PRGTX vs. PREFX

In the year-to-date period, PRGTX achieves a 36.57% return, which is significantly higher than PREFX's 34.49% return. Over the past 10 years, PRGTX has underperformed PREFX with an annualized return of 5.54%, while PREFX has yielded a comparatively higher 13.70% annualized return.

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

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 1.63, which is comparable to the PREFX Sharpe Ratio of 2.03. 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.

Neither PRGTX nor PREFX has paid dividends to shareholders.

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.

T. Rowe Price Global Technology Fund (PRGTX) has a higher volatility of 5.38% compared to T. Rowe Price Tax-Efficient Equity Fund (PREFX) at 5.04%. 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.