RPGEX vs. MDGCX
RPGEX (T. Rowe Price Global Growth Stock Fund) and MDGCX (BlackRock Advantage Global Fund, Inc.) are both Global Equities funds. Over the past 10 years, RPGEX returned 13.64%/yr vs 12.80%/yr for MDGCX. Their correlation of 0.92 suggests significant overlap in exposure. RPGEX charges 0.91%/yr vs 0.96%/yr for MDGCX.
Performance
RPGEX vs. MDGCX - Performance Comparison
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Returns By Period
In the year-to-date period, RPGEX achieves a 13.88% return, which is significantly lower than MDGCX's 17.78% return. Over the past 10 years, RPGEX has outperformed MDGCX with an annualized return of 13.64%, while MDGCX has yielded a comparatively lower 12.80% annualized return.
RPGEX
- 1D
- 0.04%
- 1M
- 3.10%
- YTD
- 13.88%
- 6M
- 12.80%
- 1Y
- 26.89%
- 3Y*
- 18.53%
- 5Y*
- 5.18%
- 10Y*
- 13.64%
MDGCX
- 1D
- -0.18%
- 1M
- 1.65%
- YTD
- 17.78%
- 6M
- 17.40%
- 1Y
- 37.10%
- 3Y*
- 20.89%
- 5Y*
- 11.41%
- 10Y*
- 12.80%
RPGEX vs. MDGCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPGEX T. Rowe Price Global Growth Stock Fund | 13.88% | 14.57% | 18.81% | 19.19% | -29.77% | 11.05% | 44.28% | 30.76% | -7.10% | 34.26% |
MDGCX BlackRock Advantage Global Fund, Inc. | 17.78% | 23.61% | 10.87% | 22.43% | -17.94% | 17.52% | 15.61% | 25.54% | -11.73% | 23.41% |
Correlation
The correlation between RPGEX and MDGCX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.92 |
The correlation between RPGEX and MDGCX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
RPGEX vs. MDGCX — Risk / Return Rank
RPGEX
MDGCX
RPGEX vs. MDGCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Growth Stock Fund (RPGEX) and BlackRock Advantage Global Fund, Inc. (MDGCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RPGEX | MDGCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.52 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 4.75 | -2.11 |
| Martin ratioReturn relative to average drawdown | 10.46 | 20.78 | -10.31 |
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Drawdowns
RPGEX vs. MDGCX - Drawdown Comparison
The maximum RPGEX drawdown since its inception was -39.67%, smaller than the maximum MDGCX drawdown of -48.25%. Use the drawdown chart below to compare losses from any high point for RPGEX and MDGCX.
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Drawdown Indicators
| RPGEX | MDGCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -48.25% | +8.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -8.07% | -2.43% |
Max Drawdown (3Y)Largest decline over 3 years | -17.69% | -21.46% | +3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -39.67% | -26.68% | -12.99% |
Max Drawdown (10Y)Largest decline over 10 years | -39.67% | -34.87% | -4.80% |
Current DrawdownCurrent decline from peak | 0.00% | -1.69% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -9.92% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 1.84% | +0.80% |
Volatility
RPGEX vs. MDGCX - Volatility Comparison
T. Rowe Price Global Growth Stock Fund (RPGEX) has a higher volatility of 6.40% compared to BlackRock Advantage Global Fund, Inc. (MDGCX) at 5.24%. This indicates that RPGEX's price experiences larger fluctuations and is considered to be riskier than MDGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RPGEX | MDGCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 5.24% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 10.98% | +1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.88% | 13.33% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 16.26% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.14% | 17.27% | +0.87% |
RPGEX vs. MDGCX - Expense Ratio Comparison
RPGEX has a 0.91% expense ratio, which is lower than MDGCX's 0.96% expense ratio.
Dividends
RPGEX vs. MDGCX - Dividend Comparison
RPGEX's dividend yield for the trailing twelve months is around 10.12%, more than MDGCX's 7.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDGCX BlackRock Advantage Global Fund, Inc. | 7.56% | 8.91% | 7.78% | 1.42% | 1.75% | 16.75% | 3.77% | 1.73% | 4.06% | 34.82% | 0.65% | 5.18% |
RPGEX T. Rowe Price Global Growth Stock Fund | 10.12% | 11.52% | 0.04% | 0.21% | 0.07% | 8.84% | 3.18% | 0.23% | 1.67% | 0.82% | 0.21% | 4.95% |
Frequently Asked Questions
With a correlation of 0.95, RPGEX and MDGCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
RPGEX has higher volatility (6.40%) compared to MDGCX (5.24%). In terms of maximum drawdown, RPGEX dropped -39.67% vs MDGCX's -48.25%.
MDGCX currently has the higher Sharpe Ratio (2.88 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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