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PRGTX vs. TRBCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRGTX vs. TRBCX - 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 Blue Chip Growth Fund (TRBCX). 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 44.18% return, which is significantly higher than TRBCX's 5.48% return. Over the past 10 years, PRGTX has outperformed TRBCX with an annualized return of 19.61%, while TRBCX has yielded a comparatively lower 17.69% annualized return.


PRGTX

1D
1.35%
1M
20.72%
YTD
44.18%
6M
43.53%
1Y
79.97%
3Y*
40.07%
5Y*
12.30%
10Y*
19.61%

TRBCX

1D
-0.69%
1M
5.17%
YTD
5.48%
6M
5.64%
1Y
22.08%
3Y*
28.80%
5Y*
13.81%
10Y*
17.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRGTX vs. TRBCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRGTX
T. Rowe Price Global Technology Fund
44.18%27.28%33.12%55.92%-55.53%8.85%75.77%34.22%-10.07%47.09%
TRBCX
T. Rowe Price Blue Chip Growth Fund
5.48%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%

Correlation

The correlation between PRGTX and TRBCX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2001

0.88

The correlation between PRGTX and TRBCX has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.

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Return for Risk

PRGTX vs. TRBCX — Risk / Return Rank

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

PRGTX
PRGTX Risk / Return Rank: 9292
Overall Rank
PRGTX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
PRGTX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PRGTX Omega Ratio Rank: 8686
Omega Ratio Rank
PRGTX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PRGTX Martin Ratio Rank: 9393
Martin Ratio Rank

TRBCX
TRBCX Risk / Return Rank: 1919
Overall Rank
TRBCX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 2222
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1414
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 1616
Martin Ratio Rank
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. TRBCX - 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 Blue Chip Growth Fund (TRBCX). 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.


PRGTXTRBCXDifference

Sharpe ratio

Return per unit of total volatility

3.57

1.37

+2.20

Sortino ratio

Return per unit of downside risk

4.18

1.87

+2.31

Omega ratio

Gain probability vs. loss probability

1.58

1.25

+0.34

Calmar ratio

Return relative to maximum drawdown

6.32

1.34

+4.98

Martin ratio

Return relative to average drawdown

19.93

4.54

+15.39

PRGTX vs. TRBCX - Sharpe Ratio Comparison

The current PRGTX Sharpe Ratio is 3.57, which is higher than the TRBCX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of PRGTX and TRBCX, 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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Sharpe Ratios by Period


PRGTXTRBCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.57

1.37

+2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.58

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.78

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.60

-0.13

Drawdowns

PRGTX vs. TRBCX - Drawdown Comparison

The maximum PRGTX drawdown since its inception was -71.18%, which is greater than TRBCX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for PRGTX and TRBCX.


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Drawdown Indicators


PRGTXTRBCXDifference

Max Drawdown

Largest peak-to-trough decline

-71.18%

-54.56%

-16.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.06%

-17.01%

+3.95%

Max Drawdown (3Y)

Largest decline over 3 years

-26.67%

-23.08%

-3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-65.29%

-43.63%

-21.66%

Max Drawdown (10Y)

Largest decline over 10 years

-65.29%

-43.63%

-21.66%

Current Drawdown

Current decline from peak

0.00%

-0.69%

+0.69%

Average Drawdown

Average peak-to-trough decline

-21.54%

-11.31%

-10.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

5.01%

-0.88%

Volatility

PRGTX vs. TRBCX - Volatility Comparison

T. Rowe Price Global Technology Fund (PRGTX) has a higher volatility of 8.26% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 3.57%. This indicates that PRGTX's price experiences larger fluctuations and is considered to be riskier than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRGTXTRBCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

3.57%

+4.69%

Volatility (6M)

Calculated over the trailing 6-month period

18.69%

13.37%

+5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

23.11%

16.66%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.80%

24.03%

+7.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.39%

22.79%

+5.60%

PRGTX vs. TRBCX - Expense Ratio Comparison

PRGTX has a 0.95% expense ratio, which is higher than TRBCX's 0.69% expense ratio.


Dividends

PRGTX vs. TRBCX - Dividend Comparison

PRGTX has not paid dividends to shareholders, while TRBCX's dividend yield for the trailing twelve months is around 4.97%.


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%
TRBCX
T. Rowe Price Blue Chip Growth Fund
4.97%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%

Frequently Asked Questions


PRGTX and TRBCX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRGTX has higher volatility (8.26%) compared to TRBCX (3.57%). In terms of maximum drawdown, PRGTX dropped -71.18% vs TRBCX's -54.56%.

PRGTX currently has the higher Sharpe Ratio (3.57 vs 1.37), 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.

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