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CWGIX vs. PRSCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CWGIX and PRSCX is 0.67, 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.


-0.50.00.51.00.7

Performance

CWGIX vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Capital World Growth and Income Fund Class A (CWGIX) and T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-2.07%
3.71%
CWGIX
PRSCX

Key characteristics

Sharpe Ratio

CWGIX:

0.75

PRSCX:

1.17

Sortino Ratio

CWGIX:

1.01

PRSCX:

1.63

Omega Ratio

CWGIX:

1.15

PRSCX:

1.21

Calmar Ratio

CWGIX:

1.06

PRSCX:

0.61

Martin Ratio

CWGIX:

3.34

PRSCX:

5.05

Ulcer Index

CWGIX:

3.02%

PRSCX:

5.62%

Daily Std Dev

CWGIX:

13.39%

PRSCX:

24.25%

Max Drawdown

CWGIX:

-53.59%

PRSCX:

-87.38%

Current Drawdown

CWGIX:

-7.72%

PRSCX:

-31.57%

Returns By Period

In the year-to-date period, CWGIX achieves a 1.32% return, which is significantly higher than PRSCX's 0.56% return. Over the past 10 years, CWGIX has outperformed PRSCX with an annualized return of 5.46%, while PRSCX has yielded a comparatively lower 3.85% annualized return.


CWGIX

YTD

1.32%

1M

-1.62%

6M

-2.07%

1Y

11.06%

5Y*

5.65%

10Y*

5.46%

PRSCX

YTD

0.56%

1M

-3.36%

6M

3.71%

1Y

29.02%

5Y*

2.65%

10Y*

3.85%

*Annualized

Compare stocks, funds, or ETFs

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


CWGIX vs. PRSCX - Expense Ratio Comparison

CWGIX has a 0.75% expense ratio, which is lower than PRSCX's 0.84% expense ratio.


PRSCX
T. Rowe Price Science And Technology Fund
Expense ratio chart for PRSCX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for CWGIX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

CWGIX vs. PRSCX — Risk-Adjusted Performance Rank

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

CWGIX
The Risk-Adjusted Performance Rank of CWGIX is 5252
Overall Rank
The Sharpe Ratio Rank of CWGIX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of CWGIX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of CWGIX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of CWGIX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of CWGIX is 5151
Martin Ratio Rank

PRSCX
The Risk-Adjusted Performance Rank of PRSCX is 6060
Overall Rank
The Sharpe Ratio Rank of PRSCX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSCX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of PRSCX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of PRSCX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of PRSCX is 6262
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.

CWGIX vs. PRSCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital World Growth and Income Fund Class A (CWGIX) 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.


Sharpe ratio
The chart of Sharpe ratio for CWGIX, currently valued at 0.75, compared to the broader market-1.000.001.002.003.004.000.751.17
The chart of Sortino ratio for CWGIX, currently valued at 1.01, compared to the broader market0.002.004.006.008.0010.0012.001.011.63
The chart of Omega ratio for CWGIX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.21
The chart of Calmar ratio for CWGIX, currently valued at 1.06, compared to the broader market0.005.0010.0015.0020.001.060.61
The chart of Martin ratio for CWGIX, currently valued at 3.34, compared to the broader market0.0020.0040.0060.0080.003.345.05
CWGIX
PRSCX

The current CWGIX Sharpe Ratio is 0.75, which is lower than the PRSCX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of CWGIX 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.75
1.17
CWGIX
PRSCX

Dividends

CWGIX vs. PRSCX - Dividend Comparison

CWGIX's dividend yield for the trailing twelve months is around 1.72%, while PRSCX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CWGIX
American Funds Capital World Growth and Income Fund Class A
1.72%1.75%1.85%2.09%1.62%1.23%1.68%2.44%1.82%2.44%2.40%2.24%
PRSCX
T. Rowe Price Science And Technology Fund
0.00%0.00%0.00%0.00%0.00%0.54%0.81%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CWGIX vs. PRSCX - Drawdown Comparison

The maximum CWGIX drawdown since its inception was -53.59%, smaller than the maximum PRSCX drawdown of -87.38%. Use the drawdown chart below to compare losses from any high point for CWGIX and PRSCX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.72%
-31.57%
CWGIX
PRSCX

Volatility

CWGIX vs. PRSCX - Volatility Comparison

The current volatility for American Funds Capital World Growth and Income Fund Class A (CWGIX) is 7.54%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 9.90%. This indicates that CWGIX 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.54%
9.90%
CWGIX
PRSCX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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