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PRISX vs. PGLOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRISX and PGLOX is 0.72, 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.


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.

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Key characteristics

Sharpe Ratio

PRISX:

0.46

PGLOX:

0.35

Sortino Ratio

PRISX:

0.80

PGLOX:

0.70

Omega Ratio

PRISX:

1.12

PGLOX:

1.09

Calmar Ratio

PRISX:

0.49

PGLOX:

0.29

Martin Ratio

PRISX:

1.42

PGLOX:

1.50

Ulcer Index

PRISX:

7.85%

PGLOX:

4.18%

Daily Std Dev

PRISX:

22.53%

PGLOX:

15.56%

Max Drawdown

PRISX:

-71.82%

PGLOX:

-39.65%

Current Drawdown

PRISX:

-10.69%

PGLOX:

-11.70%

Returns By Period

In the year-to-date period, PRISX achieves a 1.78% return, which is significantly higher than PGLOX's 0.86% return.


PRISX

YTD

1.78%

1M

11.26%

6M

-6.60%

1Y

9.92%

5Y*

18.14%

10Y*

7.94%

PGLOX

YTD

0.86%

1M

4.46%

6M

0.98%

1Y

5.58%

5Y*

6.47%

10Y*

N/A

*Annualized

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PRISX vs. PGLOX - Expense Ratio Comparison

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


Risk-Adjusted Performance

PRISX vs. PGLOX — Risk-Adjusted Performance Rank

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

PRISX
The Risk-Adjusted Performance Rank of PRISX is 5858
Overall Rank
The Sharpe Ratio Rank of PRISX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of PRISX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of PRISX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of PRISX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of PRISX is 5050
Martin Ratio Rank

PGLOX
The Risk-Adjusted Performance Rank of PGLOX is 4949
Overall Rank
The Sharpe Ratio Rank of PGLOX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of PGLOX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of PGLOX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of PGLOX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of PGLOX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current PRISX Sharpe Ratio is 0.46, which is comparable to the PGLOX Sharpe Ratio of 0.35. 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.


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Dividends

PRISX vs. PGLOX - Dividend Comparison

PRISX's dividend yield for the trailing twelve months is around 8.59%, more than PGLOX's 0.18% yield.


TTM20242023202220212020201920182017201620152014
PRISX
T. Rowe Price Financial Services Fund
8.59%8.74%2.00%2.08%3.00%10.22%3.83%11.97%4.68%1.00%3.86%1.08%
PGLOX
T. Rowe Price Global Consumer Fund
0.18%0.18%0.28%0.05%6.77%1.31%0.33%2.03%1.84%0.79%0.00%0.00%

Drawdowns

PRISX vs. PGLOX - Drawdown Comparison

The maximum PRISX drawdown since its inception was -71.82%, 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.


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Volatility

PRISX vs. PGLOX - Volatility Comparison

T. Rowe Price Financial Services Fund (PRISX) has a higher volatility of 6.70% compared to T. Rowe Price Global Consumer Fund (PGLOX) at 4.44%. 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.


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