PREFX vs. PRMTX

In the year-to-date period, PREFX achieves a -5.23% return, which is significantly lower than PRMTX's 1.82% return. Over the past 10 years, PREFX has outperformed PRMTX with an annualized return of 12.21%, while PRMTX has yielded a comparatively lower 8.81% 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 0.44, which is lower than the PRMTX Sharpe Ratio of 0.74. 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.

PREFX has not paid dividends to shareholders, while PRMTX's dividend yield for the trailing twelve months is around 7.26%.

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.

T. Rowe Price Tax-Efficient Equity Fund (PREFX) has a higher volatility of 8.05% compared to T. Rowe Price Communications & Technology Fund (PRMTX) at 5.97%. This indicates that PREFX's price experiences larger fluctuations and is considered to be riskier than PRMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.