PREFX vs. PRGTX

In the year-to-date period, PREFX achieves a -5.23% return, which is significantly higher than PRGTX's -5.80% return. Over the past 10 years, PREFX has underperformed PRGTX with an annualized return of 12.21%, while PRGTX has yielded a comparatively higher 13.39% 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 0.44, which is comparable to the PRGTX Sharpe Ratio of 0.38. 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 -72.11%. Use the drawdown chart below to compare losses from any high point for PREFX and PRGTX. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Tax-Efficient Equity Fund (PREFX) is 8.05%, while T. Rowe Price Global Technology Fund (PRGTX) has a volatility of 9.21%. This indicates that PREFX 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.