FSPTX vs. PRSCX

Last updated Jun 23, 2026

FSPTX (Fidelity Select Technology Portfolio) and PRSCX (T. Rowe Price Science And Technology Fund) are both Technology Equities funds. Both are actively managed. Over the past 10 years, FSPTX returned 27.86%/yr vs 23.39%/yr for PRSCX. Their correlation of 0.92 suggests significant overlap in exposure. FSPTX charges 0.62%/yr vs 0.80%/yr for PRSCX.

Performance

FSPTX vs. PRSCX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with FSPTX having a 43.02% return and PRSCX slightly lower at 42.10%. Over the past 10 years, FSPTX has outperformed PRSCX with an annualized return of 27.86%, while PRSCX has yielded a comparatively lower 23.39% annualized return.

FSPTX

• 1D: 3.43%
• 1M: 6.27%
• YTD: 43.02%
• 6M: 41.89%
• 1Y: 73.34%
• 3Y*: 39.85%
• 5Y*: 23.49%
• 10Y*: 27.86%

PRSCX

• 1D: 4.93%
• 1M: 9.62%
• YTD: 42.10%
• 6M: 40.90%
• 1Y: 79.76%
• 3Y*: 39.17%
• 5Y*: 18.25%
• 10Y*: 23.39%

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

FSPTX vs. PRSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSPTX Fidelity Select Technology Portfolio	43.02%	23.37%	41.76%	59.83%	-36.91%	21.99%	63.95%	51.08%	-9.03%	49.75%
PRSCX T. Rowe Price Science And Technology Fund	42.10%	24.28%	40.49%	53.77%	-35.40%	5.83%	45.94%	53.80%	-7.52%	39.38%

Correlation

The correlation between FSPTX and PRSCX is 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jan 4, 1988	0.92

The correlation between FSPTX and PRSCX has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

Return for Risk

FSPTX vs. PRSCX — Risk / Return Rank

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

FSPTX

FSPTX Risk / Return Rank: 89
FSPTX Sharpe Ratio Rank: 95
FSPTX Sortino Ratio Rank: 83
FSPTX Omega Ratio Rank: 82
FSPTX Calmar Ratio Rank: 95
FSPTX Martin Ratio Rank: 92

PRSCX

PRSCX Risk / Return Rank: 87
PRSCX Sharpe Ratio Rank: 94
PRSCX Sortino Ratio Rank: 80
PRSCX Omega Ratio Rank: 80
PRSCX Calmar Ratio Rank: 91
PRSCX Martin Ratio Rank: 89

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.

FSPTX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Technology Portfolio (FSPTX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FSPTX	PRSCX	Difference
Sharpe ratio: Return per unit of total volatility	3.09	2.97	+0.12
Sortino ratio: Return per unit of downside risk	3.62	3.46	+0.16
Omega ratio: Gain probability vs. loss probability	1.49	1.48	+0.01
Calmar ratio: Return relative to maximum drawdown	5.35	4.56	+0.79
Martin ratio: Return relative to average drawdown	17.40	16.24	+1.16

FSPTX vs. PRSCX - Sharpe Ratio Comparison

The current FSPTX Sharpe Ratio is 3.09, which is comparable to the PRSCX Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of FSPTX and PRSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FSPTX vs. PRSCX - Drawdown Comparison

The maximum FSPTX drawdown since its inception was -84.37%, roughly equal to the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for FSPTX and PRSCX.

Drawdown Indicators

	FSPTX	PRSCX	Difference
Max Drawdown Largest peak-to-trough decline	-84.37%	-85.26%	+0.89%
Max Drawdown (1Y) Largest decline over 1 year	-13.71%	-17.99%	+4.28%
Max Drawdown (3Y) Largest decline over 3 years	-29.22%	-31.06%	+1.84%
Max Drawdown (5Y) Largest decline over 5 years	-42.16%	-46.19%	+4.03%
Max Drawdown (10Y) Largest decline over 10 years	-42.16%	-46.19%	+4.03%
Current Drawdown Current decline from peak	-2.85%	0.00%	-2.85%
Average Drawdown Average peak-to-trough decline	-27.00%	-29.86%	+2.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.21%	4.97%	-0.76%

Volatility

FSPTX vs. PRSCX - Volatility Comparison

The current volatility for Fidelity Select Technology Portfolio (FSPTX) is 12.02%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 15.51%. This indicates that FSPTX 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.

Volatility by Period

	FSPTX	PRSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.02%	15.51%	-3.49%
Volatility (6M) Calculated over the trailing 6-month period	19.50%	23.90%	-4.40%
Volatility (1Y) Calculated over the trailing 1-year period	23.77%	27.63%	-3.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.72%	28.51%	-0.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.19%	25.18%	+1.01%

FSPTX vs. PRSCX - Expense Ratio Comparison

FSPTX has a 0.62% expense ratio, which is lower than PRSCX's 0.80% expense ratio.

Dividends

FSPTX vs. PRSCX - Dividend Comparison

FSPTX's dividend yield for the trailing twelve months is around 7.59%, less than PRSCX's 8.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSPTX Fidelity Select Technology Portfolio	7.59%	9.06%	9.42%	0.01%	3.95%	11.62%	18.86%	1.86%	23.77%	8.32%	1.54%	4.19%
PRSCX T. Rowe Price Science And Technology Fund	8.11%	11.53%	9.43%	0.00%	7.83%	33.69%	13.90%	10.91%	36.03%	13.21%	3.68%	18.51%

Frequently Asked Questions

Can I hold both FSPTX and PRSCX in my portfolio?

FSPTX and PRSCX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FSPTX or PRSCX?

PRSCX has higher volatility (15.51%) compared to FSPTX (12.02%). In terms of maximum drawdown, FSPTX dropped -84.37% vs PRSCX's -85.26%.

Which has better risk-adjusted returns?

FSPTX currently has the higher Sharpe Ratio (3.09 vs 2.97), 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.