PRGTX vs. PRMTX

In the year-to-date period, PRGTX achieves a 33.63% return, which is significantly lower than PRMTX's 39.05% return. Over the past 10 years, PRGTX has underperformed PRMTX with an annualized return of 2.62%, while PRMTX has yielded a comparatively higher 8.71% annualized return.

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PRGTX has a 0.95% expense ratio, which is higher than PRMTX's 0.77% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Technology Fund (PRGTX) and T. Rowe Price Communications & Technology Fund (PRMTX). 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 1.74, which is comparable to the PRMTX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of PRGTX and PRMTX, 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 PRMTX's dividend yield for the trailing twelve months is around 0.14%.

The maximum PRGTX drawdown since its inception was -73.10%, roughly equal to the maximum PRMTX drawdown of -75.22%. Use the drawdown chart below to compare losses from any high point for PRGTX and PRMTX. For additional features, visit the drawdowns tool.

T. Rowe Price Global Technology Fund (PRGTX) has a higher volatility of 5.74% compared to T. Rowe Price Communications & Technology Fund (PRMTX) at 4.17%. This indicates that PRGTX's price experiences larger fluctuations and is considered to be riskier than PRMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.