PRSNX vs. PRDGX
Compare and contrast key facts about T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX).
PRSNX is managed by T. Rowe Price. It was launched on Dec 14, 2008. PRDGX is managed by T. Rowe Price. It was launched on Dec 30, 1992.
Performance
PRSNX vs. PRDGX - Performance Comparison
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PRSNX vs. PRDGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRSNX T. Rowe Price Global Multi-Sector Bond Fund | -0.62% | 11.12% | 4.27% | 12.77% | -16.27% | 0.40% | 8.16% | 11.94% | 0.45% | 6.47% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | -2.47% | 14.74% | 13.48% | 13.68% | -10.22% | 26.03% | 13.92% | 31.76% | -1.06% | 18.89% |
Returns By Period
In the year-to-date period, PRSNX achieves a -0.62% return, which is significantly higher than PRDGX's -2.47% return. Over the past 10 years, PRSNX has underperformed PRDGX with an annualized return of 3.88%, while PRDGX has yielded a comparatively higher 12.09% annualized return.
PRSNX
- 1D
- 0.00%
- 1M
- -2.18%
- YTD
- -0.62%
- 6M
- 1.97%
- 1Y
- 8.06%
- 3Y*
- 7.81%
- 5Y*
- 1.95%
- 10Y*
- 3.88%
PRDGX
- 1D
- 0.03%
- 1M
- -7.31%
- YTD
- -2.47%
- 6M
- -0.01%
- 1Y
- 9.42%
- 3Y*
- 12.29%
- 5Y*
- 9.25%
- 10Y*
- 12.09%
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PRSNX vs. PRDGX - Expense Ratio Comparison
PRSNX has a 0.65% expense ratio, which is higher than PRDGX's 0.62% expense ratio.
Return for Risk
PRSNX vs. PRDGX — Risk / Return Rank
PRSNX
PRDGX
PRSNX vs. PRDGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.
| PRSNX | PRDGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.57 | 0.71 | +1.86 |
Sortino ratioReturn per unit of downside risk | 4.18 | 1.08 | +3.10 |
Omega ratioGain probability vs. loss probability | 1.58 | 1.16 | +0.42 |
Calmar ratioReturn relative to maximum drawdown | 3.69 | 0.80 | +2.89 |
Martin ratioReturn relative to average drawdown | 13.83 | 3.83 | +10.00 |
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
| PRSNX | PRDGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | 0.71 | +1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.66 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.76 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.41 | 0.65 | +0.77 |
Correlation
The correlation between PRSNX and PRDGX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PRSNX vs. PRDGX - Dividend Comparison
PRSNX's dividend yield for the trailing twelve months is around 8.98%, more than PRDGX's 8.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSNX T. Rowe Price Global Multi-Sector Bond Fund | 8.98% | 9.51% | 5.09% | 5.08% | 3.30% | 3.95% | 3.68% | 6.33% | 4.89% | 3.59% | 3.44% | 3.60% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 8.30% | 8.02% | 4.66% | 2.78% | 3.81% | 2.00% | 1.03% | 2.33% | 3.67% | 1.82% | 3.07% | 7.57% |
Drawdowns
PRSNX vs. PRDGX - Drawdown Comparison
The maximum PRSNX drawdown since its inception was -19.70%, smaller than the maximum PRDGX drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for PRSNX and PRDGX.
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Drawdown Indicators
| PRSNX | PRDGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.70% | -49.79% | +30.09% |
Max Drawdown (1Y)Largest decline over 1 year | -2.19% | -11.28% | +9.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.70% | -19.31% | -0.39% |
Max Drawdown (10Y)Largest decline over 10 years | -19.70% | -33.18% | +13.48% |
Current DrawdownCurrent decline from peak | -2.18% | -7.32% | +5.14% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -5.44% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 2.34% | -1.75% |
Volatility
PRSNX vs. PRDGX - Volatility Comparison
The current volatility for T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) is 1.08%, while T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) has a volatility of 3.43%. This indicates that PRSNX experiences smaller price fluctuations and is considered to be less risky than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRSNX | PRDGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 3.43% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 2.09% | 7.35% | -5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.42% | 15.00% | -11.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.27% | 14.05% | -9.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.11% | 15.86% | -11.75% |