PRGTX vs. PRSCX

In the year-to-date period, PRGTX achieves a 0.96% return, which is significantly higher than PRSCX's -6.51% return. Over the past 10 years, PRGTX has outperformed PRSCX with an annualized return of 4.46%, while PRSCX has yielded a comparatively lower 2.06% annualized return.

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PRGTX has a 0.95% expense ratio, which is higher than PRSCX's 0.84% expense ratio.

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.

The current PRGTX Sharpe Ratio is 0.62, which is higher than the PRSCX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of PRGTX and PRSCX, 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 PRSCX's dividend yield for the trailing twelve months is around 10.09%.

The maximum PRGTX drawdown since its inception was -73.10%, smaller than the maximum PRSCX drawdown of -87.38%. Use the drawdown chart below to compare losses from any high point for PRGTX and PRSCX. For additional features, visit the drawdowns tool.

T. Rowe Price Global Technology Fund (PRGTX) has a higher volatility of 8.57% compared to T. Rowe Price Science And Technology Fund (PRSCX) at 8.15%. This indicates that PRGTX's price experiences larger fluctuations and is considered to be riskier than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.