PortfoliosLab logoPortfoliosLab logo
BREIX vs. PRSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BREIX vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Real Estate Fund (BREIX) and T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BREIX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BREIX
Baron Real Estate Fund
-7.81%5.18%12.46%25.04%-28.45%24.41%44.35%44.60%-22.05%31.44%
PRSCX
T. Rowe Price Science And Technology Fund
-11.17%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Returns By Period

In the year-to-date period, BREIX achieves a -7.81% return, which is significantly higher than PRSCX's -11.17% return. Over the past 10 years, BREIX has underperformed PRSCX with an annualized return of 10.35%, while PRSCX has yielded a comparatively higher 18.39% annualized return.


BREIX

1D
-0.21%
1M
-9.59%
YTD
-7.81%
6M
-9.03%
1Y
3.92%
3Y*
8.39%
5Y*
1.79%
10Y*
10.35%

PRSCX

1D
-2.31%
1M
-13.60%
YTD
-11.17%
6M
-8.13%
1Y
30.89%
3Y*
23.42%
5Y*
8.65%
10Y*
18.39%
*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.


BREIX vs. PRSCX - Expense Ratio Comparison

BREIX has a 1.05% expense ratio, which is higher than PRSCX's 0.84% expense ratio.


Return for Risk

BREIX vs. PRSCX — Risk / Return Rank

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

BREIX
BREIX Risk / Return Rank: 1010
Overall Rank
BREIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
BREIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
BREIX Omega Ratio Rank: 1010
Omega Ratio Rank
BREIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
BREIX Martin Ratio Rank: 1010
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 6565
Overall Rank
PRSCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 6565
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 5353
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.

BREIX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Real Estate Fund (BREIX) and T. Rowe Price Science And Technology Fund (PRSCX). 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.


BREIXPRSCXDifference

Sharpe ratio

Return per unit of total volatility

0.23

1.18

-0.95

Sortino ratio

Return per unit of downside risk

0.47

1.73

-1.26

Omega ratio

Gain probability vs. loss probability

1.06

1.24

-0.18

Calmar ratio

Return relative to maximum drawdown

0.22

1.53

-1.31

Martin ratio

Return relative to average drawdown

0.65

5.13

-4.48

BREIX vs. PRSCX - Sharpe Ratio Comparison

The current BREIX Sharpe Ratio is 0.23, which is lower than the PRSCX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of BREIX and PRSCX, 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


BREIXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

1.18

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.32

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.76

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.48

+0.13

Correlation

The correlation between BREIX and PRSCX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BREIX vs. PRSCX - Dividend Comparison

BREIX's dividend yield for the trailing twelve months is around 4.12%, less than PRSCX's 12.97% yield.


TTM20252024202320222021202020192018201720162015
BREIX
Baron Real Estate Fund
4.12%3.79%0.40%0.43%2.85%7.95%6.18%13.78%12.19%4.71%1.17%1.96%
PRSCX
T. Rowe Price Science And Technology Fund
12.97%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%

Drawdowns

BREIX vs. PRSCX - Drawdown Comparison

The maximum BREIX drawdown since its inception was -38.47%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for BREIX and PRSCX.


Loading graphics...

Drawdown Indicators


BREIXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-38.47%

-85.26%

+46.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-17.99%

+5.13%

Max Drawdown (5Y)

Largest decline over 5 years

-33.93%

-46.19%

+12.26%

Max Drawdown (10Y)

Largest decline over 10 years

-38.47%

-46.19%

+7.72%

Current Drawdown

Current decline from peak

-12.56%

-17.99%

+5.43%

Average Drawdown

Average peak-to-trough decline

-7.59%

-30.02%

+22.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

5.37%

-1.01%

Volatility

BREIX vs. PRSCX - Volatility Comparison

The current volatility for Baron Real Estate Fund (BREIX) is 5.33%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 8.82%. This indicates that BREIX experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BREIXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

8.82%

-3.49%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

17.49%

-5.87%

Volatility (1Y)

Calculated over the trailing 1-year period

19.89%

27.29%

-7.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

27.36%

-6.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.14%

24.50%

-3.36%