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POMIX vs. PRSCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

POMIX vs. PRSCX - Performance Comparison

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

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Returns By Period

In the year-to-date period, POMIX achieves a 12.01% return, which is significantly lower than PRSCX's 41.41% return. Over the past 10 years, POMIX has underperformed PRSCX with an annualized return of 14.74%, while PRSCX has yielded a comparatively higher 23.56% annualized return.


POMIX

1D
0.24%
1M
5.73%
YTD
12.01%
6M
11.93%
1Y
29.15%
3Y*
22.30%
5Y*
13.02%
10Y*
14.74%

PRSCX

1D
2.32%
1M
21.76%
YTD
41.41%
6M
38.56%
1Y
83.87%
3Y*
40.30%
5Y*
18.72%
10Y*
23.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POMIX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POMIX
T. Rowe Price Total Equity Market Index Fund
12.01%17.09%23.48%26.38%-19.64%25.39%19.82%30.95%-5.57%19.09%
PRSCX
T. Rowe Price Science And Technology Fund
41.41%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Correlation

The correlation between POMIX and PRSCX is 0.82, 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

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Jan 5, 1999

0.85

The correlation between POMIX and PRSCX has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

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Return for Risk

POMIX vs. PRSCX — Risk / Return Rank

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

POMIX
POMIX Risk / Return Rank: 7777
Overall Rank
POMIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
POMIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
POMIX Omega Ratio Rank: 6969
Omega Ratio Rank
POMIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
POMIX Martin Ratio Rank: 8585
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 9191
Overall Rank
PRSCX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 8686
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 9191
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.

POMIX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Equity Market Index Fund (POMIX) 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.


POMIXPRSCXDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.46

1.59

-0.12

Calmar ratioReturn relative to maximum drawdown

3.53

5.02

-1.49

Martin ratioReturn relative to average drawdown

16.30

18.70

-2.41

POMIX vs. PRSCX - Sharpe Ratio Comparison

The current POMIX Sharpe Ratio is 2.58, which is lower than the PRSCX Sharpe Ratio of 3.79. The chart below compares the historical Sharpe Ratios of POMIX 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.


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Sharpe Ratios by Period


POMIXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

3.79

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.68

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.96

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.52

-0.08

Drawdowns

POMIX vs. PRSCX - Drawdown Comparison

The maximum POMIX drawdown since its inception was -55.54%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for POMIX and PRSCX.


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Drawdown Indicators


POMIXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-55.54%

-85.26%

+29.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-17.99%

+9.16%

Max Drawdown (3Y)

Largest decline over 3 years

-19.67%

-31.06%

+11.39%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-46.19%

+20.63%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

-46.19%

+11.14%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-10.65%

-29.89%

+19.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

4.75%

-2.87%

Volatility

POMIX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price Total Equity Market Index Fund (POMIX) is 2.92%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 9.43%. This indicates that POMIX 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


POMIXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

9.43%

-6.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

19.91%

-10.22%

Volatility (1Y)

Calculated over the trailing 1-year period

12.08%

23.82%

-11.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

27.82%

-10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

24.81%

-6.29%

POMIX vs. PRSCX - Expense Ratio Comparison

POMIX has a 0.20% expense ratio, which is lower than PRSCX's 0.84% expense ratio.


Dividends

POMIX vs. PRSCX - Dividend Comparison

POMIX's dividend yield for the trailing twelve months is around 1.90%, less than PRSCX's 8.15% yield.


PositionTTM20252024202320222021202020192018201720162015
POMIX
T. Rowe Price Total Equity Market Index Fund
1.90%2.13%1.76%1.46%1.49%1.53%1.55%1.91%2.89%0.20%2.41%2.08%
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


POMIX and PRSCX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRSCX has higher volatility (9.43%) compared to POMIX (2.92%). In terms of maximum drawdown, POMIX dropped -55.54% vs PRSCX's -85.26%.

PRSCX currently has the higher Sharpe Ratio (3.79 vs 2.58), 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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