PREFX vs. PRMTX

In the year-to-date period, PREFX achieves a 34.49% return, which is significantly higher than PRMTX's 31.92% return. Over the past 10 years, PREFX has outperformed PRMTX with an annualized return of 13.70%, while PRMTX has yielded a comparatively lower 9.19% annualized return.

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PREFX has a 0.76% expense ratio, which is lower than PRMTX's 0.77% 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 Communications & Technology Fund (PRMTX). 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 2.03, which is comparable to the PRMTX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of PREFX and PRMTX, 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 PRMTX has paid dividends to shareholders.

The maximum PREFX drawdown since its inception was -56.70%, smaller than the maximum PRMTX drawdown of -75.22%. Use the drawdown chart below to compare losses from any high point for PREFX and PRMTX. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Tax-Efficient Equity Fund (PREFX) is 5.04%, while T. Rowe Price Communications & Technology Fund (PRMTX) has a volatility of 8.22%. This indicates that PREFX experiences smaller price fluctuations and is considered to be less risky than PRMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.