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DRGTX vs. PRGTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DRGTX and PRGTX is 0.91, 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.


-0.50.00.51.00.9

Performance

DRGTX vs. PRGTX - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%140.00%160.00%SeptemberOctoberNovemberDecember2025February
42.43%
136.82%
DRGTX
PRGTX

Key characteristics

Sharpe Ratio

DRGTX:

0.61

PRGTX:

0.68

Sortino Ratio

DRGTX:

0.94

PRGTX:

1.03

Omega Ratio

DRGTX:

1.12

PRGTX:

1.13

Calmar Ratio

DRGTX:

0.38

PRGTX:

0.30

Martin Ratio

DRGTX:

2.84

PRGTX:

3.13

Ulcer Index

DRGTX:

5.22%

PRGTX:

5.17%

Daily Std Dev

DRGTX:

24.42%

PRGTX:

23.90%

Max Drawdown

DRGTX:

-83.33%

PRGTX:

-73.10%

Current Drawdown

DRGTX:

-25.80%

PRGTX:

-43.52%

Returns By Period

In the year-to-date period, DRGTX achieves a -4.67% return, which is significantly lower than PRGTX's -1.87% return. Over the past 10 years, DRGTX has underperformed PRGTX with an annualized return of 3.32%, while PRGTX has yielded a comparatively higher 4.48% annualized return.


DRGTX

YTD

-4.67%

1M

-7.62%

6M

6.17%

1Y

12.69%

5Y*

5.20%

10Y*

3.32%

PRGTX

YTD

-1.87%

1M

-1.92%

6M

4.71%

1Y

13.53%

5Y*

4.39%

10Y*

4.48%

*Annualized

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DRGTX vs. PRGTX - Expense Ratio Comparison

DRGTX has a 1.16% expense ratio, which is higher than PRGTX's 0.95% expense ratio.


Expense ratio chart for DRGTX: current value at 1.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.16%
Expense ratio chart for PRGTX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

DRGTX vs. PRGTX — Risk-Adjusted Performance Rank

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

DRGTX
The Risk-Adjusted Performance Rank of DRGTX is 3939
Overall Rank
The Sharpe Ratio Rank of DRGTX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of DRGTX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of DRGTX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of DRGTX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of DRGTX is 4949
Martin Ratio Rank

PRGTX
The Risk-Adjusted Performance Rank of PRGTX is 4141
Overall Rank
The Sharpe Ratio Rank of PRGTX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of PRGTX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of PRGTX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of PRGTX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of PRGTX is 5353
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.

DRGTX vs. PRGTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Technology Fund (DRGTX) 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.


The chart of Sharpe ratio for DRGTX, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.000.610.68
The chart of Sortino ratio for DRGTX, currently valued at 0.94, compared to the broader market0.002.004.006.008.0010.000.941.03
The chart of Omega ratio for DRGTX, currently valued at 1.12, compared to the broader market1.002.003.001.121.13
The chart of Calmar ratio for DRGTX, currently valued at 0.38, compared to the broader market0.005.0010.0015.000.380.30
The chart of Martin ratio for DRGTX, currently valued at 2.84, compared to the broader market0.0020.0040.0060.0080.002.843.13
DRGTX
PRGTX

The current DRGTX Sharpe Ratio is 0.61, which is comparable to the PRGTX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of DRGTX and PRGTX, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.61
0.68
DRGTX
PRGTX

Dividends

DRGTX vs. PRGTX - Dividend Comparison

Neither DRGTX nor PRGTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DRGTX vs. PRGTX - Drawdown Comparison

The maximum DRGTX drawdown since its inception was -83.33%, which is greater than PRGTX's maximum drawdown of -73.10%. Use the drawdown chart below to compare losses from any high point for DRGTX and PRGTX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-25.80%
-43.52%
DRGTX
PRGTX

Volatility

DRGTX vs. PRGTX - Volatility Comparison

The current volatility for Virtus Technology Fund (DRGTX) is 6.73%, while T. Rowe Price Global Technology Fund (PRGTX) has a volatility of 7.18%. This indicates that DRGTX 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.


4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
6.73%
7.18%
DRGTX
PRGTX