PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRISX vs. PGLOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRISX and PGLOX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

PRISX vs. PGLOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Financial Services Fund (PRISX) and T. Rowe Price Global Consumer Fund (PGLOX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
195.32%
68.19%
PRISX
PGLOX

Key characteristics

Sharpe Ratio

PRISX:

1.25

PGLOX:

1.17

Sortino Ratio

PRISX:

1.70

PGLOX:

1.70

Omega Ratio

PRISX:

1.25

PGLOX:

1.21

Calmar Ratio

PRISX:

1.45

PGLOX:

0.57

Martin Ratio

PRISX:

6.57

PGLOX:

6.37

Ulcer Index

PRISX:

3.26%

PGLOX:

2.21%

Daily Std Dev

PRISX:

17.10%

PGLOX:

12.00%

Max Drawdown

PRISX:

-67.34%

PGLOX:

-39.65%

Current Drawdown

PRISX:

-12.56%

PGLOX:

-11.45%

Returns By Period

In the year-to-date period, PRISX achieves a 21.53% return, which is significantly higher than PGLOX's 14.23% return.


PRISX

YTD

21.53%

1M

-12.52%

6M

9.26%

1Y

21.01%

5Y*

12.63%

10Y*

11.30%

PGLOX

YTD

14.23%

1M

0.11%

6M

6.00%

1Y

14.08%

5Y*

5.46%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRISX vs. PGLOX - Expense Ratio Comparison

PRISX has a 0.88% expense ratio, which is lower than PGLOX's 1.05% expense ratio.


PGLOX
T. Rowe Price Global Consumer Fund
Expense ratio chart for PGLOX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for PRISX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%

Risk-Adjusted Performance

PRISX vs. PGLOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Financial Services Fund (PRISX) and T. Rowe Price Global Consumer Fund (PGLOX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRISX, currently valued at 1.25, compared to the broader market-1.000.001.002.003.001.251.17
The chart of Sortino ratio for PRISX, currently valued at 1.70, compared to the broader market-2.000.002.004.006.008.001.701.70
The chart of Omega ratio for PRISX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.21
The chart of Calmar ratio for PRISX, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.0012.001.450.57
The chart of Martin ratio for PRISX, currently valued at 6.57, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.576.37
PRISX
PGLOX

The current PRISX Sharpe Ratio is 1.25, which is comparable to the PGLOX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of PRISX and PGLOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.25
1.17
PRISX
PGLOX

Dividends

PRISX vs. PGLOX - Dividend Comparison

Neither PRISX nor PGLOX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PRISX
T. Rowe Price Financial Services Fund
0.00%2.00%1.99%1.25%1.49%1.53%1.77%0.86%0.89%1.18%1.08%0.88%
PGLOX
T. Rowe Price Global Consumer Fund
0.00%0.28%0.00%0.00%0.00%0.33%1.29%0.50%0.40%0.00%0.00%0.00%

Drawdowns

PRISX vs. PGLOX - Drawdown Comparison

The maximum PRISX drawdown since its inception was -67.34%, which is greater than PGLOX's maximum drawdown of -39.65%. Use the drawdown chart below to compare losses from any high point for PRISX and PGLOX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.56%
-11.45%
PRISX
PGLOX

Volatility

PRISX vs. PGLOX - Volatility Comparison

T. Rowe Price Financial Services Fund (PRISX) has a higher volatility of 8.96% compared to T. Rowe Price Global Consumer Fund (PGLOX) at 3.79%. This indicates that PRISX's price experiences larger fluctuations and is considered to be riskier than PGLOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.96%
3.79%
PRISX
PGLOX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab