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PRGTX vs. PRSCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRGTX vs. PRSCX - 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 Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRGTX achieves a 23.62% return, which is significantly higher than PRSCX's 19.55% return. Over the past 10 years, PRGTX has underperformed PRSCX with an annualized return of 17.34%, while PRSCX has yielded a comparatively higher 20.54% annualized return.


PRGTX

1D
5.19%
1M
-5.99%
6M
20.57%
YTD
23.62%
1Y
40.50%
3Y*
30.64%
5Y*
6.46%
10Y*
17.34%
ALL TIME*
11.93%

PRSCX

1D
3.31%
1M
-3.85%
6M
10.61%
YTD
19.55%
1Y
38.20%
3Y*
29.12%
5Y*
14.74%
10Y*
20.54%
ALL TIME*
13.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PRGTX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRGTX
T. Rowe Price Global Technology Fund
23.62%27.28%33.12%55.92%-55.53%8.85%75.77%34.22%-10.07%47.09%
PRSCX
T. Rowe Price Science And Technology Fund
19.55%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Correlation

The correlation between PRGTX and PRSCX is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (10Y)
Provides a long-term view across more market conditions.

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2001

0.94

The correlation between PRGTX and PRSCX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

PRGTX vs. PRSCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PRGTX
PRGTX Risk / Return Rank: 5050
Overall Rank
PRGTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PRGTX Sortino Ratio Rank: 4343
Sortino Ratio Rank
PRGTX Omega Ratio Rank: 4747
Omega Ratio Rank
PRGTX Calmar Ratio Rank: 6161
Calmar Ratio Rank
PRGTX Martin Ratio Rank: 5050
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 4242
Overall Rank
PRSCX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 4242
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PRGTX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Technology Fund (PRGTX) and T. Rowe Price Science And Technology Fund (PRSCX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PRGTXPRSCXDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratioReturn relative to maximum drawdown

1.99

1.85

+0.14

Martin ratioReturn relative to average drawdown

6.74

5.45

+1.29

PRGTX vs. PRSCX - Sharpe Ratio Comparison

The current PRGTX Sharpe Ratio is 1.27, which is comparable to the PRSCX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of PRGTX and PRSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRGTX vs. PRSCX - Drawdown Comparison

The maximum PRGTX drawdown since its inception was -71.18%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for PRGTX and PRSCX.


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Drawdown Indicators


PRGTXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-71.18%

-85.26%

+14.08%

Max Drawdown (1Y)

Largest decline over 1 year

-18.50%

-20.17%

+1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-26.67%

-31.06%

+4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-65.29%

-46.19%

-19.10%

Max Drawdown (10Y)

Largest decline over 10 years

-65.29%

-46.19%

-19.10%

Current Drawdown

Current decline from peak

-14.26%

-17.52%

+3.26%

Average Drawdown

Average peak-to-trough decline

-21.45%

-29.81%

+8.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

6.75%

-1.30%

Volatility

PRGTX vs. PRSCX - Volatility Comparison

T. Rowe Price Global Technology Fund (PRGTX) and T. Rowe Price Science And Technology Fund (PRSCX) have volatilities of 11.71% and 11.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRGTXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.71%

11.29%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

25.46%

28.30%

-2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

29.02%

31.85%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.66%

29.35%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.83%

25.62%

+3.21%

PRGTX vs. PRSCX - Expense Ratio Comparison

PRGTX has a 0.93% expense ratio, which is higher than PRSCX's 0.80% expense ratio.


Dividends

PRGTX vs. PRSCX - Dividend Comparison

PRGTX has not paid dividends to shareholders, while PRSCX's dividend yield for the trailing twelve months is around 9.64%.


PositionTTM20252024202320222021202020192018201720162015
PRGTX
T. Rowe Price Global Technology Fund
0.00%0.00%0.00%0.00%3.28%27.71%5.05%0.15%24.67%15.81%9.46%10.03%
PRSCX
T. Rowe Price Science And Technology Fund
9.64%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%

Frequently Asked Questions


PRGTX and PRSCX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRGTX has higher volatility (11.71%) compared to PRSCX (11.29%). In terms of maximum drawdown, PRGTX dropped -71.18% vs PRSCX's -85.26%.

PRGTX currently has the higher Sharpe Ratio (1.27 vs 1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PRGTX and PRSCX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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