PRIGX vs. VYM

Last updated Jun 24, 2026

PRIGX (T. Rowe Price Global Value Equity Fund) and VYM (Vanguard High Dividend Yield ETF) are both funds - PRIGX is a Global Equities fund managed by T. Rowe Price, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, PRIGX returned 13.23%/yr vs 11.98%/yr for VYM. Their correlation of 0.88 suggests significant overlap in exposure. PRIGX charges 0.68%/yr vs 0.04%/yr for VYM.

Performance

PRIGX vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Value Equity Fund (PRIGX) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRIGX achieves a 18.31% return, which is significantly higher than VYM's 11.51% return. Over the past 10 years, PRIGX has outperformed VYM with an annualized return of 13.23%, while VYM has yielded a comparatively lower 11.98% annualized return.

PRIGX

• 1D: 0.29%
• 1M: 1.96%
• YTD: 18.31%
• 6M: 17.91%
• 1Y: 42.72%
• 3Y*: 24.06%
• 5Y*: 13.53%
• 10Y*: 13.23%

VYM

• 1D: -0.16%
• 1M: 0.26%
• YTD: 11.51%
• 6M: 10.83%
• 1Y: 24.08%
• 3Y*: 18.41%
• 5Y*: 11.88%
• 10Y*: 11.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRIGX vs. VYM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRIGX T. Rowe Price Global Value Equity Fund	18.31%	31.10%	13.34%	13.25%	-7.86%	16.08%	11.35%	25.56%	-13.70%	19.57%
VYM Vanguard High Dividend Yield ETF	11.51%	15.42%	17.60%	6.57%	-0.43%	26.20%	1.15%	24.06%	-5.92%	16.42%

Correlation

The correlation between PRIGX and VYM is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jul 27, 2012	0.88

The correlation between PRIGX and VYM shifts across timeframes, from 0.78 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PRIGX vs. VYM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRIGX

PRIGX Risk / Return Rank: 87
PRIGX Sharpe Ratio Rank: 93
PRIGX Sortino Ratio Rank: 85
PRIGX Omega Ratio Rank: 84
PRIGX Calmar Ratio Rank: 84
PRIGX Martin Ratio Rank: 88

VYM

VYM Risk / Return Rank: 75
VYM Sharpe Ratio Rank: 76
VYM Sortino Ratio Rank: 79
VYM Omega Ratio Rank: 75
VYM Calmar Ratio Rank: 73
VYM Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRIGX vs. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Value Equity Fund (PRIGX) and Vanguard High Dividend Yield ETF (VYM). 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.

	PRIGX	VYM	Difference
Sharpe ratio: Return per unit of total volatility	2.89	2.33	+0.56
Sortino ratio: Return per unit of downside risk	3.75	3.33	+0.42
Omega ratio: Gain probability vs. loss probability	1.52	1.42	+0.10
Calmar ratio: Return relative to maximum drawdown	3.75	3.61	+0.13
Martin ratio: Return relative to average drawdown	15.53	13.43	+2.10

PRIGX vs. VYM - Sharpe Ratio Comparison

The current PRIGX Sharpe Ratio is 2.89, which is comparable to the VYM Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of PRIGX and VYM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PRIGX vs. VYM - Drawdown Comparison

The maximum PRIGX drawdown since its inception was -36.76%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for PRIGX and VYM.

Drawdown Indicators

	PRIGX	VYM	Difference
Max Drawdown Largest peak-to-trough decline	-36.76%	-56.98%	+20.22%
Max Drawdown (1Y) Largest decline over 1 year	-11.58%	-6.69%	-4.89%
Max Drawdown (3Y) Largest decline over 3 years	-14.18%	-14.46%	+0.28%
Max Drawdown (5Y) Largest decline over 5 years	-20.78%	-15.84%	-4.94%
Max Drawdown (10Y) Largest decline over 10 years	-36.76%	-35.21%	-1.55%
Current Drawdown Current decline from peak	-0.37%	-1.28%	+0.91%
Average Drawdown Average peak-to-trough decline	-4.60%	-7.18%	+2.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	1.80%	+0.99%

Volatility

PRIGX vs. VYM - Volatility Comparison

T. Rowe Price Global Value Equity Fund (PRIGX) has a higher volatility of 5.95% compared to Vanguard High Dividend Yield ETF (VYM) at 3.02%. This indicates that PRIGX's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRIGX	VYM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.95%	3.02%	+2.93%
Volatility (6M) Calculated over the trailing 6-month period	12.68%	7.64%	+5.04%
Volatility (1Y) Calculated over the trailing 1-year period	15.03%	10.39%	+4.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.80%	13.93%	+0.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.55%	16.32%	+0.23%

PRIGX vs. VYM - Expense Ratio Comparison

PRIGX has a 0.68% expense ratio, which is higher than VYM's 0.04% expense ratio.

Dividends

PRIGX vs. VYM - Dividend Comparison

PRIGX's dividend yield for the trailing twelve months is around 6.08%, more than VYM's 2.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRIGX T. Rowe Price Global Value Equity Fund	6.08%	7.20%	6.53%	1.75%	0.98%	5.81%	1.12%	2.31%	9.08%	7.35%	2.25%	9.12%
VYM Vanguard High Dividend Yield ETF	2.30%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%

Frequently Asked Questions

Can I hold both PRIGX and VYM in my portfolio?

PRIGX and VYM have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRIGX or VYM?

PRIGX has higher volatility (5.95%) compared to VYM (3.02%). In terms of maximum drawdown, PRIGX dropped -36.76% vs VYM's -56.98%.

Which has better risk-adjusted returns?

PRIGX currently has the higher Sharpe Ratio (2.89 vs 2.33), 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.