PRGTX vs. PRSCX

Last updated Jun 24, 2026

PRGTX (T. Rowe Price Global Technology Fund) and PRSCX (T. Rowe Price Science And Technology Fund) are both Technology Equities funds from T. Rowe Price. Over the past 10 years, PRGTX returned 20.21%/yr vs 23.83%/yr for PRSCX. Their correlation of 0.94 suggests significant overlap in exposure. PRGTX charges 0.95%/yr vs 0.80%/yr for PRSCX.

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.

Returns By Period

In the year-to-date period, PRGTX achieves a 42.49% return, which is significantly lower than PRSCX's 44.94% return. Over the past 10 years, PRGTX has underperformed PRSCX with an annualized return of 20.21%, while PRSCX has yielded a comparatively higher 23.83% annualized return.

PRGTX

• 1D: 0.45%
• 1M: 7.41%
• YTD: 42.49%
• 6M: 42.54%
• 1Y: 73.93%
• 3Y*: 39.48%
• 5Y*: 9.67%
• 10Y*: 20.21%

PRSCX

• 1D: 2.00%
• 1M: 11.82%
• YTD: 44.94%
• 6M: 43.01%
• 1Y: 81.29%
• 3Y*: 41.32%
• 5Y*: 18.56%
• 10Y*: 23.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRGTX vs. PRSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRGTX T. Rowe Price Global Technology Fund	42.49%	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	44.94%	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 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	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 0.89 to 0.94 - a consistent structural relationship.

Return for Risk

PRGTX vs. PRSCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRGTX

PRGTX Risk / Return Rank: 88
PRGTX Sharpe Ratio Rank: 93
PRGTX Sortino Ratio Rank: 79
PRGTX Omega Ratio Rank: 81
PRGTX Calmar Ratio Rank: 96
PRGTX Martin Ratio Rank: 92

PRSCX

PRSCX Risk / Return Rank: 89
PRSCX Sharpe Ratio Rank: 96
PRSCX Sortino Ratio Rank: 83
PRSCX Omega Ratio Rank: 83
PRSCX Calmar Ratio Rank: 93
PRSCX Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	PRGTX	PRSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.92	3.15	-0.22
Sortino ratio: Return per unit of downside risk	3.42	3.61	-0.20
Omega ratio: Gain probability vs. loss probability	1.49	1.51	-0.01
Calmar ratio: Return relative to maximum drawdown	5.81	4.84	+0.97
Martin ratio: Return relative to average drawdown	17.27	17.24	+0.02

PRGTX vs. PRSCX - Sharpe Ratio Comparison

The current PRGTX Sharpe Ratio is 2.92, which is comparable to the PRSCX Sharpe Ratio of 3.15. 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.

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.

Drawdown Indicators

	PRGTX	PRSCX	Difference
Max Drawdown Largest peak-to-trough decline	-71.18%	-85.26%	+14.08%
Max Drawdown (1Y) Largest decline over 1 year	-13.06%	-17.99%	+4.93%
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	-1.18%	0.00%	-1.18%
Average Drawdown Average peak-to-trough decline	-21.50%	-29.85%	+8.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.38%	4.97%	-0.59%

Volatility

PRGTX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price Global Technology Fund (PRGTX) is 13.28%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 15.43%. This indicates that PRGTX experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRGTX	PRSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.28%	15.43%	-2.15%
Volatility (6M) Calculated over the trailing 6-month period	21.87%	23.96%	-2.09%
Volatility (1Y) Calculated over the trailing 1-year period	25.99%	27.72%	-1.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.18%	28.53%	+3.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.64%	25.19%	+3.45%

PRGTX vs. PRSCX - Expense Ratio Comparison

PRGTX has a 0.95% 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 7.95%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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	7.95%	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

Can I hold both PRGTX and PRSCX in my portfolio?

PRGTX and PRSCX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRGTX or PRSCX?

PRSCX has higher volatility (15.43%) compared to PRGTX (13.28%). In terms of maximum drawdown, PRGTX dropped -71.18% vs PRSCX's -85.26%.

Which has better risk-adjusted returns?

PRSCX currently has the higher Sharpe Ratio (3.15 vs 2.92), 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.