STLG vs. PRJPX
Compare and contrast key facts about iShares Factors US Growth Style ETF (STLG) and T. Rowe Price Japan Fund (PRJPX).
STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020. PRJPX is managed by T. Rowe Price. It was launched on Dec 29, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STLG or PRJPX.
Correlation
The correlation between STLG and PRJPX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
STLG vs. PRJPX - Performance Comparison
Key characteristics
STLG:
0.53
PRJPX:
0.47
STLG:
0.90
PRJPX:
0.77
STLG:
1.13
PRJPX:
1.10
STLG:
0.59
PRJPX:
0.22
STLG:
2.09
PRJPX:
2.12
STLG:
6.77%
PRJPX:
4.89%
STLG:
26.63%
PRJPX:
21.96%
STLG:
-31.34%
PRJPX:
-71.61%
STLG:
-12.59%
PRJPX:
-37.87%
Returns By Period
In the year-to-date period, STLG achieves a -7.96% return, which is significantly lower than PRJPX's 8.08% return.
STLG
-7.96%
-1.50%
-3.25%
13.44%
17.97%
N/A
PRJPX
8.08%
-1.17%
9.04%
11.28%
-1.18%
2.42%
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STLG vs. PRJPX - Expense Ratio Comparison
STLG has a 0.25% expense ratio, which is lower than PRJPX's 1.05% expense ratio.
Risk-Adjusted Performance
STLG vs. PRJPX — Risk-Adjusted Performance Rank
STLG
PRJPX
STLG vs. PRJPX - Risk-Adjusted Performance 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.
Dividends
STLG vs. PRJPX - Dividend Comparison
STLG's dividend yield for the trailing twelve months is around 0.23%, less than PRJPX's 2.20% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | 0.23% | 0.22% | 0.09% | 0.14% | 0.00% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRJPX T. Rowe Price Japan Fund | 2.20% | 2.38% | 1.71% | 0.00% | 0.18% | 0.40% | 0.98% | 0.81% | 0.46% | 0.61% | 0.67% | 0.76% |
Drawdowns
STLG vs. PRJPX - Drawdown Comparison
The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum PRJPX drawdown of -71.61%. Use the drawdown chart below to compare losses from any high point for STLG and PRJPX. For additional features, visit the drawdowns tool.
Volatility
STLG vs. PRJPX - Volatility Comparison
iShares Factors US Growth Style ETF (STLG) has a higher volatility of 17.50% compared to T. Rowe Price Japan Fund (PRJPX) at 11.28%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than PRJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.