PRGTX vs. DRGTX

In the year-to-date period, PRGTX achieves a -1.44% return, which is significantly higher than DRGTX's -2.09% return. Over the past 10 years, PRGTX has underperformed DRGTX with an annualized return of 13.59%, while DRGTX has yielded a comparatively higher 17.52% annualized return.

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

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 0.36, which is comparable to the DRGTX Sharpe Ratio of 0.42. 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.

Neither PRGTX nor DRGTX has paid dividends to shareholders.

The maximum PRGTX drawdown since its inception was -72.11%, 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.

The current volatility for T. Rowe Price Global Technology Fund (PRGTX) is 6.28%, while Virtus Technology Fund (DRGTX) has a volatility of 7.13%. 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.