DRGTX vs. PRGTX

Last updated Jun 3, 2026

DRGTX (Virtus Technology Fund) and PRGTX (T. Rowe Price Global Technology Fund) are both Technology Equities funds. Over the past 10 years, DRGTX returned 23.94%/yr vs 19.45%/yr for PRGTX. Their correlation of 0.92 suggests significant overlap in exposure. DRGTX charges 1.16%/yr vs 0.95%/yr for PRGTX.

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.

Returns By Period

In the year-to-date period, DRGTX achieves a 30.81% return, which is significantly lower than PRGTX's 42.26% return. Over the past 10 years, DRGTX has outperformed PRGTX with an annualized return of 23.94%, while PRGTX has yielded a comparatively lower 19.45% annualized return.

DRGTX

• 1D: 2.25%
• 1M: 19.10%
• YTD: 30.81%
• 6M: 29.52%
• 1Y: 61.84%
• 3Y*: 37.41%
• 5Y*: 18.35%
• 10Y*: 23.94%

PRGTX

• 1D: 2.83%
• 1M: 19.26%
• YTD: 42.26%
• 6M: 41.99%
• 1Y: 79.69%
• 3Y*: 39.44%
• 5Y*: 11.40%
• 10Y*: 19.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DRGTX vs. PRGTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRGTX Virtus Technology Fund	30.81%	25.10%	35.67%	65.59%	-42.58%	12.14%	70.02%	29.46%	5.06%	47.17%
PRGTX T. Rowe Price Global Technology Fund	42.26%	27.28%	33.12%	55.92%	-55.53%	8.85%	75.77%	34.22%	-10.07%	47.09%

Correlation

The correlation between DRGTX and PRGTX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001	0.92

The correlation between DRGTX and PRGTX has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

Return for Risk

DRGTX vs. PRGTX — Risk / Return Rank

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

DRGTX

DRGTX Risk / Return Rank: 67
DRGTX Sharpe Ratio Rank: 88
DRGTX Sortino Ratio Rank: 70
DRGTX Omega Ratio Rank: 69
DRGTX Calmar Ratio Rank: 62
DRGTX Martin Ratio Rank: 45

PRGTX

PRGTX Risk / Return Rank: 91
PRGTX Sharpe Ratio Rank: 97
PRGTX Sortino Ratio Rank: 87
PRGTX Omega Ratio Rank: 85
PRGTX Calmar Ratio Rank: 96
PRGTX Martin Ratio Rank: 92

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.

DRGTX vs. PRGTX - Risk-Adjusted Trends 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.

	DRGTX	PRGTX	Difference
Sharpe ratio Return per unit of total volatility	2.88	3.55	-0.67
Sortino ratio Return per unit of downside risk	3.50	4.16	-0.66
Omega ratio Gain probability vs. loss probability	1.46	1.58	-0.12
Calmar ratio Return relative to maximum drawdown	3.03	6.15	-3.12
Martin ratio Return relative to average drawdown	9.45	19.42	-9.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DRGTX vs. PRGTX - Sharpe Ratio Comparison

The current DRGTX Sharpe Ratio is 2.88, which is comparable to the PRGTX Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of DRGTX 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.

Sharpe Ratios by Period

	DRGTX	PRGTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.88	3.55	-0.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.36	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	0.69	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.47	+0.09

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 -71.18%. Use the drawdown chart below to compare losses from any high point for DRGTX and PRGTX.

Drawdown Indicators

	DRGTX	PRGTX	Difference
Max Drawdown Largest peak-to-trough decline	-83.33%	-71.18%	-12.15%
Max Drawdown (1Y) Largest decline over 1 year	-20.78%	-13.06%	-7.72%
Max Drawdown (3Y) Largest decline over 3 years	-29.46%	-26.67%	-2.79%
Max Drawdown (5Y) Largest decline over 5 years	-49.05%	-65.29%	+16.24%
Max Drawdown (10Y) Largest decline over 10 years	-49.05%	-65.29%	+16.24%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-29.95%	-21.54%	-8.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.67%	4.13%	+2.54%

Volatility

DRGTX vs. PRGTX - Volatility Comparison

The current volatility for Virtus Technology Fund (DRGTX) is 6.55%, while T. Rowe Price Global Technology Fund (PRGTX) has a volatility of 8.25%. 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.

Volatility by Period

	DRGTX	PRGTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.55%	8.25%	-1.70%
Volatility (6M) Calculated over the trailing 6-month period	17.23%	18.67%	-1.44%
Volatility (1Y) Calculated over the trailing 1-year period	22.20%	23.13%	-0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.53%	31.79%	-3.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.90%	28.39%	-1.49%

DRGTX vs. PRGTX - Expense Ratio Comparison

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

Dividends

DRGTX vs. PRGTX - Dividend Comparison

DRGTX's dividend yield for the trailing twelve months is around 1.92%, while PRGTX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRGTX Virtus Technology Fund	1.92%	2.51%	0.00%	0.00%	18.86%	28.27%	16.84%	17.12%	21.77%	16.26%	5.15%	15.96%
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%

Frequently Asked Questions

Can I hold both DRGTX and PRGTX in my portfolio?

With a correlation of 0.92, DRGTX and PRGTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DRGTX or PRGTX?

PRGTX has higher volatility (8.25%) compared to DRGTX (6.55%). In terms of maximum drawdown, DRGTX dropped -83.33% vs PRGTX's -71.18%.

Which has better risk-adjusted returns?

PRGTX currently has the higher Sharpe Ratio (3.55 vs 2.88), 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.