PRSGX vs. PRGSX
Compare and contrast key facts about T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) and T. Rowe Price Global Stock Fund (PRGSX).
PRSGX is managed by T. Rowe Price. It was launched on Jun 29, 1990. PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995.
Performance
PRSGX vs. PRGSX - Performance Comparison
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PRSGX vs. PRGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRSGX T. Rowe Price Spectrum Diversified Equity Fund | -6.62% | 33.73% | 17.16% | 20.89% | -18.86% | 20.65% | 18.34% | 27.08% | -8.66% | 24.22% |
PRGSX T. Rowe Price Global Stock Fund | -6.43% | 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 PRSGX having a -6.62% return and PRGSX slightly higher at -6.43%. Over the past 10 years, PRSGX has underperformed PRGSX with an annualized return of 12.21%, while PRGSX has yielded a comparatively higher 14.22% annualized return.
PRSGX
- 1D
- -0.38%
- 1M
- -8.18%
- YTD
- -6.62%
- 6M
- 11.11%
- 1Y
- 28.10%
- 3Y*
- 18.78%
- 5Y*
- 10.22%
- 10Y*
- 12.21%
PRGSX
- 1D
- -1.26%
- 1M
- -11.35%
- YTD
- -6.43%
- 6M
- -2.35%
- 1Y
- 17.79%
- 3Y*
- 15.41%
- 5Y*
- 5.04%
- 10Y*
- 14.22%
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PRSGX vs. PRGSX - Expense Ratio Comparison
PRSGX has a 0.73% expense ratio, which is lower than PRGSX's 0.82% expense ratio.
Return for Risk
PRSGX vs. PRGSX — Risk / Return Rank
PRSGX
PRGSX
PRSGX vs. PRGSX - Risk-Adjusted Trends Comparison
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.
| PRSGX | PRGSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.83 | +0.38 |
Sortino ratioReturn per unit of downside risk | 2.45 | 1.25 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.18 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.19 | +0.91 |
Martin ratioReturn relative to average drawdown | 9.75 | 4.56 | +5.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRSGX | PRGSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.83 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.26 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.73 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.48 | +0.09 |
Correlation
The correlation between PRSGX and PRGSX is 0.93, 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
PRSGX vs. PRGSX - Dividend Comparison
PRSGX's dividend yield for the trailing twelve months is around 31.48%, more than PRGSX's 10.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSGX T. Rowe Price Spectrum Diversified Equity Fund | 31.48% | 29.40% | 6.66% | 4.93% | 10.33% | 6.54% | 13.48% | 9.06% | 11.25% | 6.98% | 6.39% | 11.48% |
PRGSX T. Rowe Price Global Stock Fund | 10.26% | 9.60% | 6.73% | 0.27% | 0.00% | 13.67% | 5.67% | 2.21% | 5.81% | 0.03% | 0.63% | 0.33% |
Drawdowns
PRSGX vs. PRGSX - Drawdown Comparison
The maximum PRSGX drawdown since its inception was -56.47%, smaller than the maximum PRGSX drawdown of -64.06%. Use the drawdown chart below to compare losses from any high point for PRSGX and PRGSX.
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Drawdown Indicators
| PRSGX | PRGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.47% | -64.06% | +7.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -12.85% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -38.11% | +11.25% |
Max Drawdown (10Y)Largest decline over 10 years | -34.52% | -38.11% | +3.59% |
Current DrawdownCurrent decline from peak | -8.88% | -12.77% | +3.89% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -13.55% | +6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.35% | -0.47% |
Volatility
PRSGX vs. PRGSX - Volatility Comparison
The current volatility for T. Rowe Price Spectrum Diversified Equity Fund (PRSGX) is 4.47%, while T. Rowe Price Global Stock Fund (PRGSX) has a volatility of 7.68%. This indicates that PRSGX experiences smaller price fluctuations and is considered to be less risky than PRGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRSGX | PRGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 7.68% | -3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 18.16% | 14.04% | +4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.65% | 21.04% | +3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 19.42% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 19.61% | -1.60% |