PRSGX vs. PRGSX

In the year-to-date period, PRSGX achieves a -4.55% return, which is significantly lower than PRGSX's -2.98% return. Over the past 10 years, PRSGX has underperformed PRGSX with an annualized return of 0.79%, while PRGSX has yielded a comparatively higher 12.02% annualized return.

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PRSGX has a 0.73% expense ratio, which is lower than PRGSX's 0.82% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) 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.

The current PRSGX Sharpe Ratio is -0.03, which is lower than the PRGSX Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of PRSGX 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.

PRSGX's dividend yield for the trailing twelve months is around 1.02%, less than PRGSX's 6.94% yield.

The maximum PRSGX drawdown since its inception was -62.07%, roughly equal to the maximum PRGSX drawdown of -64.06%. Use the drawdown chart below to compare losses from any high point for PRSGX and PRGSX. For additional features, visit the drawdowns tool.

T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) and T. Rowe Price Global Stock Fund (PRGSX) have volatilities of 13.39% and 14.06%, 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.