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PRGTX vs. VGT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRGTX vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Technology Fund (PRGTX) and Vanguard Information Technology ETF (VGT). 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 VGT's 20.36% return. Over the past 10 years, PRGTX has underperformed VGT with an annualized return of 17.34%, while VGT has yielded a comparatively higher 24.06% 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%

VGT

1D
-0.38%
1M
-1.30%
6M
21.30%
YTD
20.36%
1Y
34.81%
3Y*
26.48%
5Y*
17.81%
10Y*
24.06%
ALL TIME*
14.84%
*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
$440.89M$515.41M$573.34M

PRGTX vs. VGT - 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%
VGT
Vanguard Information Technology ETF
20.36%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Correlation

The correlation between PRGTX and VGT is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.


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

0.96

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

0.95

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

0.91

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2004

0.90

The correlation between PRGTX and VGT has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

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Return for Risk

PRGTX vs. VGT — 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

VGT
VGT Risk / Return Rank: 5252
Overall Rank
VGT Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 5252
Sortino Ratio Rank
VGT Omega Ratio Rank: 5050
Omega Ratio Rank
VGT Calmar Ratio Rank: 5555
Calmar Ratio Rank
VGT Martin Ratio Rank: 4646
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. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Technology Fund (PRGTX) and Vanguard Information Technology ETF (VGT). 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.


PRGTXVGTDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.23

1.23

+0.01

Calmar ratioReturn relative to maximum drawdown

1.99

1.94

+0.05

Martin ratioReturn relative to average drawdown

6.74

5.23

+1.51

PRGTX vs. VGT - Sharpe Ratio Comparison

The current PRGTX Sharpe Ratio is 1.27, which is comparable to the VGT Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of PRGTX and VGT, 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. VGT - Drawdown Comparison

The maximum PRGTX drawdown since its inception was -71.18%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for PRGTX and VGT.


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Drawdown Indicators


PRGTXVGTDifference

Max Drawdown

Largest peak-to-trough decline

-71.18%

-54.63%

-16.55%

Max Drawdown (1Y)

Largest decline over 1 year

-18.50%

-16.40%

-2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-26.67%

-27.23%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-65.29%

-35.07%

-30.22%

Max Drawdown (10Y)

Largest decline over 10 years

-65.29%

-35.07%

-30.22%

Current Drawdown

Current decline from peak

-14.26%

-9.93%

-4.33%

Average Drawdown

Average peak-to-trough decline

-21.45%

-7.95%

-13.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

6.07%

-0.62%

Volatility

PRGTX vs. VGT - Volatility Comparison

T. Rowe Price Global Technology Fund (PRGTX) has a higher volatility of 11.71% compared to Vanguard Information Technology ETF (VGT) at 8.42%. This indicates that PRGTX's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRGTXVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.71%

8.42%

+3.29%

Volatility (6M)

Calculated over the trailing 6-month period

25.46%

20.14%

+5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

29.02%

24.28%

+4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.66%

25.83%

+6.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.83%

24.89%

+3.94%

PRGTX vs. VGT - Expense Ratio Comparison

PRGTX has a 0.93% expense ratio, which is higher than VGT's 0.09% expense ratio.


Dividends

PRGTX vs. VGT - Dividend Comparison

PRGTX has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.38%.


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%
VGT
Vanguard Information Technology ETF
0.38%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Frequently Asked Questions


With a correlation of 0.95, PRGTX and VGT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PRGTX has higher volatility (11.71%) compared to VGT (8.42%). In terms of maximum drawdown, PRGTX dropped -71.18% vs VGT's -54.63%.

VGT currently has the higher Sharpe Ratio (1.31 vs 1.27), 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 VGT

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