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PRISX vs. PGLOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

PRISX vs. PGLOX

Last updated Apr 2, 2026

Compare and contrast key facts about T. Rowe Price Financial Services Fund (PRISX) and T. Rowe Price Global Consumer Fund (PGLOX).

PRISX is managed by BlackRock. It was launched on Sep 30, 1996. PGLOX is managed by T. Rowe Price. It was launched on Jun 26, 2016.

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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PRISX vs. PGLOX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PRISX
T. Rowe Price Financial Services Fund		-8.15%26.17%30.87%14.95%-10.99%37.83%5.65%32.84%-10.12%18.44%
PGLOX
T. Rowe Price Global Consumer Fund		0.16%6.68%12.94%19.53%-27.34%8.82%31.60%24.85%-7.60%19.98%

Returns By Period

In the year-to-date period, PRISX achieves a -8.15% return, which is significantly lower than PGLOX's 0.16% return.

PRISX

1D
2.30%
1M
-3.68%
YTD
-8.15%
6M
2.88%
1Y
14.73%
3Y*
23.42%
5Y*
11.97%
10Y*
14.98%

PGLOX

1D
0.00%
1M
0.00%
YTD
0.16%
6M
1.56%
1Y
6.43%
3Y*
9.22%
5Y*
2.20%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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T. Rowe Price Financial Services Fund

T. Rowe Price Global Consumer Fund

Often compared with PRISX:
PRISX vs. PRMTXPRISX vs. PRNEXPRISX vs. VFIAXPRISX vs. VOOPRISX vs. PRHSXPRISX vs. PRSCXPRISX vs. VFH
Often compared with PGLOX:
PGLOX vs. ZFL.TOPGLOX vs. HTGCPGLOX vs. XLPPGLOX vs. PRMTXPGLOX vs. PRDGXPGLOX vs. PREIXPGLOX vs. PRSCX

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
PRISX
T. Rowe Price Financial Services Fund

Return for Risk

PRISX vs. PGLOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PRISX
PRISX Risk / Return Rank: 3030
Overall Rank
PRISX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PRISX Sortino Ratio Rank: 2626
Sortino Ratio Rank
PRISX Omega Ratio Rank: 2727
Omega Ratio Rank
PRISX Calmar Ratio Rank: 4242
Calmar Ratio Rank
PRISX Martin Ratio Rank: 2929
Martin Ratio Rank
PGLOX
PGLOX Risk / Return Rank: 2222
Overall Rank
PGLOX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PGLOX Sortino Ratio Rank: 1919
Sortino Ratio Rank
PGLOX Omega Ratio Rank: 2424
Omega Ratio Rank
PGLOX Calmar Ratio Rank: 2121
Calmar Ratio Rank
PGLOX Martin Ratio Rank: 2929
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.

PRISX vs. PGLOX - Risk-Adjusted Trends 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.

PRISXPGLOXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.53

+0.15

Sortino ratio

Return per unit of downside risk

1.05

0.90

+0.15

Omega ratio

Gain probability vs. loss probability

1.15

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

1.14

0.75

+0.39

Martin ratio

Return relative to average drawdown

3.30

3.58

-0.28

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRISX vs. PGLOX - Sharpe Ratio Comparison

The current PRISX Sharpe Ratio is 0.69, which is comparable to the PGLOX Sharpe Ratio of 0.53. 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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Sharpe Ratios by Period

PRISXPGLOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.53

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.13

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.49

-0.07

Correlation

The correlation between PRISX and PGLOX is 0.57, 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.

Dividends

PRISX vs. PGLOX - Dividend Comparison

PRISX's dividend yield for the trailing twelve months is around 13.88%, less than PGLOX's 53.18% yield.

TTM20252024202320222021202020192018201720162015
PRISX
T. Rowe Price Financial Services Fund		13.88%12.75%8.74%2.00%2.08%3.00%10.22%6.14%11.97%4.68%1.00%3.86%
PGLOX
T. Rowe Price Global Consumer Fund		53.18%53.27%0.18%0.28%0.05%6.77%1.31%0.33%2.03%1.34%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 -35.54%. Use the drawdown chart below to compare losses from any high point for PRISX and PGLOX.

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Drawdown Indicators

PRISXPGLOXDifference

Max Drawdown

Largest peak-to-trough decline

-67.34%

-35.54%

-31.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-9.41%

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.95%

-35.54%

+8.59%

Max Drawdown (10Y)

Largest decline over 10 years

-42.86%

—

—

Current Drawdown

Current decline from peak

-11.04%

-1.24%

-9.80%

Average Drawdown

Average peak-to-trough decline

-11.28%

-8.46%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

1.97%

+2.84%

Volatility

PRISX vs. PGLOX - Volatility Comparison

T. Rowe Price Financial Services Fund (PRISX) has a higher volatility of 5.22% compared to T. Rowe Price Global Consumer Fund (PGLOX) at 0.00%. 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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Volatility by Period

PRISXPGLOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

0.00%

+5.22%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

4.87%

+9.01%

Volatility (1Y)

Calculated over the trailing 1-year period

21.61%

13.15%

+8.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.48%

16.94%

+3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

16.71%

+5.26%