PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
T. Rowe Price Health Sciences Fund (PRHSX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US7414801073

CUSIP

741480107

Issuer

T. Rowe Price

Inception Date

Dec 29, 1995

Min. Investment

$2,500

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
PRHSX vs. PRGTX PRHSX vs. VOO PRHSX vs. XLV PRHSX vs. FSMEX PRHSX vs. VFIAX PRHSX vs. QQQ PRHSX vs. ONEQ PRHSX vs. PRWAX PRHSX vs. VDC PRHSX vs. ITOT
Popular comparisons:
PRHSX vs. PRGTX PRHSX vs. VOO PRHSX vs. XLV PRHSX vs. FSMEX PRHSX vs. VFIAX PRHSX vs. QQQ PRHSX vs. ONEQ PRHSX vs. PRWAX PRHSX vs. VDC PRHSX vs. ITOT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T. Rowe Price Health Sciences Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.08%
12.53%
PRHSX (T. Rowe Price Health Sciences Fund)
Benchmark (^GSPC)

Returns By Period

T. Rowe Price Health Sciences Fund had a return of 7.43% year-to-date (YTD) and 9.28% in the last 12 months. Over the past 10 years, T. Rowe Price Health Sciences Fund had an annualized return of 2.34%, while the S&P 500 had an annualized return of 11.21%, indicating that T. Rowe Price Health Sciences Fund did not perform as well as the benchmark.


PRHSX

YTD

7.43%

1M

-3.72%

6M

2.08%

1Y

9.28%

5Y (annualized)

2.80%

10Y (annualized)

2.34%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of PRHSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.05%4.06%1.66%-4.97%2.31%2.85%2.68%5.19%-1.95%-5.00%7.43%
20230.58%-4.69%1.92%3.57%-2.94%2.90%-0.14%-1.51%-3.85%-3.89%5.56%0.94%-2.14%
2022-12.38%-0.39%4.75%-8.57%-0.90%-0.56%5.58%-3.09%-4.25%7.68%4.16%-4.64%-13.70%
20212.35%-1.82%-0.77%4.95%-0.92%5.61%2.02%4.16%-4.66%4.21%-4.90%-4.24%5.29%
2020-2.69%-4.35%-6.98%13.91%7.60%0.75%3.29%1.79%1.63%-1.10%10.03%-2.35%21.39%
201911.60%2.71%0.77%-4.37%-2.08%8.64%-1.28%-2.88%-3.68%6.57%8.54%-3.13%21.59%
20188.51%-4.85%-1.84%0.27%4.39%1.57%3.76%6.23%1.23%-9.48%4.43%-16.19%-4.75%
20174.91%6.99%-0.87%2.31%-0.68%5.75%1.59%2.29%1.32%-0.71%2.75%-7.26%19.08%
2016-13.61%-0.54%2.23%1.65%3.50%-0.93%4.74%-3.09%1.33%-7.74%5.15%-6.09%-14.20%
20154.31%6.37%2.74%-2.79%8.16%0.33%2.73%-7.05%-8.43%4.27%0.97%-8.52%1.28%
20145.74%6.40%-5.80%-3.05%4.13%3.41%0.88%7.04%-0.68%6.50%3.57%-10.13%17.63%
20137.71%1.42%5.37%3.20%2.88%-2.42%11.39%-0.99%5.81%1.50%5.38%-5.80%40.22%

Expense Ratio

PRHSX features an expense ratio of 0.80%, falling within the medium range.


Expense ratio chart for PRHSX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PRHSX is 8, indicating that it is in the bottom 8% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of PRHSX is 88
Combined Rank
The Sharpe Ratio Rank of PRHSX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of PRHSX is 66
Sortino Ratio Rank
The Omega Ratio Rank of PRHSX is 77
Omega Ratio Rank
The Calmar Ratio Rank of PRHSX is 99
Calmar Ratio Rank
The Martin Ratio Rank of PRHSX is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for T. Rowe Price Health Sciences Fund (PRHSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PRHSX, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.005.000.632.53
The chart of Sortino ratio for PRHSX, currently valued at 0.90, compared to the broader market0.005.0010.000.903.39
The chart of Omega ratio for PRHSX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.47
The chart of Calmar ratio for PRHSX, currently valued at 0.33, compared to the broader market0.005.0010.0015.0020.0025.000.333.65
The chart of Martin ratio for PRHSX, currently valued at 2.83, compared to the broader market0.0020.0040.0060.0080.00100.002.8316.21
PRHSX
^GSPC

The current T. Rowe Price Health Sciences Fund Sharpe ratio is 0.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of T. Rowe Price Health Sciences Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.63
2.53
PRHSX (T. Rowe Price Health Sciences Fund)
Benchmark (^GSPC)

Dividends

Dividend History

T. Rowe Price Health Sciences Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.01%0.02%0.03%0.04%0.05%0.06%$0.00$0.01$0.02$0.03$0.04$0.0520192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.00$0.00$0.00$0.00$0.00$0.05

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.06%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Health Sciences Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.05$0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.39%
-0.53%
PRHSX (T. Rowe Price Health Sciences Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price Health Sciences Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the T. Rowe Price Health Sciences Fund was 47.79%, occurring on Jul 23, 2002. Recovery took 787 trading sessions.

The current T. Rowe Price Health Sciences Fund drawdown is 19.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.79%Nov 3, 2000425Jul 23, 2002787Sep 7, 20051212
-47.78%Dec 11, 2007239Nov 20, 2008541Jan 14, 2011780
-34.37%Aug 6, 2015131Feb 11, 20161080May 28, 20201211
-32.84%Sep 3, 2021198Jun 16, 2022
-29.72%Mar 6, 200030Apr 14, 200058Jul 11, 200088

Volatility

Volatility Chart

The current T. Rowe Price Health Sciences Fund volatility is 5.31%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.31%
3.97%
PRHSX (T. Rowe Price Health Sciences Fund)
Benchmark (^GSPC)