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PRGTX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PRGTXVIGAX
YTD Return22.21%20.73%
1Y Return39.27%32.75%
3Y Return (Ann)-9.06%7.97%
5Y Return (Ann)11.75%18.04%
10Y Return (Ann)14.05%15.09%
Sharpe Ratio1.751.90
Daily Std Dev22.37%17.30%
Max Drawdown-72.11%-50.66%
Current Drawdown-30.48%-4.50%

Correlation

-0.50.00.51.00.9

The correlation between PRGTX and VIGAX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

PRGTX vs. VIGAX - Performance Comparison

In the year-to-date period, PRGTX achieves a 22.21% return, which is significantly higher than VIGAX's 20.73% return. Over the past 10 years, PRGTX has underperformed VIGAX with an annualized return of 14.05%, while VIGAX has yielded a comparatively higher 15.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
5.34%
8.25%
PRGTX
VIGAX

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PRGTX vs. VIGAX - Expense Ratio Comparison

PRGTX has a 0.95% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


PRGTX
T. Rowe Price Global Technology Fund
Expense ratio chart for PRGTX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

PRGTX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Technology Fund (PRGTX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


PRGTX
Sharpe ratio
The chart of Sharpe ratio for PRGTX, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.005.001.75
Sortino ratio
The chart of Sortino ratio for PRGTX, currently valued at 2.33, compared to the broader market0.005.0010.002.33
Omega ratio
The chart of Omega ratio for PRGTX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for PRGTX, currently valued at 0.74, compared to the broader market0.005.0010.0015.0020.000.74
Martin ratio
The chart of Martin ratio for PRGTX, currently valued at 8.10, compared to the broader market0.0020.0040.0060.0080.00100.008.10
VIGAX
Sharpe ratio
The chart of Sharpe ratio for VIGAX, currently valued at 1.90, compared to the broader market-1.000.001.002.003.004.005.001.90
Sortino ratio
The chart of Sortino ratio for VIGAX, currently valued at 2.50, compared to the broader market0.005.0010.002.50
Omega ratio
The chart of Omega ratio for VIGAX, currently valued at 1.34, compared to the broader market1.002.003.004.001.34
Calmar ratio
The chart of Calmar ratio for VIGAX, currently valued at 1.76, compared to the broader market0.005.0010.0015.0020.001.76
Martin ratio
The chart of Martin ratio for VIGAX, currently valued at 9.40, compared to the broader market0.0020.0040.0060.0080.00100.009.40

PRGTX vs. VIGAX - Sharpe Ratio Comparison

The current PRGTX Sharpe Ratio is 1.75, which roughly equals the VIGAX Sharpe Ratio of 1.90. The chart below compares the 12-month rolling Sharpe Ratio of PRGTX and VIGAX.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.75
1.90
PRGTX
VIGAX

Dividends

PRGTX vs. VIGAX - Dividend Comparison

PRGTX has not paid dividends to shareholders, while VIGAX's dividend yield for the trailing twelve months is around 0.49%.


TTM20232022202120202019201820172016201520142013
PRGTX
T. Rowe Price Global Technology Fund
0.00%0.00%3.28%27.51%5.05%0.07%24.67%15.81%9.46%10.03%26.70%10.76%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.49%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

PRGTX vs. VIGAX - Drawdown Comparison

The maximum PRGTX drawdown since its inception was -72.11%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for PRGTX and VIGAX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-30.48%
-4.50%
PRGTX
VIGAX

Volatility

PRGTX vs. VIGAX - Volatility Comparison

T. Rowe Price Global Technology Fund (PRGTX) has a higher volatility of 7.87% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 5.53%. This indicates that PRGTX's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
7.87%
5.53%
PRGTX
VIGAX