RPGEX vs. GWOAX
Compare and contrast key facts about T. Rowe Price Global Growth Stock Fund (RPGEX) and GMO Global Developed Equity Allocation Fund (GWOAX).
RPGEX is an actively managed fund by T. Rowe Price. It was launched on Oct 27, 2008. GWOAX is managed by GMO. It was launched on Jun 15, 2005.
Performance
RPGEX vs. GWOAX - Performance Comparison
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RPGEX vs. GWOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPGEX T. Rowe Price Global Growth Stock Fund | -6.64% | 14.57% | 18.81% | 19.19% | -29.77% | 11.05% | 44.28% | 30.76% | -7.10% | 34.26% |
GWOAX GMO Global Developed Equity Allocation Fund | 0.36% | 28.37% | 6.14% | 22.49% | -14.10% | 18.53% | 10.53% | 26.56% | -12.95% | 25.63% |
Returns By Period
In the year-to-date period, RPGEX achieves a -6.64% return, which is significantly lower than GWOAX's 0.36% return. Both investments have delivered pretty close results over the past 10 years, with RPGEX having a 11.05% annualized return and GWOAX not far behind at 10.74%.
RPGEX
- 1D
- -0.53%
- 1M
- -9.34%
- YTD
- -6.64%
- 6M
- -4.75%
- 1Y
- 10.53%
- 3Y*
- 12.42%
- 5Y*
- 2.86%
- 10Y*
- 11.05%
GWOAX
- 1D
- -0.13%
- 1M
- -8.51%
- YTD
- 0.36%
- 6M
- 7.28%
- 1Y
- 25.54%
- 3Y*
- 16.14%
- 5Y*
- 9.19%
- 10Y*
- 10.74%
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RPGEX vs. GWOAX - Expense Ratio Comparison
RPGEX has a 0.91% expense ratio, which is higher than GWOAX's 0.01% expense ratio.
Return for Risk
RPGEX vs. GWOAX — Risk / Return Rank
RPGEX
GWOAX
RPGEX vs. GWOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Growth Stock Fund (RPGEX) and GMO Global Developed Equity Allocation Fund (GWOAX). 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.
| RPGEX | GWOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.62 | -1.01 |
Sortino ratioReturn per unit of downside risk | 0.95 | 2.24 | -1.29 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.33 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.07 | -1.33 |
Martin ratioReturn relative to average drawdown | 2.99 | 9.35 | -6.36 |
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
| RPGEX | GWOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.62 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.61 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.65 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.43 | +0.20 |
Correlation
The correlation between RPGEX and GWOAX is 0.88, 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
RPGEX vs. GWOAX - Dividend Comparison
RPGEX's dividend yield for the trailing twelve months is around 12.34%, more than GWOAX's 4.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPGEX T. Rowe Price Global Growth Stock Fund | 12.34% | 11.52% | 0.04% | 0.21% | 0.07% | 8.84% | 3.18% | 0.23% | 1.67% | 0.82% | 0.21% | 4.95% |
GWOAX GMO Global Developed Equity Allocation Fund | 4.45% | 4.46% | 0.60% | 6.10% | 7.27% | 12.75% | 3.85% | 4.33% | 3.02% | 3.05% | 6.43% | 12.47% |
Drawdowns
RPGEX vs. GWOAX - Drawdown Comparison
The maximum RPGEX drawdown since its inception was -39.67%, smaller than the maximum GWOAX drawdown of -49.84%. Use the drawdown chart below to compare losses from any high point for RPGEX and GWOAX.
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Drawdown Indicators
| RPGEX | GWOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -49.84% | +10.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -11.43% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -39.67% | -26.21% | -13.46% |
Max Drawdown (10Y)Largest decline over 10 years | -39.67% | -35.28% | -4.39% |
Current DrawdownCurrent decline from peak | -10.50% | -8.78% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -7.64% | -9.06% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.53% | +0.33% |
Volatility
RPGEX vs. GWOAX - Volatility Comparison
T. Rowe Price Global Growth Stock Fund (RPGEX) has a higher volatility of 5.64% compared to GMO Global Developed Equity Allocation Fund (GWOAX) at 5.02%. This indicates that RPGEX's price experiences larger fluctuations and is considered to be riskier than GWOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPGEX | GWOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 5.02% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 9.33% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 15.73% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 15.16% | +2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 16.46% | +1.54% |