 0.33% |
YFSNX AMG Yacktman Global Fund Class N | 0.00% | 0.00% | 8.40% | 7.86% | 4.33% | 8.06% | 4.71% | 6.59% | 0.71% | 2.63% | 0.00% | 0.00% |
Frequently Asked Questions
PRGSX and YFSNX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRGSX has higher volatility (7.35%) compared to YFSNX (5.40%). In terms of maximum drawdown, PRGSX dropped -64.06% vs YFSNX's -35.14%.
PRGSX currently has the higher Sharpe Ratio (1.30 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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