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PRGTX vs. PCT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRGTX vs. PCT.L - Performance Comparison

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

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PRGTX vs. PCT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRGTX
T. Rowe Price Global Technology Fund
-7.19%27.28%33.12%55.92%-55.53%8.85%75.77%34.22%-10.07%47.09%
PCT.L
Polar Capital Technology Trust
1.74%43.19%32.06%58.46%-43.56%17.28%49.79%49.42%-8.40%47.10%
Different Trading Currencies

PRGTX is traded in USD, while PCT.L is traded in GBp. To make them comparable, the PCT.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PRGTX achieves a -7.19% return, which is significantly lower than PCT.L's 1.74% return. Over the past 10 years, PRGTX has underperformed PCT.L with an annualized return of 15.10%, while PCT.L has yielded a comparatively higher 22.60% annualized return.


PRGTX

1D
-1.60%
1M
-9.81%
YTD
-7.19%
6M
-5.41%
1Y
32.83%
3Y*
25.62%
5Y*
3.37%
10Y*
15.10%

PCT.L

1D
1.09%
1M
-7.79%
YTD
1.74%
6M
7.99%
1Y
71.04%
3Y*
37.08%
5Y*
15.55%
10Y*
22.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PRGTX vs. PCT.L — Risk / Return Rank

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

PRGTX
PRGTX Risk / Return Rank: 7171
Overall Rank
PRGTX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PRGTX Sortino Ratio Rank: 7070
Sortino Ratio Rank
PRGTX Omega Ratio Rank: 6666
Omega Ratio Rank
PRGTX Calmar Ratio Rank: 8484
Calmar Ratio Rank
PRGTX Martin Ratio Rank: 6969
Martin Ratio Rank

PCT.L
PCT.L Risk / Return Rank: 9595
Overall Rank
PCT.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PCT.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
PCT.L Omega Ratio Rank: 9393
Omega Ratio Rank
PCT.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
PCT.L Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRGTX vs. PCT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Technology Fund (PRGTX) and Polar Capital Technology Trust (PCT.L). 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.


PRGTXPCT.LDifference

Sharpe ratio

Return per unit of total volatility

1.16

2.67

-1.51

Sortino ratio

Return per unit of downside risk

1.72

3.31

-1.59

Omega ratio

Gain probability vs. loss probability

1.24

1.44

-0.20

Calmar ratio

Return relative to maximum drawdown

2.06

4.65

-2.59

Martin ratio

Return relative to average drawdown

6.49

18.21

-11.71

PRGTX vs. PCT.L - Sharpe Ratio Comparison

The current PRGTX Sharpe Ratio is 1.16, which is lower than the PCT.L Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of PRGTX and PCT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRGTXPCT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

2.67

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.58

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.87

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.58

-0.18

Correlation

The correlation between PRGTX and PCT.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRGTX vs. PCT.L - Dividend Comparison

Neither PRGTX nor PCT.L has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
PRGTX
T. Rowe Price Global Technology Fund
0.00%0.00%0.00%0.00%3.28%27.71%5.05%0.15%24.67%15.81%9.46%10.03%
PCT.L
Polar Capital Technology Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRGTX vs. PCT.L - Drawdown Comparison

The maximum PRGTX drawdown since its inception was -71.18%, which is greater than PCT.L's maximum drawdown of -63.48%. Use the drawdown chart below to compare losses from any high point for PRGTX and PCT.L.


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Drawdown Indicators


PRGTXPCT.LDifference

Max Drawdown

Largest peak-to-trough decline

-71.18%

-84.10%

+12.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-12.80%

-1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-65.29%

-37.89%

-27.40%

Max Drawdown (10Y)

Largest decline over 10 years

-65.29%

-37.89%

-27.40%

Current Drawdown

Current decline from peak

-13.06%

-8.57%

-4.49%

Average Drawdown

Average peak-to-trough decline

-21.68%

-30.35%

+8.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

3.50%

+0.94%

Volatility

PRGTX vs. PCT.L - Volatility Comparison

T. Rowe Price Global Technology Fund (PRGTX) has a higher volatility of 8.97% compared to Polar Capital Technology Trust (PCT.L) at 8.35%. This indicates that PRGTX's price experiences larger fluctuations and is considered to be riskier than PCT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRGTXPCT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.97%

8.35%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

17.69%

18.00%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

27.78%

26.73%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.74%

26.70%

+5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.17%

25.97%

+2.20%