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

Correlation

The correlation between PRGTX and PREFX 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. PREFX - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%December2025FebruaryMarchAprilMay
122.78%
599.71%
PRGTX
PREFX

Key characteristics

Sharpe Ratio

PRGTX:

0.51

PREFX:

0.64

Sortino Ratio

PRGTX:

0.90

PREFX:

1.04

Omega Ratio

PRGTX:

1.12

PREFX:

1.15

Calmar Ratio

PRGTX:

0.28

PREFX:

0.69

Martin Ratio

PRGTX:

1.87

PREFX:

2.38

Ulcer Index

PRGTX:

8.34%

PREFX:

6.62%

Daily Std Dev

PRGTX:

30.36%

PREFX:

24.56%

Max Drawdown

PRGTX:

-73.10%

PREFX:

-56.70%

Current Drawdown

PRGTX:

-46.50%

PREFX:

-9.72%

Returns By Period

In the year-to-date period, PRGTX achieves a -7.05% return, which is significantly lower than PREFX's -5.28% return. Over the past 10 years, PRGTX has underperformed PREFX with an annualized return of 3.75%, while PREFX has yielded a comparatively higher 12.13% annualized return.


PRGTX

YTD

-7.05%

1M

17.52%

6M

-4.20%

1Y

8.93%

5Y*

1.75%

10Y*

3.75%

PREFX

YTD

-5.28%

1M

15.66%

6M

-2.31%

1Y

10.82%

5Y*

13.91%

10Y*

12.13%

*Annualized

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PRGTX vs. PREFX - Expense Ratio Comparison

PRGTX has a 0.95% expense ratio, which is higher than PREFX's 0.76% expense ratio.


Risk-Adjusted Performance

PRGTX vs. PREFX — 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

PREFX
The Risk-Adjusted Performance Rank of PREFX is 5959
Overall Rank
The Sharpe Ratio Rank of PREFX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of PREFX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of PREFX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of PREFX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of PREFX is 5757
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. PREFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Technology Fund (PRGTX) and T. Rowe Price Tax-Efficient Equity Fund (PREFX). 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 PREFX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of PRGTX and PREFX, 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.51
0.64
PRGTX
PREFX

Dividends

PRGTX vs. PREFX - Dividend Comparison

PRGTX has not paid dividends to shareholders, while PREFX's dividend yield for the trailing twelve months is around 0.90%.


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%
PREFX
T. Rowe Price Tax-Efficient Equity Fund
0.90%0.85%0.61%0.88%2.09%1.98%0.55%1.36%3.08%0.22%0.55%4.27%

Drawdowns

PRGTX vs. PREFX - Drawdown Comparison

The maximum PRGTX drawdown since its inception was -73.10%, which is greater than PREFX's maximum drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for PRGTX and PREFX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-46.50%
-9.72%
PRGTX
PREFX

Volatility

PRGTX vs. PREFX - Volatility Comparison

T. Rowe Price Global Technology Fund (PRGTX) has a higher volatility of 17.00% compared to T. Rowe Price Tax-Efficient Equity Fund (PREFX) at 15.04%. This indicates that PRGTX's price experiences larger fluctuations and is considered to be riskier than PREFX 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%
15.04%
PRGTX
PREFX