PRGTX vs. BUFEX

In the year-to-date period, PRGTX achieves a -7.05% return, which is significantly lower than BUFEX's -5.21% return. Over the past 10 years, PRGTX has underperformed BUFEX with an annualized return of 3.75%, while BUFEX has yielded a comparatively higher 13.05% annualized return.

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PRGTX has a 0.95% expense ratio, which is higher than BUFEX's 0.93% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Technology Fund (PRGTX) and Buffalo Large Cap Fund (BUFEX). 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 PRGTX Sharpe Ratio is 0.51, which is comparable to the BUFEX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of PRGTX and BUFEX, 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 PRGTX nor BUFEX has paid dividends to shareholders.

The maximum PRGTX drawdown since its inception was -73.10%, which is greater than BUFEX's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for PRGTX and BUFEX. For additional features, visit the drawdowns tool.

T. Rowe Price Global Technology Fund (PRGTX) has a higher volatility of 17.00% compared to Buffalo Large Cap Fund (BUFEX) at 13.99%. This indicates that PRGTX's price experiences larger fluctuations and is considered to be riskier than BUFEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.