PREFX vs. PRGTX

The year-to-date returns for both investments are quite close, with PREFX having a 36.07% return and PRGTX slightly higher at 37.78%. Over the past 10 years, PREFX has outperformed PRGTX with an annualized return of 13.83%, while PRGTX has yielded a comparatively lower 5.63% annualized return.

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PREFX has a 0.76% expense ratio, which is lower than PRGTX's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Tax-Efficient Equity Fund (PREFX) 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.

The current PREFX Sharpe Ratio is 2.11, which is comparable to the PRGTX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of PREFX 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.

Neither PREFX nor PRGTX has paid dividends to shareholders.

The maximum PREFX drawdown since its inception was -56.70%, smaller than the maximum PRGTX drawdown of -73.10%. Use the drawdown chart below to compare losses from any high point for PREFX and PRGTX. For additional features, visit the drawdowns tool.

T. Rowe Price Tax-Efficient Equity Fund (PREFX) and T. Rowe Price Global Technology Fund (PRGTX) have volatilities of 5.16% and 5.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.