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PRHSX vs. FIJYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRHSX vs. FIJYX - 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 Z (FIJYX). The values are adjusted to include any dividend payments, if applicable.

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PRHSX vs. FIJYX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PRHSX
T. Rowe Price Health Sciences Fund
-6.24%33.71%1.82%3.03%-12.22%13.50%30.19%37.88%-12.28%
FIJYX
Fidelity Advisor Biotechnology Fund Class Z
2.35%40.09%0.03%11.19%-7.60%-2.76%32.72%26.25%-11.45%

Returns By Period

In the year-to-date period, PRHSX achieves a -6.24% return, which is significantly lower than FIJYX's 2.35% return.


PRHSX

1D
3.78%
1M
-4.81%
YTD
-6.24%
6M
20.54%
1Y
27.86%
3Y*
10.42%
5Y*
5.52%
10Y*
11.84%

FIJYX

1D
5.06%
1M
-0.73%
YTD
2.35%
6M
15.76%
1Y
55.98%
3Y*
18.69%
5Y*
8.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRHSX vs. FIJYX - Expense Ratio Comparison

PRHSX has a 0.80% expense ratio, which is higher than FIJYX's 0.61% expense ratio.


Return for Risk

PRHSX vs. FIJYX — Risk / Return Rank

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

PRHSX
PRHSX Risk / Return Rank: 6767
Overall Rank
PRHSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PRHSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
PRHSX Omega Ratio Rank: 6262
Omega Ratio Rank
PRHSX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PRHSX Martin Ratio Rank: 5959
Martin Ratio Rank

FIJYX
FIJYX Risk / Return Rank: 8989
Overall Rank
FIJYX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FIJYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FIJYX Omega Ratio Rank: 8080
Omega Ratio Rank
FIJYX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FIJYX Martin Ratio Rank: 9494
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. FIJYX - 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 Z (FIJYX). 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.


PRHSXFIJYXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.96

-0.83

Sortino ratio

Return per unit of downside risk

1.93

2.56

-0.63

Omega ratio

Gain probability vs. loss probability

1.25

1.33

-0.08

Calmar ratio

Return relative to maximum drawdown

1.94

3.20

-1.25

Martin ratio

Return relative to average drawdown

5.86

12.85

-6.98

PRHSX vs. FIJYX - Sharpe Ratio Comparison

The current PRHSX Sharpe Ratio is 1.13, which is lower than the FIJYX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of PRHSX and FIJYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRHSXFIJYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.96

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.35

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.43

+0.21

Correlation

The correlation between PRHSX and FIJYX is 0.84, 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.


Dividends

PRHSX vs. FIJYX - Dividend Comparison

PRHSX's dividend yield for the trailing twelve months is around 25.66%, more than FIJYX's 1.41% yield.


TTM20252024202320222021202020192018201720162015
PRHSX
T. Rowe Price Health Sciences Fund
25.66%24.06%12.89%5.21%1.77%7.46%7.16%12.29%6.57%7.43%4.55%11.34%
FIJYX
Fidelity Advisor Biotechnology Fund Class Z
1.41%1.44%0.00%1.55%0.00%18.90%8.13%6.49%2.35%0.00%0.00%0.00%

Drawdowns

PRHSX vs. FIJYX - Drawdown Comparison

The maximum PRHSX drawdown since its inception was -42.96%, which is greater than FIJYX's maximum drawdown of -38.53%. Use the drawdown chart below to compare losses from any high point for PRHSX and FIJYX.


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Drawdown Indicators


PRHSXFIJYXDifference

Max Drawdown

Largest peak-to-trough decline

-42.96%

-38.53%

-4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-13.59%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-27.61%

-36.39%

+8.78%

Max Drawdown (10Y)

Largest decline over 10 years

-28.97%

Current Drawdown

Current decline from peak

-9.18%

-2.49%

-6.69%

Average Drawdown

Average peak-to-trough decline

-8.75%

-11.76%

+3.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

3.69%

+0.55%

Volatility

PRHSX vs. FIJYX - Volatility Comparison

The current volatility for T. Rowe Price Health Sciences Fund (PRHSX) is 6.68%, while Fidelity Advisor Biotechnology Fund Class Z (FIJYX) has a volatility of 9.34%. This indicates that PRHSX experiences smaller price fluctuations and is considered to be less risky than FIJYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRHSXFIJYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.68%

9.34%

-2.66%

Volatility (6M)

Calculated over the trailing 6-month period

16.36%

17.01%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

26.00%

-3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

23.43%

-5.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

25.07%

-5.39%