STLG vs. PRJPX
STLG (iShares Factors US Growth Style ETF) and PRJPX (T. Rowe Price Japan Fund) are both funds - STLG is a Large Cap Growth Equities fund tracking the Russell US Large Cap Factors Growth Style Index, while PRJPX is a Japan Equities fund managed by T. Rowe Price. Over the past 5 years, STLG returned 17.57%/yr vs 3.00%/yr for PRJPX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. STLG charges 0.25%/yr vs 1.05%/yr for PRJPX.
Performance
STLG vs. PRJPX - Performance Comparison
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Returns By Period
In the year-to-date period, STLG achieves a 18.78% return, which is significantly higher than PRJPX's 15.28% return.
STLG
- 1D
- 1.62%
- 1M
- 0.39%
- 6M
- 15.63%
- YTD
- 18.78%
- 1Y
- 33.89%
- 3Y*
- 30.65%
- 5Y*
- 17.57%
- 10Y*
- —
- ALL TIME*
- 20.34%
PRJPX
- 1D
- -1.82%
- 1M
- 2.29%
- 6M
- 8.62%
- YTD
- 15.28%
- 1Y
- 29.87%
- 3Y*
- 16.16%
- 5Y*
- 3.00%
- 10Y*
- 7.74%
- ALL TIME*
- 3.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $26.42M | $25.59M | $23.01M |
STLG vs. PRJPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | 18.78% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | 26.51% |
PRJPX T. Rowe Price Japan Fund | 15.28% | 32.21% | 6.13% | 2.02% | -27.37% | -11.03% | 33.90% |
Correlation
The correlation between STLG and PRJPX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2020 | 0.59 |
The correlation between STLG and PRJPX has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.
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Return for Risk
STLG vs. PRJPX — Risk / Return Rank
STLG
PRJPX
STLG vs. PRJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and T. Rowe Price Japan Fund (PRJPX). 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.
| STLG | PRJPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.13 | +0.36 |
| Martin ratioReturn relative to average drawdown | 9.05 | 6.72 | +2.33 |
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Drawdowns
STLG vs. PRJPX - Drawdown Comparison
The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum PRJPX drawdown of -68.26%. Use the drawdown chart below to compare losses from any high point for STLG and PRJPX.
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Drawdown Indicators
| STLG | PRJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -68.26% | +36.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -15.11% | +1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -23.73% | -15.34% | -8.39% |
Max Drawdown (5Y)Largest decline over 5 years | -30.61% | -44.42% | +13.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.44% | — |
Current DrawdownCurrent decline from peak | -2.79% | -1.82% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -26.63% | +19.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 4.77% | -1.01% |
Volatility
STLG vs. PRJPX - Volatility Comparison
The current volatility for iShares Factors US Growth Style ETF (STLG) is 5.74%, while T. Rowe Price Japan Fund (PRJPX) has a volatility of 6.56%. This indicates that STLG experiences smaller price fluctuations and is considered to be less risky than PRJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STLG | PRJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 6.56% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 16.02% | 15.94% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 19.42% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.36% | 19.29% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 17.65% | +6.27% |
STLG vs. PRJPX - Expense Ratio Comparison
STLG has a 0.25% expense ratio, which is lower than PRJPX's 1.05% expense ratio.
Dividends
STLG vs. PRJPX - Dividend Comparison
STLG's dividend yield for the trailing twelve months is around 0.27%, less than PRJPX's 12.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRJPX T. Rowe Price Japan Fund | 12.71% | 14.65% | 4.82% | 1.71% | 6.94% | 5.42% | 2.59% | 2.62% | 7.56% | 0.33% | 0.70% | 1.05% |
STLG iShares Factors US Growth Style ETF | 0.27% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
STLG and PRJPX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRJPX has higher volatility (6.56%) compared to STLG (5.74%). In terms of maximum drawdown, STLG dropped -31.34% vs PRJPX's -68.26%.
STLG currently has the higher Sharpe Ratio (1.70 vs 1.66), 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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