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PRIGX vs. VYM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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PRIGX vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VYM
Vanguard High Dividend Yield ETF
3.80%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%

Returns By Period

In the year-to-date period, PRIGX achieves a 0.29% return, which is significantly lower than VYM's 3.80% return. Both investments have delivered pretty close results over the past 10 years, with PRIGX having a 11.12% annualized return and VYM not far ahead at 11.24%.


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%

VYM

1D
1.80%
1M
-3.92%
YTD
3.80%
6M
6.39%
1Y
17.76%
3Y*
15.21%
5Y*
11.04%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRIGX vs. VYM - Expense Ratio Comparison

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


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: 8585
Overall Rank
PRIGX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PRIGX Sortino Ratio Rank: 8585
Sortino Ratio Rank
PRIGX Omega Ratio Rank: 8484
Omega Ratio Rank
PRIGX Calmar Ratio Rank: 8686
Calmar Ratio Rank
PRIGX Martin Ratio Rank: 8686
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 7272
Overall Rank
VYM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 7171
Sortino Ratio Rank
VYM Omega Ratio Rank: 7272
Omega Ratio Rank
VYM Calmar Ratio Rank: 7171
Calmar Ratio Rank
VYM Martin Ratio Rank: 7676
Martin Ratio Rank
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.


PRIGXVYMDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.18

+0.49

Sortino ratio

Return per unit of downside risk

2.22

1.69

+0.53

Omega ratio

Gain probability vs. loss probability

1.34

1.26

+0.09

Calmar ratio

Return relative to maximum drawdown

2.22

1.68

+0.54

Martin ratio

Return relative to average drawdown

8.97

7.46

+1.51

PRIGX vs. VYM - Sharpe Ratio Comparison

The current PRIGX Sharpe Ratio is 1.67, which is higher than the VYM Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of PRIGX and VYM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRIGXVYMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.18

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.79

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.69

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.49

+0.25

Correlation

The correlation between PRIGX and VYM is 0.89, 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. VYM - Dividend Comparison

PRIGX's dividend yield for the trailing twelve months is around 7.17%, more than VYM's 2.37% yield.


TTM20252024202320222021202020192018201720162015
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%
VYM
Vanguard High Dividend Yield ETF
2.37%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

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.


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Drawdown Indicators


PRIGXVYMDifference

Max Drawdown

Largest peak-to-trough decline

-36.76%

-56.98%

+20.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.58%

-11.32%

-0.26%

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

-11.58%

-4.81%

-6.77%

Average Drawdown

Average peak-to-trough decline

-4.64%

-7.25%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.55%

+0.32%

Volatility

PRIGX vs. VYM - Volatility Comparison

T. Rowe Price Global Value Equity Fund (PRIGX) has a higher volatility of 6.21% compared to Vanguard High Dividend Yield ETF (VYM) at 3.74%. 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.


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Volatility by Period


PRIGXVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

3.74%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

7.96%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

15.17%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

13.97%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.39%

16.33%

+0.06%