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PRITX vs. PRGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRITX vs. PRGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Stock Fund (PRITX) and T. Rowe Price Global Stock Fund (PRGSX). The values are adjusted to include any dividend payments, if applicable.

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PRITX vs. PRGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRITX
T. Rowe Price International Stock Fund
-3.04%18.36%3.44%16.43%-15.74%1.46%14.63%28.40%-14.03%26.38%
PRGSX
T. Rowe Price Global Stock Fund
-2.95%21.42%16.80%25.70%-28.01%9.81%52.29%35.84%-4.51%32.64%

Returns By Period

The year-to-date returns for both investments are quite close, with PRITX having a -3.04% return and PRGSX slightly higher at -2.95%. Over the past 10 years, PRITX has underperformed PRGSX with an annualized return of 6.80%, while PRGSX has yielded a comparatively higher 14.63% annualized return.


PRITX

1D
3.39%
1M
-8.59%
YTD
-3.04%
6M
-2.84%
1Y
9.98%
3Y*
8.12%
5Y*
2.46%
10Y*
6.80%

PRGSX

1D
3.72%
1M
-7.65%
YTD
-2.95%
6M
0.71%
1Y
21.81%
3Y*
16.83%
5Y*
5.44%
10Y*
14.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRITX vs. PRGSX - Expense Ratio Comparison

PRITX has a 0.84% expense ratio, which is higher than PRGSX's 0.82% expense ratio.


Return for Risk

PRITX vs. PRGSX — Risk / Return Rank

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

PRITX
PRITX Risk / Return Rank: 2121
Overall Rank
PRITX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PRITX Sortino Ratio Rank: 2121
Sortino Ratio Rank
PRITX Omega Ratio Rank: 2020
Omega Ratio Rank
PRITX Calmar Ratio Rank: 2222
Calmar Ratio Rank
PRITX Martin Ratio Rank: 2424
Martin Ratio Rank

PRGSX
PRGSX Risk / Return Rank: 5959
Overall Rank
PRGSX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PRGSX Sortino Ratio Rank: 5454
Sortino Ratio Rank
PRGSX Omega Ratio Rank: 5252
Omega Ratio Rank
PRGSX Calmar Ratio Rank: 7070
Calmar Ratio Rank
PRGSX Martin Ratio Rank: 6666
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.

PRITX vs. PRGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Stock Fund (PRITX) and T. Rowe Price Global Stock Fund (PRGSX). 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.


PRITXPRGSXDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.05

-0.45

Sortino ratio

Return per unit of downside risk

0.93

1.53

-0.60

Omega ratio

Gain probability vs. loss probability

1.13

1.22

-0.09

Calmar ratio

Return relative to maximum drawdown

0.70

1.69

-1.00

Martin ratio

Return relative to average drawdown

2.75

6.40

-3.65

PRITX vs. PRGSX - Sharpe Ratio Comparison

The current PRITX Sharpe Ratio is 0.60, which is lower than the PRGSX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of PRITX and PRGSX, 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


PRITXPRGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.05

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.28

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.75

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.49

-0.14

Correlation

The correlation between PRITX and PRGSX is 0.88, 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

PRITX vs. PRGSX - Dividend Comparison

PRITX's dividend yield for the trailing twelve months is around 10.03%, more than PRGSX's 9.89% yield.


TTM20252024202320222021202020192018201720162015
PRITX
T. Rowe Price International Stock Fund
10.03%9.73%1.15%1.10%0.95%7.35%1.52%3.06%7.31%3.48%0.98%1.37%
PRGSX
T. Rowe Price Global Stock Fund
9.89%9.60%6.73%0.27%0.00%13.67%5.67%2.21%5.81%0.03%0.63%0.33%

Drawdowns

PRITX vs. PRGSX - Drawdown Comparison

The maximum PRITX drawdown since its inception was -61.38%, roughly equal to the maximum PRGSX drawdown of -64.06%. Use the drawdown chart below to compare losses from any high point for PRITX and PRGSX.


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Drawdown Indicators


PRITXPRGSXDifference

Max Drawdown

Largest peak-to-trough decline

-61.38%

-64.06%

+2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-12.85%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-32.04%

-38.11%

+6.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.02%

-38.11%

+5.09%

Current Drawdown

Current decline from peak

-10.47%

-9.52%

-0.95%

Average Drawdown

Average peak-to-trough decline

-16.00%

-13.55%

-2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.40%

0.00%

Volatility

PRITX vs. PRGSX - Volatility Comparison

T. Rowe Price International Stock Fund (PRITX) and T. Rowe Price Global Stock Fund (PRGSX) have volatilities of 8.39% and 8.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRITXPRGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

8.77%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.18%

14.49%

-2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

21.31%

-4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

19.49%

-3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

19.64%

-3.32%