PRIDX vs. PRGSX
Compare and contrast key facts about T. Rowe Price International Discovery Fund (PRIDX) and T. Rowe Price Global Stock Fund (PRGSX).
PRIDX is managed by T. Rowe Price. It was launched on Dec 29, 1988. PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRIDX or PRGSX.
Performance
PRIDX vs. PRGSX - Performance Comparison
Returns By Period
In the year-to-date period, PRIDX achieves a 3.94% return, which is significantly lower than PRGSX's 17.82% return. Over the past 10 years, PRIDX has underperformed PRGSX with an annualized return of 2.10%, while PRGSX has yielded a comparatively higher 10.12% annualized return.
PRIDX
3.94%
-3.14%
-2.57%
10.93%
0.57%
2.10%
PRGSX
17.82%
0.97%
3.88%
22.77%
9.11%
10.12%
Key characteristics
| PRIDX | PRGSX | |
|---|---|---|
| Sharpe Ratio | 0.85 | 1.58 |
| Sortino Ratio | 1.25 | 2.20 |
| Omega Ratio | 1.15 | 1.28 |
| Calmar Ratio | 0.25 | 0.79 |
| Martin Ratio | 3.83 | 8.13 |
| Ulcer Index | 2.85% | 2.80% |
| Daily Std Dev | 12.80% | 14.39% |
| Max Drawdown | -71.20% | -66.74% |
| Current Drawdown | -37.44% | -11.86% |
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PRIDX vs. PRGSX - Expense Ratio Comparison
PRIDX has a 1.23% expense ratio, which is higher than PRGSX's 0.82% expense ratio.
Correlation
The correlation between PRIDX and PRGSX is 0.76, 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.
Risk-Adjusted Performance
PRIDX vs. PRGSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Discovery Fund (PRIDX) and T. Rowe Price Global Stock Fund (PRGSX). 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
PRIDX vs. PRGSX - Dividend Comparison
PRIDX's dividend yield for the trailing twelve months is around 1.21%, more than PRGSX's 0.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRIDX T. Rowe Price International Discovery Fund | 1.21% | 1.25% | 0.00% | 0.00% | 0.08% | 0.83% | 0.58% | 0.35% | 0.58% | 0.69% | 0.87% | 1.11% |
PRGSX T. Rowe Price Global Stock Fund | 0.23% | 0.27% | 0.00% | 0.00% | 0.02% | 0.28% | 0.20% | 0.34% | 0.63% | 0.33% | 0.27% | 0.21% |
Drawdowns
PRIDX vs. PRGSX - Drawdown Comparison
The maximum PRIDX drawdown since its inception was -71.20%, which is greater than PRGSX's maximum drawdown of -66.74%. Use the drawdown chart below to compare losses from any high point for PRIDX and PRGSX. For additional features, visit the drawdowns tool.
Volatility
PRIDX vs. PRGSX - Volatility Comparison
The current volatility for T. Rowe Price International Discovery Fund (PRIDX) is 3.15%, while T. Rowe Price Global Stock Fund (PRGSX) has a volatility of 3.48%. This indicates that PRIDX experiences smaller price fluctuations and is considered to be less risky than PRGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.