PRCPX vs. PRSCX
Compare and contrast key facts about T. Rowe Price Credit Opportunities Fund (PRCPX) and T. Rowe Price Science And Technology Fund (PRSCX).
PRCPX is a passively managed fund by T. Rowe Price that tracks the performance of the Bloomberg US High-Yield 2% Issuer Capped Bond Index. It was launched on Apr 29, 2014. PRSCX is managed by T. Rowe Price. It was launched on Sep 29, 1987.
Performance
PRCPX vs. PRSCX - Performance Comparison
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PRCPX vs. PRSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRCPX T. Rowe Price Credit Opportunities Fund | -0.13% | 14.80% | 7.46% | 14.90% | -10.50% | 6.36% | 5.55% | 13.77% | -1.44% | 6.80% |
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, PRCPX achieves a -0.13% return, which is significantly higher than PRSCX's -11.17% return. Over the past 10 years, PRCPX has underperformed PRSCX with an annualized return of 6.83%, while PRSCX has yielded a comparatively higher 18.39% annualized return.
PRCPX
- 1D
- 0.13%
- 1M
- -1.62%
- YTD
- -0.13%
- 6M
- 3.02%
- 1Y
- 13.68%
- 3Y*
- 10.60%
- 5Y*
- 5.87%
- 10Y*
- 6.83%
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%
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PRCPX vs. PRSCX - Expense Ratio Comparison
PRCPX has a 0.81% expense ratio, which is lower than PRSCX's 0.84% expense ratio.
Return for Risk
PRCPX vs. PRSCX — Risk / Return Rank
PRCPX
PRSCX
PRCPX vs. PRSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Credit Opportunities Fund (PRCPX) 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.
| PRCPX | PRSCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.47 | 1.18 | +2.29 |
Sortino ratioReturn per unit of downside risk | 5.52 | 1.73 | +3.79 |
Omega ratioGain probability vs. loss probability | 1.93 | 1.24 | +0.69 |
Calmar ratioReturn relative to maximum drawdown | 4.53 | 1.53 | +3.00 |
Martin ratioReturn relative to average drawdown | 21.08 | 5.13 | +15.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRCPX | PRSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.47 | 1.18 | +2.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 0.32 | +0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.26 | 0.76 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.48 | +0.40 |
Correlation
The correlation between PRCPX and PRSCX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PRCPX vs. PRSCX - Dividend Comparison
PRCPX's dividend yield for the trailing twelve months is around 12.89%, which matches PRSCX's 12.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRCPX T. Rowe Price Credit Opportunities Fund | 12.89% | 12.19% | 7.03% | 7.88% | 4.89% | 5.11% | 5.36% | 5.18% | 5.72% | 4.95% | 5.88% | 7.58% |
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
PRCPX vs. PRSCX - Drawdown Comparison
The maximum PRCPX drawdown since its inception was -23.07%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for PRCPX and PRSCX.
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Drawdown Indicators
| PRCPX | PRSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.07% | -85.26% | +62.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.03% | -17.99% | +14.96% |
Max Drawdown (5Y)Largest decline over 5 years | -14.34% | -46.19% | +31.85% |
Max Drawdown (10Y)Largest decline over 10 years | -23.07% | -46.19% | +23.12% |
Current DrawdownCurrent decline from peak | -1.74% | -17.99% | +16.25% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -30.02% | +26.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 5.37% | -4.72% |
Volatility
PRCPX vs. PRSCX - Volatility Comparison
The current volatility for T. Rowe Price Credit Opportunities Fund (PRCPX) is 1.10%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 8.82%. This indicates that PRCPX 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
| PRCPX | PRSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 8.82% | -7.72% |
Volatility (6M)Calculated over the trailing 6-month period | 2.52% | 17.49% | -14.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.11% | 27.29% | -23.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.79% | 27.36% | -22.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.45% | 24.50% | -19.05% |