PRJPX vs. STLG
Compare and contrast key facts about T. Rowe Price Japan Fund (PRJPX) and iShares Factors US Growth Style ETF (STLG).
PRJPX is managed by T. Rowe Price. It was launched on Dec 29, 1991. STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRJPX or STLG.
Correlation
The correlation between PRJPX and STLG is 0.64, 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.
Performance
PRJPX vs. STLG - Performance Comparison
Key characteristics
PRJPX:
0.34
STLG:
0.21
PRJPX:
0.60
STLG:
0.47
PRJPX:
1.08
STLG:
1.07
PRJPX:
0.18
STLG:
0.23
PRJPX:
1.66
STLG:
0.86
PRJPX:
4.40%
STLG:
6.34%
PRJPX:
21.73%
STLG:
26.06%
PRJPX:
-68.26%
STLG:
-31.34%
PRJPX:
-31.15%
STLG:
-18.49%
Returns By Period
In the year-to-date period, PRJPX achieves a 4.17% return, which is significantly higher than STLG's -14.18% return.
PRJPX
4.17%
-5.04%
3.76%
9.14%
1.73%
4.59%
STLG
-14.18%
-8.10%
-9.68%
6.98%
16.71%
N/A
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PRJPX vs. STLG - Expense Ratio Comparison
PRJPX has a 1.05% expense ratio, which is higher than STLG's 0.25% expense ratio.
Risk-Adjusted Performance
PRJPX vs. STLG — Risk-Adjusted Performance Rank
PRJPX
STLG
PRJPX vs. STLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Japan Fund (PRJPX) and iShares Factors US Growth Style ETF (STLG). 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.
Dividends
PRJPX vs. STLG - Dividend Comparison
PRJPX's dividend yield for the trailing twelve months is around 4.62%, more than STLG's 0.35% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRJPX T. Rowe Price Japan Fund | 4.62% | 4.82% | 1.71% | 6.94% | 5.42% | 2.59% | 1.80% | 7.56% | 0.79% | 1.31% | 1.05% | 1.41% |
STLG iShares Factors US Growth Style ETF | 0.35% | 0.22% | 0.22% | 0.35% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PRJPX vs. STLG - Drawdown Comparison
The maximum PRJPX drawdown since its inception was -68.26%, which is greater than STLG's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for PRJPX and STLG. For additional features, visit the drawdowns tool.
Volatility
PRJPX vs. STLG - Volatility Comparison
The current volatility for T. Rowe Price Japan Fund (PRJPX) is 10.99%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 16.73%. This indicates that PRJPX experiences smaller price fluctuations and is considered to be less risky than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.