PRGTX vs. PRHSX

In the year-to-date period, PRGTX achieves a 36.57% return, which is significantly higher than PRHSX's -8.25% return. Over the past 10 years, PRGTX has outperformed PRHSX with an annualized return of 5.54%, while PRHSX has yielded a comparatively lower 1.66% annualized return.

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PRGTX has a 0.95% expense ratio, which is higher than PRHSX's 0.80% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Technology Fund (PRGTX) and T. Rowe Price Health Sciences Fund (PRHSX). 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 higher than the PRHSX Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of PRGTX and PRHSX, 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 PRHSX has paid dividends to shareholders.

The maximum PRGTX drawdown since its inception was -73.10%, which is greater than PRHSX's maximum drawdown of -47.79%. Use the drawdown chart below to compare losses from any high point for PRGTX and PRHSX. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Global Technology Fund (PRGTX) is 5.38%, while T. Rowe Price Health Sciences Fund (PRHSX) has a volatility of 12.44%. This indicates that PRGTX experiences smaller price fluctuations and is considered to be less risky than PRHSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.