TRIGX vs. GBPG.L
Compare and contrast key facts about T.Rowe Price International Value Equity Fund (TRIGX) and Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L).
TRIGX is managed by T. Rowe Price. It was launched on Dec 20, 1998. GBPG.L is a passively managed fund by Goldman Sachs that tracks the performance of the FTSE Act UK Cnvt Gilts All Stocks TR GBP. It was launched on Sep 7, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRIGX or GBPG.L.
Key characteristics
| TRIGX | GBPG.L | |
|---|---|---|
| YTD Return | 10.71% | -0.05% |
| 1Y Return | 22.20% | 3.62% |
| 3Y Return (Ann) | 5.41% | 25.38% |
| Sharpe Ratio | 1.69 | 0.97 |
| Sortino Ratio | 2.42 | 1.43 |
| Omega Ratio | 1.30 | 1.17 |
| Calmar Ratio | 3.15 | 1.34 |
| Martin Ratio | 10.66 | 3.04 |
| Ulcer Index | 2.07% | 1.29% |
| Daily Std Dev | 13.05% | 4.04% |
| Max Drawdown | -62.28% | -7.18% |
| Current Drawdown | -5.40% | -2.42% |
Correlation
The correlation between TRIGX and GBPG.L is 0.50, 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
TRIGX vs. GBPG.L - Performance Comparison
In the year-to-date period, TRIGX achieves a 10.71% return, which is significantly higher than GBPG.L's -0.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TRIGX vs. GBPG.L - Expense Ratio Comparison
TRIGX has a 0.89% expense ratio, which is higher than GBPG.L's 0.07% expense ratio.
Risk-Adjusted Performance
TRIGX vs. GBPG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T.Rowe Price International Value Equity Fund (TRIGX) and Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L). 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
TRIGX vs. GBPG.L - Dividend Comparison
TRIGX's dividend yield for the trailing twelve months is around 2.40%, less than GBPG.L's 4.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRIGX T.Rowe Price International Value Equity Fund | 2.40% | 2.66% | 2.98% | 2.36% | 1.34% | 2.82% | 2.49% | 2.05% | 2.65% | 2.07% | 3.34% | 2.25% |
GBPG.L Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) | 4.11% | 3.35% | 62.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TRIGX vs. GBPG.L - Drawdown Comparison
The maximum TRIGX drawdown since its inception was -62.28%, which is greater than GBPG.L's maximum drawdown of -7.18%. Use the drawdown chart below to compare losses from any high point for TRIGX and GBPG.L. For additional features, visit the drawdowns tool.
Volatility
TRIGX vs. GBPG.L - Volatility Comparison
T.Rowe Price International Value Equity Fund (TRIGX) has a higher volatility of 3.52% compared to Goldman Sachs Access UK Gilts 1-10 Years UCITS ETF Class GBP (Dist) (GBPG.L) at 2.47%. This indicates that TRIGX's price experiences larger fluctuations and is considered to be riskier than GBPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.