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PRHSX vs. FBTTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRHSX vs. FBTTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Health Sciences Fund (PRHSX) and Fidelity Advisor Biotechnology Fund Class M (FBTTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRHSX achieves a -5.57% return, which is significantly lower than FBTTX's 2.00% return. Both investments have delivered pretty close results over the past 10 years, with PRHSX having a 11.80% annualized return and FBTTX not far behind at 11.38%.


PRHSX

1D
-0.16%
1M
-1.85%
YTD
-5.57%
6M
19.35%
1Y
36.53%
3Y*
10.42%
5Y*
5.67%
10Y*
11.80%

FBTTX

1D
-0.32%
1M
0.79%
YTD
2.00%
6M
14.67%
1Y
65.63%
3Y*
20.25%
5Y*
8.60%
10Y*
11.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRHSX vs. FBTTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRHSX
T. Rowe Price Health Sciences Fund
-5.57%33.71%1.82%3.03%-12.22%13.50%30.19%37.88%1.08%28.04%
FBTTX
Fidelity Advisor Biotechnology Fund Class M
2.00%39.21%5.08%10.43%-8.22%-3.35%31.82%25.39%-4.19%25.37%

Correlation

The correlation between PRHSX and FBTTX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


PRHSX vs. FBTTX - Expense Ratio Comparison

PRHSX has a 0.80% expense ratio, which is lower than FBTTX's 1.28% expense ratio.


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Return for Risk

PRHSX vs. FBTTX — Risk / Return Rank

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

PRHSX
PRHSX Risk / Return Rank: 6363
Overall Rank
PRHSX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
PRHSX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PRHSX Omega Ratio Rank: 5757
Omega Ratio Rank
PRHSX Calmar Ratio Rank: 7878
Calmar Ratio Rank
PRHSX Martin Ratio Rank: 5454
Martin Ratio Rank

FBTTX
FBTTX Risk / Return Rank: 9090
Overall Rank
FBTTX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FBTTX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FBTTX Omega Ratio Rank: 8080
Omega Ratio Rank
FBTTX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FBTTX Martin Ratio Rank: 9696
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.

PRHSX vs. FBTTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Health Sciences Fund (PRHSX) and Fidelity Advisor Biotechnology Fund Class M (FBTTX). 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.


PRHSXFBTTXDifference

Sharpe ratio

Return per unit of total volatility

1.20

2.03

-0.82

Sortino ratio

Return per unit of downside risk

2.04

2.64

-0.60

Omega ratio

Gain probability vs. loss probability

1.26

1.34

-0.08

Calmar ratio

Return relative to maximum drawdown

2.25

4.03

-1.79

Martin ratio

Return relative to average drawdown

6.77

15.45

-8.68

PRHSX vs. FBTTX - Sharpe Ratio Comparison

The current PRHSX Sharpe Ratio is 1.20, which is lower than the FBTTX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of PRHSX and FBTTX, 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


PRHSXFBTTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.03

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.37

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.46

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.30

+0.34

Drawdowns

PRHSX vs. FBTTX - Drawdown Comparison

The maximum PRHSX drawdown since its inception was -42.96%, smaller than the maximum FBTTX drawdown of -63.75%. Use the drawdown chart below to compare losses from any high point for PRHSX and FBTTX.


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Drawdown Indicators


PRHSXFBTTXDifference

Max Drawdown

Largest peak-to-trough decline

-42.96%

-63.75%

+20.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-8.61%

-4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-27.61%

-36.64%

+9.03%

Max Drawdown (10Y)

Largest decline over 10 years

-28.97%

-39.04%

+10.07%

Current Drawdown

Current decline from peak

-8.53%

-2.78%

-5.75%

Average Drawdown

Average peak-to-trough decline

-8.75%

-21.95%

+13.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.25%

3.54%

+0.71%

Volatility

PRHSX vs. FBTTX - Volatility Comparison

The current volatility for T. Rowe Price Health Sciences Fund (PRHSX) is 6.58%, while Fidelity Advisor Biotechnology Fund Class M (FBTTX) has a volatility of 8.90%. This indicates that PRHSX experiences smaller price fluctuations and is considered to be less risky than FBTTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRHSXFBTTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

8.90%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

16.20%

16.93%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

22.51%

25.62%

-3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

23.30%

-5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

24.57%

-4.89%

Dividends

PRHSX vs. FBTTX - Dividend Comparison

PRHSX's dividend yield for the trailing twelve months is around 25.47%, more than FBTTX's 1.50% yield.


TTM20252024202320222021202020192018201720162015
PRHSX
T. Rowe Price Health Sciences Fund
25.47%24.06%12.89%5.21%1.77%7.46%7.16%12.29%6.57%7.43%4.55%11.34%
FBTTX
Fidelity Advisor Biotechnology Fund Class M
1.50%1.53%6.41%0.93%0.00%21.60%8.79%7.10%2.64%0.00%0.00%5.42%