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TROSX vs. PRGTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TROSX vs. PRGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Overseas Stock Fund (TROSX) and T. Rowe Price Global Technology Fund (PRGTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TROSX achieves a 10.75% return, which is significantly lower than PRGTX's 42.49% return. Over the past 10 years, TROSX has underperformed PRGTX with an annualized return of 10.14%, while PRGTX has yielded a comparatively higher 20.21% annualized return.


TROSX

1D
0.11%
1M
2.22%
YTD
10.75%
6M
10.47%
1Y
27.44%
3Y*
17.06%
5Y*
8.50%
10Y*
10.14%

PRGTX

1D
0.45%
1M
7.41%
YTD
42.49%
6M
42.54%
1Y
73.93%
3Y*
39.48%
5Y*
9.67%
10Y*
20.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TROSX vs. PRGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TROSX
T. Rowe Price Overseas Stock Fund
10.75%31.78%2.91%16.34%-15.42%12.24%9.24%22.91%-15.08%27.05%
PRGTX
T. Rowe Price Global Technology Fund
42.49%27.28%33.12%55.92%-55.53%8.85%75.77%34.22%-10.07%47.09%

Correlation

The correlation between TROSX and PRGTX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2007

0.70

The correlation between TROSX and PRGTX has been stable across timeframes, ranging from 0.63 to 0.70 - a consistent structural relationship.

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Return for Risk

TROSX vs. PRGTX — Risk / Return Rank

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

TROSX
TROSX Risk / Return Rank: 4141
Overall Rank
TROSX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TROSX Sortino Ratio Rank: 4141
Sortino Ratio Rank
TROSX Omega Ratio Rank: 4141
Omega Ratio Rank
TROSX Calmar Ratio Rank: 3939
Calmar Ratio Rank
TROSX Martin Ratio Rank: 4141
Martin Ratio Rank

PRGTX
PRGTX Risk / Return Rank: 8888
Overall Rank
PRGTX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PRGTX Sortino Ratio Rank: 7979
Sortino Ratio Rank
PRGTX Omega Ratio Rank: 8181
Omega Ratio Rank
PRGTX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PRGTX Martin Ratio Rank: 9292
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.

TROSX vs. PRGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Overseas Stock Fund (TROSX) and T. Rowe Price Global Technology Fund (PRGTX). 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.


TROSXPRGTXDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.32

1.49

-0.17

Calmar ratioReturn relative to maximum drawdown

2.27

5.81

-3.54

Martin ratioReturn relative to average drawdown

8.39

17.27

-8.87

TROSX vs. PRGTX - Sharpe Ratio Comparison

The current TROSX Sharpe Ratio is 1.76, which is lower than the PRGTX Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of TROSX and PRGTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TROSX vs. PRGTX - Drawdown Comparison

The maximum TROSX drawdown since its inception was -60.62%, smaller than the maximum PRGTX drawdown of -71.18%. Use the drawdown chart below to compare losses from any high point for TROSX and PRGTX.


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Drawdown Indicators


TROSXPRGTXDifference

Max Drawdown

Largest peak-to-trough decline

-60.62%

-71.18%

+10.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-13.06%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

-26.67%

+12.65%

Max Drawdown (5Y)

Largest decline over 5 years

-29.45%

-65.29%

+35.84%

Max Drawdown (10Y)

Largest decline over 10 years

-36.34%

-65.29%

+28.95%

Current Drawdown

Current decline from peak

0.00%

-1.18%

+1.18%

Average Drawdown

Average peak-to-trough decline

-12.43%

-21.50%

+9.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

4.38%

-1.03%

Volatility

TROSX vs. PRGTX - Volatility Comparison

The current volatility for T. Rowe Price Overseas Stock Fund (TROSX) is 4.82%, while T. Rowe Price Global Technology Fund (PRGTX) has a volatility of 13.28%. This indicates that TROSX experiences smaller price fluctuations and is considered to be less risky than PRGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TROSXPRGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

13.28%

-8.46%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

21.87%

-8.40%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

25.99%

-9.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

32.18%

-15.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

28.64%

-11.70%

TROSX vs. PRGTX - Expense Ratio Comparison

TROSX has a 0.77% expense ratio, which is lower than PRGTX's 0.95% expense ratio.


Dividends

TROSX vs. PRGTX - Dividend Comparison

TROSX's dividend yield for the trailing twelve months is around 1.85%, while PRGTX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PRGTX
T. Rowe Price Global Technology Fund
0.00%0.00%0.00%0.00%3.28%27.71%5.05%0.15%24.67%15.81%9.46%10.03%
TROSX
T. Rowe Price Overseas Stock Fund
1.85%2.05%2.38%2.28%2.38%1.88%1.41%2.14%3.33%1.86%1.98%2.11%

Frequently Asked Questions


TROSX and PRGTX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRGTX has higher volatility (13.28%) compared to TROSX (4.82%). In terms of maximum drawdown, TROSX dropped -60.62% vs PRGTX's -71.18%.

PRGTX currently has the higher Sharpe Ratio (2.92 vs 1.76), 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.

Portfolio Optimizer

Find the right allocation for TROSX and PRGTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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