GGHCX vs. THISX
GGHCX (Invesco Health Care Fund) and THISX (T. Rowe Price Health Sciences Fund Class I) are both Health & Biotech Equities funds. Over the past 5 years, GGHCX returned 2.38%/yr vs 6.39%/yr for THISX. Their correlation of 0.93 means they have usually moved in the same direction. GGHCX charges 1.04%/yr vs 0.67%/yr for THISX.
Performance
GGHCX vs. THISX - Performance Comparison
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Returns By Period
In the year-to-date period, GGHCX achieves a 1.86% return, which is significantly lower than THISX's 7.43% return.
GGHCX
- 1D
- -1.60%
- 1M
- -4.20%
- 6M
- 2.25%
- YTD
- 1.86%
- 1Y
- 16.64%
- 3Y*
- 7.68%
- 5Y*
- 2.38%
- 10Y*
- 6.89%
- ALL TIME*
- 9.93%
THISX
- 1D
- -1.20%
- 1M
- -2.44%
- 6M
- 7.79%
- YTD
- 7.43%
- 1Y
- 31.89%
- 3Y*
- 15.01%
- 5Y*
- 6.39%
- 10Y*
- —
- ALL TIME*
- 14.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GGHCX vs. THISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GGHCX Invesco Health Care Fund | 1.86% | 15.48% | 3.96% | 3.05% | -13.53% | 12.05% | 14.52% | 32.01% | 0.27% | 15.51% |
THISX T. Rowe Price Health Sciences Fund Class I | 7.43% | 17.92% | 16.75% | 3.17% | -12.11% | 13.62% | 30.35% | 38.29% | 1.20% | 26.96% |
Correlation
The correlation between GGHCX and THISX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.93 |
The correlation between GGHCX and THISX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
GGHCX vs. THISX — Risk / Return Rank
GGHCX
THISX
GGHCX vs. THISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Health Care Fund (GGHCX) and T. Rowe Price Health Sciences Fund Class I (THISX). 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.
| GGHCX | THISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.34 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.52 | -1.25 |
| Martin ratioReturn relative to average drawdown | 2.79 | 7.04 | -4.25 |
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Drawdowns
GGHCX vs. THISX - Drawdown Comparison
The maximum GGHCX drawdown since its inception was -40.23%, which is greater than THISX's maximum drawdown of -28.97%. Use the drawdown chart below to compare losses from any high point for GGHCX and THISX.
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Drawdown Indicators
| GGHCX | THISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -28.97% | -11.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.53% | -12.78% | -0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -15.80% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | -27.53% | +2.16% |
Max Drawdown (10Y)Largest decline over 10 years | -29.34% | — | — |
Current DrawdownCurrent decline from peak | -4.48% | -3.39% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -7.10% | -1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.16% | 4.57% | +1.59% |
Volatility
GGHCX vs. THISX - Volatility Comparison
Invesco Health Care Fund (GGHCX) and T. Rowe Price Health Sciences Fund Class I (THISX) have volatilities of 5.37% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGHCX | THISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 5.29% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.55% | 13.02% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.36% | 16.40% | -2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.72% | 18.64% | -2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.45% | 19.95% | -2.50% |
GGHCX vs. THISX - Expense Ratio Comparison
GGHCX has a 1.04% expense ratio, which is higher than THISX's 0.67% expense ratio.
Dividends
GGHCX vs. THISX - Dividend Comparison
GGHCX's dividend yield for the trailing twelve months is around 5.58%, less than THISX's 11.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGHCX Invesco Health Care Fund | 5.58% | 5.69% | 5.17% | 0.00% | 0.00% | 24.69% | 6.44% | 3.51% | 8.81% | 6.88% | 2.24% | 15.07% |
THISX T. Rowe Price Health Sciences Fund Class I | 11.41% | 12.25% | 26.10% | 5.20% | 1.76% | 7.62% | 7.25% | 12.58% | 6.70% | 7.55% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, GGHCX and THISX 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.
GGHCX has higher volatility (5.37%) compared to THISX (5.29%). In terms of maximum drawdown, GGHCX dropped -40.23% vs THISX's -28.97%.
THISX currently has the higher Sharpe Ratio (1.97 vs 1.21), 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.
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