PRIGX vs. SPHD
Compare and contrast key facts about T. Rowe Price Global Value Equity Fund (PRIGX) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
PRIGX is managed by T. Rowe Price. It was launched on Jul 25, 2012. SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012.
Performance
PRIGX vs. SPHD - Performance Comparison
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PRIGX vs. SPHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRIGX T. Rowe Price Global Value Equity Fund | 0.29% | 31.10% | 13.34% | 13.25% | -7.86% | 16.08% | 11.35% | 25.56% | -13.70% | 19.57% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.64% | 3.41% | 18.08% | 1.32% | 0.58% | 24.98% | -9.98% | 20.26% | -6.17% | 11.90% |
Returns By Period
In the year-to-date period, PRIGX achieves a 0.29% return, which is significantly lower than SPHD's 4.64% return. Over the past 10 years, PRIGX has outperformed SPHD with an annualized return of 11.12%, while SPHD has yielded a comparatively lower 7.24% annualized return.
PRIGX
- 1D
- -0.43%
- 1M
- -11.58%
- YTD
- 0.29%
- 6M
- 7.03%
- 1Y
- 27.50%
- 3Y*
- 18.37%
- 5Y*
- 10.67%
- 10Y*
- 11.12%
SPHD
- 1D
- 0.55%
- 1M
- -4.99%
- YTD
- 4.64%
- 6M
- 2.81%
- 1Y
- 3.20%
- 3Y*
- 9.99%
- 5Y*
- 7.05%
- 10Y*
- 7.24%
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PRIGX vs. SPHD - Expense Ratio Comparison
PRIGX has a 0.68% expense ratio, which is higher than SPHD's 0.30% expense ratio.
Return for Risk
PRIGX vs. SPHD — Risk / Return Rank
PRIGX
SPHD
PRIGX vs. SPHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Value Equity Fund (PRIGX) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.
| PRIGX | SPHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.22 | +1.45 |
Sortino ratioReturn per unit of downside risk | 2.22 | 0.41 | +1.81 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.05 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 0.38 | +1.84 |
Martin ratioReturn relative to average drawdown | 8.97 | 1.22 | +7.75 |
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
| PRIGX | SPHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.22 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.50 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.41 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.59 | +0.15 |
Correlation
The correlation between PRIGX and SPHD is 0.73, 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
PRIGX vs. SPHD - Dividend Comparison
PRIGX's dividend yield for the trailing twelve months is around 7.17%, more than SPHD's 4.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRIGX T. Rowe Price Global Value Equity Fund | 7.17% | 7.20% | 6.53% | 1.75% | 0.98% | 5.81% | 1.12% | 2.31% | 9.08% | 7.35% | 2.25% | 9.12% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.31% | 4.02% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% |
Drawdowns
PRIGX vs. SPHD - Drawdown Comparison
The maximum PRIGX drawdown since its inception was -36.76%, smaller than the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for PRIGX and SPHD.
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Drawdown Indicators
| PRIGX | SPHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.76% | -41.39% | +4.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -11.33% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -20.78% | -19.50% | -1.28% |
Max Drawdown (10Y)Largest decline over 10 years | -36.76% | -41.39% | +4.63% |
Current DrawdownCurrent decline from peak | -11.58% | -5.14% | -6.44% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -4.70% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 3.67% | -0.80% |
Volatility
PRIGX vs. SPHD - Volatility Comparison
T. Rowe Price Global Value Equity Fund (PRIGX) has a higher volatility of 6.21% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.21%. This indicates that PRIGX's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRIGX | SPHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 3.21% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 7.91% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 14.51% | +2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.43% | 14.20% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 17.65% | -1.26% |