PortfoliosLab logoPortfoliosLab logo
TRCLX vs. PRDGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRCLX vs. PRDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price China Evolution Equity Fund (TRCLX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TRCLX vs. PRDGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TRCLX
T. Rowe Price China Evolution Equity Fund
8.83%36.23%10.95%-15.51%-26.24%6.28%59.73%6.20%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
-2.47%14.74%13.48%13.68%-10.22%26.03%13.92%3.51%

Returns By Period

In the year-to-date period, TRCLX achieves a 8.83% return, which is significantly higher than PRDGX's -2.47% return.


TRCLX

1D
0.13%
1M
-9.57%
YTD
8.83%
6M
11.35%
1Y
39.54%
3Y*
10.51%
5Y*
0.31%
10Y*

PRDGX

1D
0.03%
1M
-7.31%
YTD
-2.47%
6M
-0.01%
1Y
9.42%
3Y*
12.29%
5Y*
9.25%
10Y*
12.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRCLX vs. PRDGX - Expense Ratio Comparison

TRCLX has a 1.04% expense ratio, which is higher than PRDGX's 0.62% expense ratio.


Return for Risk

TRCLX vs. PRDGX — Risk / Return Rank

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

TRCLX
TRCLX Risk / Return Rank: 9191
Overall Rank
TRCLX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TRCLX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TRCLX Omega Ratio Rank: 8787
Omega Ratio Rank
TRCLX Calmar Ratio Rank: 9292
Calmar Ratio Rank
TRCLX Martin Ratio Rank: 9393
Martin Ratio Rank

PRDGX
PRDGX Risk / Return Rank: 3333
Overall Rank
PRDGX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PRDGX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PRDGX Omega Ratio Rank: 3535
Omega Ratio Rank
PRDGX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PRDGX Martin Ratio Rank: 3737
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.

TRCLX vs. PRDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price China Evolution Equity Fund (TRCLX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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.


TRCLXPRDGXDifference

Sharpe ratio

Return per unit of total volatility

2.02

0.71

+1.31

Sortino ratio

Return per unit of downside risk

2.54

1.08

+1.46

Omega ratio

Gain probability vs. loss probability

1.37

1.16

+0.20

Calmar ratio

Return relative to maximum drawdown

2.72

0.80

+1.92

Martin ratio

Return relative to average drawdown

11.83

3.83

+7.99

TRCLX vs. PRDGX - Sharpe Ratio Comparison

The current TRCLX Sharpe Ratio is 2.02, which is higher than the PRDGX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of TRCLX and PRDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TRCLXPRDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

0.71

+1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.66

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.65

-0.21

Correlation

The correlation between TRCLX and PRDGX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TRCLX vs. PRDGX - Dividend Comparison

TRCLX's dividend yield for the trailing twelve months is around 1.50%, less than PRDGX's 8.30% yield.


TTM20252024202320222021202020192018201720162015
TRCLX
T. Rowe Price China Evolution Equity Fund
1.50%1.64%1.78%2.56%2.76%8.23%1.50%0.01%0.00%0.00%0.00%0.00%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
8.30%8.02%4.66%2.78%3.81%2.00%1.03%2.33%3.67%1.82%3.07%7.57%

Drawdowns

TRCLX vs. PRDGX - Drawdown Comparison

The maximum TRCLX drawdown since its inception was -50.67%, roughly equal to the maximum PRDGX drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for TRCLX and PRDGX.


Loading graphics...

Drawdown Indicators


TRCLXPRDGXDifference

Max Drawdown

Largest peak-to-trough decline

-50.67%

-49.79%

-0.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-11.28%

-2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-49.91%

-19.31%

-30.60%

Max Drawdown (10Y)

Largest decline over 10 years

-33.18%

Current Drawdown

Current decline from peak

-9.89%

-7.32%

-2.57%

Average Drawdown

Average peak-to-trough decline

-23.33%

-5.44%

-17.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.34%

+0.83%

Volatility

TRCLX vs. PRDGX - Volatility Comparison

T. Rowe Price China Evolution Equity Fund (TRCLX) has a higher volatility of 6.53% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 3.43%. This indicates that TRCLX's price experiences larger fluctuations and is considered to be riskier than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TRCLXPRDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

3.43%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

7.35%

+5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

15.00%

+4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.97%

14.05%

+8.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.43%

15.86%

+7.57%