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OTCFX vs. PRSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OTCFX vs. PRSCX - Performance Comparison

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

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OTCFX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OTCFX
T. Rowe Price Small-Cap Stock Fund
-2.16%16.42%11.48%17.56%-23.47%17.07%25.05%33.61%-3.39%15.13%
PRSCX
T. Rowe Price Science And Technology Fund
-11.17%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Returns By Period

In the year-to-date period, OTCFX achieves a -2.16% return, which is significantly higher than PRSCX's -11.17% return. Over the past 10 years, OTCFX has underperformed PRSCX with an annualized return of 11.37%, while PRSCX has yielded a comparatively higher 18.39% annualized return.


OTCFX

1D
-1.07%
1M
-9.81%
YTD
-2.16%
6M
6.60%
1Y
20.96%
3Y*
13.01%
5Y*
4.29%
10Y*
11.37%

PRSCX

1D
-2.31%
1M
-13.60%
YTD
-11.17%
6M
-8.13%
1Y
30.89%
3Y*
23.42%
5Y*
8.65%
10Y*
18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OTCFX vs. PRSCX - Expense Ratio Comparison

OTCFX has a 0.85% expense ratio, which is higher than PRSCX's 0.84% expense ratio.


Return for Risk

OTCFX vs. PRSCX — Risk / Return Rank

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

OTCFX
OTCFX Risk / Return Rank: 5050
Overall Rank
OTCFX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
OTCFX Sortino Ratio Rank: 5858
Sortino Ratio Rank
OTCFX Omega Ratio Rank: 4848
Omega Ratio Rank
OTCFX Calmar Ratio Rank: 4747
Calmar Ratio Rank
OTCFX Martin Ratio Rank: 4949
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 6565
Overall Rank
PRSCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 6565
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 5353
Martin Ratio Rank
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.

OTCFX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Stock Fund (OTCFX) 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.


OTCFXPRSCXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.18

-0.24

Sortino ratio

Return per unit of downside risk

1.50

1.73

-0.23

Omega ratio

Gain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratio

Return relative to maximum drawdown

1.15

1.53

-0.38

Martin ratio

Return relative to average drawdown

4.85

5.13

-0.27

OTCFX vs. PRSCX - Sharpe Ratio Comparison

The current OTCFX Sharpe Ratio is 0.94, which is comparable to the PRSCX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of OTCFX 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.


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Sharpe Ratios by Period


OTCFXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.18

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.32

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.76

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.48

+0.09

Correlation

The correlation between OTCFX and PRSCX is 0.74, 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.


Dividends

OTCFX vs. PRSCX - Dividend Comparison

OTCFX's dividend yield for the trailing twelve months is around 14.57%, more than PRSCX's 12.97% yield.


TTM20252024202320222021202020192018201720162015
OTCFX
T. Rowe Price Small-Cap Stock Fund
14.57%14.25%16.00%3.80%4.12%7.08%2.28%5.35%12.43%8.39%1.89%10.93%
PRSCX
T. Rowe Price Science And Technology Fund
12.97%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%

Drawdowns

OTCFX vs. PRSCX - Drawdown Comparison

The maximum OTCFX drawdown since its inception was -56.37%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for OTCFX and PRSCX.


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Drawdown Indicators


OTCFXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-56.37%

-85.26%

+28.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.51%

-17.99%

+4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-32.44%

-46.19%

+13.75%

Max Drawdown (10Y)

Largest decline over 10 years

-37.71%

-46.19%

+8.48%

Current Drawdown

Current decline from peak

-10.75%

-17.99%

+7.24%

Average Drawdown

Average peak-to-trough decline

-8.25%

-30.02%

+21.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

5.37%

-1.67%

Volatility

OTCFX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price Small-Cap Stock Fund (OTCFX) is 7.11%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 8.82%. This indicates that OTCFX 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.


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Volatility by Period


OTCFXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

8.82%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

14.47%

17.49%

-3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

22.51%

27.29%

-4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

27.36%

-7.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.41%

24.50%

-4.09%