PortfoliosLab logoPortfoliosLab logo
PRSNX vs. PRDGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRSNX vs. PRDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Multi-Sector Bond Fund (PRSNX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRSNX vs. PRDGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

PRSNX
PRSNX Risk / Return Rank: 9696
Overall Rank
PRSNX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PRSNX Sortino Ratio Rank: 9797
Sortino Ratio Rank
PRSNX Omega Ratio Rank: 9696
Omega Ratio Rank
PRSNX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PRSNX Martin Ratio Rank: 9696
Martin Ratio Rank

PRDGX
PRDGX Risk / Return Rank: 3333
Overall Rank
PRDGX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PRDGX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PRDGX Omega Ratio Rank: 3535
Omega Ratio Rank
PRDGX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PRDGX Martin Ratio Rank: 3737
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.

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.


PRSNXPRDGXDifference

Sharpe ratio

Return per unit of total volatility

2.57

0.71

+1.86

Sortino ratio

Return per unit of downside risk

4.18

1.08

+3.10

Omega ratio

Gain probability vs. loss probability

1.58

1.16

+0.42

Calmar ratio

Return relative to maximum drawdown

3.69

0.80

+2.89

Martin ratio

Return relative to average drawdown

13.83

3.83

+10.00

PRSNX vs. PRDGX - Sharpe Ratio Comparison

The current PRSNX Sharpe Ratio is 2.57, which is higher than the PRDGX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of PRSNX and PRDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PRSNXPRDGXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


PRSNXPRDGXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.18%

-7.32%

+5.14%

Average Drawdown

Average peak-to-trough decline

-2.42%

-5.44%

+3.02%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


PRSNXPRDGXDifference

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%