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PRGTX vs. DRGTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRGTX and DRGTX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

PRGTX vs. DRGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Technology Fund (PRGTX) and Virtus Technology Fund (DRGTX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
124.33%
36.32%
PRGTX
DRGTX

Key characteristics

Sharpe Ratio

PRGTX:

0.51

DRGTX:

0.45

Sortino Ratio

PRGTX:

0.90

DRGTX:

0.83

Omega Ratio

PRGTX:

1.12

DRGTX:

1.11

Calmar Ratio

PRGTX:

0.28

DRGTX:

0.35

Martin Ratio

PRGTX:

1.87

DRGTX:

1.51

Ulcer Index

PRGTX:

8.34%

DRGTX:

9.55%

Daily Std Dev

PRGTX:

30.36%

DRGTX:

32.45%

Max Drawdown

PRGTX:

-73.10%

DRGTX:

-83.33%

Current Drawdown

PRGTX:

-46.50%

DRGTX:

-28.98%

Returns By Period

In the year-to-date period, PRGTX achieves a -7.05% return, which is significantly higher than DRGTX's -8.76% return. Over the past 10 years, PRGTX has outperformed DRGTX with an annualized return of 3.75%, while DRGTX has yielded a comparatively lower 2.84% annualized return.


PRGTX

YTD

-7.05%

1M

17.52%

6M

-4.20%

1Y

8.93%

5Y*

1.75%

10Y*

3.75%

DRGTX

YTD

-8.76%

1M

20.60%

6M

-3.51%

1Y

7.86%

5Y*

2.82%

10Y*

2.84%

*Annualized

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PRGTX vs. DRGTX - Expense Ratio Comparison

PRGTX has a 0.95% expense ratio, which is lower than DRGTX's 1.16% expense ratio.


Risk-Adjusted Performance

PRGTX vs. DRGTX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRGTX
The Risk-Adjusted Performance Rank of PRGTX is 4646
Overall Rank
The Sharpe Ratio Rank of PRGTX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of PRGTX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of PRGTX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of PRGTX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of PRGTX is 4949
Martin Ratio Rank

DRGTX
The Risk-Adjusted Performance Rank of DRGTX is 4444
Overall Rank
The Sharpe Ratio Rank of DRGTX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of DRGTX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of DRGTX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of DRGTX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of DRGTX is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRGTX vs. DRGTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Technology Fund (PRGTX) and Virtus Technology Fund (DRGTX). 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 DRGTX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of PRGTX and DRGTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.51
0.45
PRGTX
DRGTX

Dividends

PRGTX vs. DRGTX - Dividend Comparison

Neither PRGTX nor DRGTX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PRGTX
T. Rowe Price Global Technology Fund
0.00%0.00%0.00%3.28%27.71%5.05%0.07%24.67%15.81%9.46%10.03%26.70%
DRGTX
Virtus Technology Fund
0.00%0.00%0.00%18.86%28.27%16.84%17.12%21.77%16.26%5.15%15.96%18.98%

Drawdowns

PRGTX vs. DRGTX - Drawdown Comparison

The maximum PRGTX drawdown since its inception was -73.10%, smaller than the maximum DRGTX drawdown of -83.33%. Use the drawdown chart below to compare losses from any high point for PRGTX and DRGTX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%December2025FebruaryMarchAprilMay
-46.50%
-28.98%
PRGTX
DRGTX

Volatility

PRGTX vs. DRGTX - Volatility Comparison

The current volatility for T. Rowe Price Global Technology Fund (PRGTX) is 17.00%, while Virtus Technology Fund (DRGTX) has a volatility of 18.44%. This indicates that PRGTX experiences smaller price fluctuations and is considered to be less risky than DRGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
17.00%
18.44%
PRGTX
DRGTX