TRGOX vs. PRMSX
Compare and contrast key facts about T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) and T. Rowe Price Emerging Markets Stock Fund (PRMSX).
TRGOX is managed by T. Rowe Price. It was launched on May 1, 2020. PRMSX is managed by T. Rowe Price. It was launched on Mar 30, 1995.
Performance
TRGOX vs. PRMSX - Performance Comparison
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TRGOX vs. PRMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TRGOX T. Rowe Price Large-Cap Growth Fund Investor Class | -14.85% | 17.31% | 37.39% | 46.03% | -35.36% | 21.49% | 42.90% |
PRMSX T. Rowe Price Emerging Markets Stock Fund | -0.54% | 32.46% | -1.72% | 2.08% | -23.35% | -10.47% | 46.80% |
Returns By Period
In the year-to-date period, TRGOX achieves a -14.85% return, which is significantly lower than PRMSX's -0.54% return.
TRGOX
- 1D
- -0.39%
- 1M
- -9.19%
- YTD
- -14.85%
- 6M
- -13.49%
- 1Y
- 8.49%
- 3Y*
- 20.65%
- 5Y*
- 8.72%
- 10Y*
- —
PRMSX
- 1D
- -0.87%
- 1M
- -12.92%
- YTD
- -0.54%
- 6M
- 6.35%
- 1Y
- 28.19%
- 3Y*
- 7.79%
- 5Y*
- -2.20%
- 10Y*
- 5.55%
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TRGOX vs. PRMSX - Expense Ratio Comparison
TRGOX has a 0.70% expense ratio, which is lower than PRMSX's 1.20% expense ratio.
Return for Risk
TRGOX vs. PRMSX — Risk / Return Rank
TRGOX
PRMSX
TRGOX vs. PRMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) and T. Rowe Price Emerging Markets Stock Fund (PRMSX). 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.
| TRGOX | PRMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 1.54 | -1.14 |
Sortino ratioReturn per unit of downside risk | 0.73 | 2.03 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.30 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.28 | 1.91 | -1.63 |
Martin ratioReturn relative to average drawdown | 0.93 | 7.89 | -6.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRGOX | PRMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 1.54 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | -0.13 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.33 | +0.34 |
Correlation
The correlation between TRGOX and PRMSX is 0.62, 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.
Dividends
TRGOX vs. PRMSX - Dividend Comparison
TRGOX's dividend yield for the trailing twelve months is around 16.12%, more than PRMSX's 0.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRGOX T. Rowe Price Large-Cap Growth Fund Investor Class | 16.12% | 13.73% | 9.85% | 2.04% | 3.89% | 1.15% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRMSX T. Rowe Price Emerging Markets Stock Fund | 0.57% | 0.57% | 0.35% | 1.09% | 1.17% | 8.26% | 0.49% | 1.24% | 0.61% | 0.18% | 0.69% | 0.56% |
Drawdowns
TRGOX vs. PRMSX - Drawdown Comparison
The maximum TRGOX drawdown since its inception was -41.29%, smaller than the maximum PRMSX drawdown of -71.13%. Use the drawdown chart below to compare losses from any high point for TRGOX and PRMSX.
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Drawdown Indicators
| TRGOX | PRMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.29% | -71.13% | +29.84% |
Max Drawdown (1Y)Largest decline over 1 year | -18.23% | -13.56% | -4.67% |
Max Drawdown (5Y)Largest decline over 5 years | -41.29% | -43.24% | +1.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.28% | — |
Current DrawdownCurrent decline from peak | -18.23% | -17.96% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -11.66% | -21.21% | +9.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 3.28% | +2.19% |
Volatility
TRGOX vs. PRMSX - Volatility Comparison
The current volatility for T. Rowe Price Large-Cap Growth Fund Investor Class (TRGOX) is 5.75%, while T. Rowe Price Emerging Markets Stock Fund (PRMSX) has a volatility of 9.38%. This indicates that TRGOX experiences smaller price fluctuations and is considered to be less risky than PRMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRGOX | PRMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 9.38% | -3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 14.22% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.85% | 18.16% | +3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 17.35% | +4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.26% | 18.32% | +3.94% |