PGTIX vs. PRSCX

Last updated Jun 5, 2026

PGTIX (T. Rowe Price Global Technology Fund I Class) and PRSCX (T. Rowe Price Science And Technology Fund) are both Technology Equities funds from T. Rowe Price. Over the past 5 years, PGTIX returned 11.93%/yr vs 18.36%/yr for PRSCX. Their correlation of 0.91 suggests significant overlap in exposure. PGTIX charges 0.78%/yr vs 0.84%/yr for PRSCX.

Performance

PGTIX vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Technology Fund I Class (PGTIX) 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 PGTIX having a 43.00% return and PRSCX slightly lower at 41.44%.

PGTIX

• 1D: -0.85%
• 1M: 16.99%
• YTD: 43.00%
• 6M: 42.30%
• 1Y: 77.30%
• 3Y*: 39.87%
• 5Y*: 11.93%
• 10Y*: —

PRSCX

• 1D: 0.02%
• 1M: 18.11%
• YTD: 41.44%
• 6M: 38.21%
• 1Y: 82.59%
• 3Y*: 40.31%
• 5Y*: 18.36%
• 10Y*: 23.56%

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

PGTIX vs. PRSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PGTIX T. Rowe Price Global Technology Fund I Class	43.00%	27.48%	33.33%	56.25%	-55.48%	8.92%	75.98%	34.28%	-9.95%	45.22%
PRSCX T. Rowe Price Science And Technology Fund	41.44%	24.28%	40.49%	53.77%	-35.40%	5.83%	45.94%	53.80%	-7.52%	38.08%

Correlation

The correlation between PGTIX and PRSCX is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017	0.91

The correlation between PGTIX and PRSCX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

Return for Risk

PGTIX vs. PRSCX — Risk / Return Rank

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

PGTIX

PGTIX Risk / Return Rank: 91
PGTIX Sharpe Ratio Rank: 96
PGTIX Sortino Ratio Rank: 85
PGTIX Omega Ratio Rank: 84
PGTIX Calmar Ratio Rank: 96
PGTIX Martin Ratio Rank: 93

PRSCX

PRSCX Risk / Return Rank: 90
PRSCX Sharpe Ratio Rank: 97
PRSCX Sortino Ratio Rank: 88
PRSCX Omega Ratio Rank: 84
PRSCX Calmar Ratio Rank: 91
PRSCX Martin Ratio Rank: 90

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.

PGTIX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Technology Fund I Class (PGTIX) 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.

	PGTIX	PRSCX	Difference
Sharpe ratio: Return per unit of total volatility	3.42	3.69	-0.27
Sortino ratio: Return per unit of downside risk	4.05	4.31	-0.26
Omega ratio: Gain probability vs. loss probability	1.56	1.57	-0.01
Calmar ratio: Return relative to maximum drawdown	6.08	4.87	+1.21
Martin ratio: Return relative to average drawdown	19.22	18.17	+1.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PGTIX vs. PRSCX - Sharpe Ratio Comparison

The current PGTIX Sharpe Ratio is 3.42, which is comparable to the PRSCX Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of PGTIX 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.

Sharpe Ratios by Period

	PGTIX	PRSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.42	3.69	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.67	-0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.96	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.52	+0.18

Drawdowns

PGTIX vs. PRSCX - Drawdown Comparison

The maximum PGTIX drawdown since its inception was -65.26%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for PGTIX and PRSCX.

Drawdown Indicators

	PGTIX	PRSCX	Difference
Max Drawdown Largest peak-to-trough decline	-65.26%	-85.26%	+20.00%
Max Drawdown (1Y) Largest decline over 1 year	-12.99%	-17.99%	+5.00%
Max Drawdown (3Y) Largest decline over 3 years	-26.71%	-31.06%	+4.35%
Max Drawdown (5Y) Largest decline over 5 years	-65.26%	-46.19%	-19.07%
Max Drawdown (10Y) Largest decline over 10 years	—	-46.19%	—
Current Drawdown Current decline from peak	-0.85%	0.00%	-0.85%
Average Drawdown Average peak-to-trough decline	-19.00%	-29.89%	+10.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	4.75%	-0.64%

Volatility

PGTIX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price Global Technology Fund I Class (PGTIX) is 8.44%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 9.42%. This indicates that PGTIX 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

	PGTIX	PRSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.44%	9.42%	-0.98%
Volatility (6M) Calculated over the trailing 6-month period	18.73%	19.59%	-0.86%
Volatility (1Y) Calculated over the trailing 1-year period	23.12%	23.79%	-0.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.79%	27.82%	+3.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.95%	24.80%	+4.15%

PGTIX vs. PRSCX - Expense Ratio Comparison

PGTIX has a 0.78% expense ratio, which is lower than PRSCX's 0.84% expense ratio.

Dividends

PGTIX vs. PRSCX - Dividend Comparison

PGTIX has not paid dividends to shareholders, while PRSCX's dividend yield for the trailing twelve months is around 8.15%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PGTIX T. Rowe Price Global Technology Fund I Class	0.00%	0.00%	0.00%	0.00%	3.27%	27.92%	5.04%	0.07%	24.92%	15.91%	0.00%	0.00%
PRSCX T. Rowe Price Science And Technology Fund	8.15%	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 PGTIX and PRSCX in my portfolio?

PGTIX and PRSCX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PGTIX or PRSCX?

PRSCX has higher volatility (9.42%) compared to PGTIX (8.44%). In terms of maximum drawdown, PGTIX dropped -65.26% vs PRSCX's -85.26%.

Which has better risk-adjusted returns?

PRSCX currently has the higher Sharpe Ratio (3.69 vs 3.42), 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.