PortfoliosLab logoPortfoliosLab logo
PCT.L vs. PRGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCT.L vs. PRGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Polar Capital Technology Trust (PCT.L) and T. Rowe Price Global Technology Fund (PRGTX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PCT.L vs. PRGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCT.L
Polar Capital Technology Trust
9.05%33.14%34.30%50.52%-36.80%18.35%45.33%43.66%-2.90%34.32%
PRGTX
T. Rowe Price Global Technology Fund
-1.15%18.21%35.45%48.13%-50.25%9.88%70.60%29.11%-4.74%34.37%
Different Trading Currencies

PCT.L is traded in GBp, while PRGTX is traded in USD. To make them comparable, the PRGTX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, PCT.L achieves a 9.05% return, which is significantly higher than PRGTX's -1.15% return. Over the past 10 years, PCT.L has outperformed PRGTX with an annualized return of 24.14%, while PRGTX has yielded a comparatively lower 16.46% annualized return.


PCT.L

1D
5.42%
1M
-0.59%
YTD
9.05%
6M
15.00%
1Y
73.29%
3Y*
36.26%
5Y*
17.81%
10Y*
24.14%

PRGTX

1D
4.23%
1M
-4.94%
YTD
-1.15%
6M
0.02%
1Y
34.46%
3Y*
24.57%
5Y*
4.61%
10Y*
16.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PCT.L vs. PRGTX — Risk / Return Rank

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

PCT.L
PCT.L Risk / Return Rank: 9696
Overall Rank
PCT.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PCT.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
PCT.L Omega Ratio Rank: 9494
Omega Ratio Rank
PCT.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
PCT.L Martin Ratio Rank: 9898
Martin Ratio Rank

PRGTX
PRGTX Risk / Return Rank: 8080
Overall Rank
PRGTX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PRGTX Sortino Ratio Rank: 7878
Sortino Ratio Rank
PRGTX Omega Ratio Rank: 7373
Omega Ratio Rank
PRGTX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRGTX Martin Ratio Rank: 8383
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.

PCT.L vs. PRGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polar Capital Technology Trust (PCT.L) 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.


PCT.LPRGTXDifference

Sharpe ratio

Return per unit of total volatility

2.84

1.28

+1.57

Sortino ratio

Return per unit of downside risk

3.59

1.85

+1.73

Omega ratio

Gain probability vs. loss probability

1.48

1.26

+0.22

Calmar ratio

Return relative to maximum drawdown

7.28

2.69

+4.60

Martin ratio

Return relative to average drawdown

23.35

6.62

+16.72

PCT.L vs. PRGTX - Sharpe Ratio Comparison

The current PCT.L Sharpe Ratio is 2.84, which is higher than the PRGTX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of PCT.L 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.


Loading graphics...

Sharpe Ratios by Period


PCT.LPRGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

1.28

+1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.15

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

0.60

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.68

-0.20

Correlation

The correlation between PCT.L and PRGTX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PCT.L vs. PRGTX - Dividend Comparison

Neither PCT.L nor PRGTX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
PCT.L
Polar Capital Technology Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

PCT.L vs. PRGTX - Drawdown Comparison

The maximum PCT.L drawdown since its inception was -84.10%, which is greater than PRGTX's maximum drawdown of -60.44%. Use the drawdown chart below to compare losses from any high point for PCT.L and PRGTX.


Loading graphics...

Drawdown Indicators


PCT.LPRGTXDifference

Max Drawdown

Largest peak-to-trough decline

-84.10%

-71.18%

-12.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-13.95%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-37.89%

-65.29%

+27.40%

Max Drawdown (10Y)

Largest decline over 10 years

-37.89%

-65.29%

+27.40%

Current Drawdown

Current decline from peak

-3.62%

-9.10%

+5.48%

Average Drawdown

Average peak-to-trough decline

-30.34%

-21.68%

-8.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

4.47%

-1.36%

Volatility

PCT.L vs. PRGTX - Volatility Comparison

The current volatility for Polar Capital Technology Trust (PCT.L) is 8.64%, while T. Rowe Price Global Technology Fund (PRGTX) has a volatility of 9.15%. This indicates that PCT.L 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.


Loading graphics...

Volatility by Period


PCT.LPRGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.64%

9.15%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

17.85%

17.60%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

25.68%

28.04%

-2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.93%

30.35%

-5.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.42%

27.65%

-3.23%