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RPGEX vs. PRSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RPGEX vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Growth Stock Fund (RPGEX) and T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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RPGEX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PRSCX
T. Rowe Price Science And Technology Fund
-11.17%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Returns By Period

In the year-to-date period, RPGEX achieves a -6.64% return, which is significantly higher than PRSCX's -11.17% return. Over the past 10 years, RPGEX has underperformed PRSCX with an annualized return of 11.05%, while PRSCX has yielded a comparatively higher 18.39% annualized return.


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%

PRSCX

1D
-2.31%
1M
-13.60%
YTD
-11.17%
6M
-8.13%
1Y
30.89%
3Y*
23.42%
5Y*
8.65%
10Y*
18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RPGEX vs. PRSCX - Expense Ratio Comparison

RPGEX has a 0.91% expense ratio, which is higher than PRSCX's 0.84% expense ratio.


Return for Risk

RPGEX vs. PRSCX — Risk / Return Rank

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

RPGEX
RPGEX Risk / Return Rank: 2424
Overall Rank
RPGEX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
RPGEX Sortino Ratio Rank: 2323
Sortino Ratio Rank
RPGEX Omega Ratio Rank: 2323
Omega Ratio Rank
RPGEX Calmar Ratio Rank: 2424
Calmar Ratio Rank
RPGEX Martin Ratio Rank: 2727
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 6565
Overall Rank
PRSCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 6565
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 5353
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.

RPGEX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Growth Stock Fund (RPGEX) and T. Rowe Price Science And Technology Fund (PRSCX). 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.


RPGEXPRSCXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.18

-0.57

Sortino ratio

Return per unit of downside risk

0.95

1.73

-0.78

Omega ratio

Gain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratio

Return relative to maximum drawdown

0.74

1.53

-0.79

Martin ratio

Return relative to average drawdown

2.99

5.13

-2.13

RPGEX vs. PRSCX - Sharpe Ratio Comparison

The current RPGEX Sharpe Ratio is 0.61, which is lower than the PRSCX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of RPGEX and PRSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RPGEXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.18

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.32

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.76

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.48

+0.15

Correlation

The correlation between RPGEX and PRSCX 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. PRSCX - Dividend Comparison

RPGEX's dividend yield for the trailing twelve months is around 12.34%, less than PRSCX's 12.97% yield.


TTM20252024202320222021202020192018201720162015
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%
PRSCX
T. Rowe Price Science And Technology Fund
12.97%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%

Drawdowns

RPGEX vs. PRSCX - Drawdown Comparison

The maximum RPGEX drawdown since its inception was -39.67%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for RPGEX and PRSCX.


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Drawdown Indicators


RPGEXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-39.67%

-85.26%

+45.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.64%

-17.99%

+6.35%

Max Drawdown (5Y)

Largest decline over 5 years

-39.67%

-46.19%

+6.52%

Max Drawdown (10Y)

Largest decline over 10 years

-39.67%

-46.19%

+6.52%

Current Drawdown

Current decline from peak

-10.50%

-17.99%

+7.49%

Average Drawdown

Average peak-to-trough decline

-7.64%

-30.02%

+22.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

5.37%

-2.51%

Volatility

RPGEX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price Global Growth Stock Fund (RPGEX) is 5.64%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 8.82%. This indicates that RPGEX experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RPGEXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

8.82%

-3.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

17.49%

-6.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

27.29%

-10.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

27.36%

-9.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

24.50%

-6.50%