PortfoliosLab logo
PRHSX vs. ONEQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRHSX and ONEQ is 0.76, 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.


-0.50.00.51.00.8

Performance

PRHSX vs. ONEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Health Sciences Fund (PRHSX) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%SeptemberOctoberNovemberDecember2025February
351.15%
1,148.34%
PRHSX
ONEQ

Key characteristics

Sharpe Ratio

PRHSX:

-0.74

ONEQ:

1.00

Sortino Ratio

PRHSX:

-0.83

ONEQ:

1.39

Omega Ratio

PRHSX:

0.87

ONEQ:

1.18

Calmar Ratio

PRHSX:

-0.41

ONEQ:

1.40

Martin Ratio

PRHSX:

-1.40

ONEQ:

4.93

Ulcer Index

PRHSX:

9.42%

ONEQ:

3.75%

Daily Std Dev

PRHSX:

17.68%

ONEQ:

18.56%

Max Drawdown

PRHSX:

-47.79%

ONEQ:

-55.09%

Current Drawdown

PRHSX:

-29.22%

ONEQ:

-6.52%

Returns By Period

In the year-to-date period, PRHSX achieves a 4.25% return, which is significantly higher than ONEQ's -2.37% return. Over the past 10 years, PRHSX has underperformed ONEQ with an annualized return of 0.72%, while ONEQ has yielded a comparatively higher 15.42% annualized return.


PRHSX

YTD

4.25%

1M

-1.84%

6M

-19.09%

1Y

-12.52%

5Y*

1.50%

10Y*

0.72%

ONEQ

YTD

-2.37%

1M

-3.80%

6M

6.69%

1Y

16.67%

5Y*

18.05%

10Y*

15.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRHSX vs. ONEQ - Expense Ratio Comparison

PRHSX has a 0.80% expense ratio, which is higher than ONEQ's 0.21% expense ratio.


Expense ratio chart for PRHSX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for ONEQ: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%

Risk-Adjusted Performance

PRHSX vs. ONEQ — Risk-Adjusted Performance Rank

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

PRHSX
The Risk-Adjusted Performance Rank of PRHSX is 11
Overall Rank
The Sharpe Ratio Rank of PRHSX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of PRHSX is 11
Sortino Ratio Rank
The Omega Ratio Rank of PRHSX is 11
Omega Ratio Rank
The Calmar Ratio Rank of PRHSX is 11
Calmar Ratio Rank
The Martin Ratio Rank of PRHSX is 11
Martin Ratio Rank

ONEQ
The Risk-Adjusted Performance Rank of ONEQ is 5151
Overall Rank
The Sharpe Ratio Rank of ONEQ is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of ONEQ is 4646
Sortino Ratio Rank
The Omega Ratio Rank of ONEQ is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ONEQ is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ONEQ is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRHSX vs. ONEQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Health Sciences Fund (PRHSX) and Fidelity NASDAQ Composite Index Tracking Stock (ONEQ). 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.


The chart of Sharpe ratio for PRHSX, currently valued at -0.74, compared to the broader market-1.000.001.002.003.004.00-0.741.00
The chart of Sortino ratio for PRHSX, currently valued at -0.83, compared to the broader market0.002.004.006.008.0010.00-0.831.39
The chart of Omega ratio for PRHSX, currently valued at 0.87, compared to the broader market1.002.003.000.871.18
The chart of Calmar ratio for PRHSX, currently valued at -0.41, compared to the broader market0.005.0010.0015.00-0.411.40
The chart of Martin ratio for PRHSX, currently valued at -1.40, compared to the broader market0.0020.0040.0060.0080.00-1.404.93
PRHSX
ONEQ

The current PRHSX Sharpe Ratio is -0.74, which is lower than the ONEQ Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of PRHSX and ONEQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.74
1.00
PRHSX
ONEQ

Dividends

PRHSX vs. ONEQ - Dividend Comparison

PRHSX's dividend yield for the trailing twelve months is around 0.01%, less than ONEQ's 0.67% yield.


TTM20242023202220212020201920182017201620152014
PRHSX
T. Rowe Price Health Sciences Fund
0.01%0.01%0.00%0.00%0.00%0.00%0.06%0.00%0.00%0.00%0.00%0.00%
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
0.67%0.65%0.71%0.97%0.54%0.71%1.64%1.08%0.84%1.12%1.04%1.19%

Drawdowns

PRHSX vs. ONEQ - Drawdown Comparison

The maximum PRHSX drawdown since its inception was -47.79%, smaller than the maximum ONEQ drawdown of -55.09%. Use the drawdown chart below to compare losses from any high point for PRHSX and ONEQ. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-29.22%
-6.52%
PRHSX
ONEQ

Volatility

PRHSX vs. ONEQ - Volatility Comparison

The current volatility for T. Rowe Price Health Sciences Fund (PRHSX) is 3.55%, while Fidelity NASDAQ Composite Index Tracking Stock (ONEQ) has a volatility of 5.37%. This indicates that PRHSX experiences smaller price fluctuations and is considered to be less risky than ONEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
3.55%
5.37%
PRHSX
ONEQ