PRIGX vs. SPY
Compare and contrast key facts about T. Rowe Price Global Value Equity Fund (PRIGX) and State Street SPDR S&P 500 ETF (SPY).
PRIGX is managed by T. Rowe Price. It was launched on Jul 25, 2012. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
PRIGX vs. SPY - Performance Comparison
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PRIGX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, PRIGX achieves a 0.29% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, PRIGX has underperformed SPY with an annualized return of 11.12%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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PRIGX vs. SPY - Expense Ratio Comparison
PRIGX has a 0.68% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
PRIGX vs. SPY — Risk / Return Rank
PRIGX
SPY
PRIGX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Value Equity Fund (PRIGX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.93 | +0.74 |
Sortino ratioReturn per unit of downside risk | 2.22 | 1.45 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.22 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.53 | +0.70 |
Martin ratioReturn relative to average drawdown | 8.97 | 7.30 | +1.67 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 0.93 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.69 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.78 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.56 | +0.17 |
Correlation
The correlation between PRIGX and SPY is 0.90, 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. SPY - Dividend Comparison
PRIGX's dividend yield for the trailing twelve months is around 7.17%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
PRIGX vs. SPY - Drawdown Comparison
The maximum PRIGX drawdown since its inception was -36.76%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PRIGX and SPY.
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Drawdown Indicators
| PRIGX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.76% | -55.19% | +18.43% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -12.05% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -20.78% | -24.50% | +3.72% |
Max Drawdown (10Y)Largest decline over 10 years | -36.76% | -33.72% | -3.04% |
Current DrawdownCurrent decline from peak | -11.58% | -6.24% | -5.34% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -9.09% | +4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.52% | +0.35% |
Volatility
PRIGX vs. SPY - Volatility Comparison
T. Rowe Price Global Value Equity Fund (PRIGX) has a higher volatility of 6.21% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that PRIGX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRIGX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 5.31% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 9.47% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 19.05% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.43% | 17.06% | -2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 17.92% | -1.53% |