PRGTX vs. PREFX

In the year-to-date period, PRGTX achieves a -0.10% return, which is significantly lower than PREFX's 0.33% return. Both investments have delivered pretty close results over the past 10 years, with PRGTX having a 13.81% annualized return and PREFX not far ahead at 13.97%.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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 0.32, which is lower than the PREFX Sharpe Ratio of 0.58. 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.

PRGTX has not paid dividends to shareholders, while PREFX's dividend yield for the trailing twelve months is around 0.85%.

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

T. Rowe Price Global Technology Fund (PRGTX) has a higher volatility of 6.55% compared to T. Rowe Price Tax-Efficient Equity Fund (PREFX) at 5.45%. 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.