PRHSX vs. VDC
Compare and contrast key facts about T. Rowe Price Health Sciences Fund (PRHSX) and Vanguard Consumer Staples ETF (VDC).
PRHSX is managed by T. Rowe Price. It was launched on Dec 29, 1995. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRHSX or VDC.
Key characteristics
| PRHSX | VDC | |
|---|---|---|
| YTD Return | 11.44% | 14.87% |
| 1Y Return | 16.52% | 21.08% |
| 3Y Return (Ann) | -4.77% | 6.98% |
| 5Y Return (Ann) | 4.34% | 9.38% |
| 10Y Return (Ann) | 3.06% | 8.53% |
| Sharpe Ratio | 1.22 | 2.17 |
| Sortino Ratio | 1.65 | 3.11 |
| Omega Ratio | 1.23 | 1.38 |
| Calmar Ratio | 0.62 | 2.43 |
| Martin Ratio | 5.96 | 14.33 |
| Ulcer Index | 2.93% | 1.50% |
| Daily Std Dev | 14.25% | 9.91% |
| Max Drawdown | -47.79% | -34.24% |
| Current Drawdown | -16.37% | -2.05% |
Correlation
The correlation between PRHSX and VDC is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
PRHSX vs. VDC - Performance Comparison
In the year-to-date period, PRHSX achieves a 11.44% return, which is significantly lower than VDC's 14.87% return. Over the past 10 years, PRHSX has underperformed VDC with an annualized return of 3.06%, while VDC has yielded a comparatively higher 8.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRHSX vs. VDC - Expense Ratio Comparison
PRHSX has a 0.80% expense ratio, which is higher than VDC's 0.10% expense ratio.
Risk-Adjusted Performance
PRHSX vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Health Sciences Fund (PRHSX) and Vanguard Consumer Staples ETF (VDC). 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.
Dividends
PRHSX vs. VDC - Dividend Comparison
PRHSX has not paid dividends to shareholders, while VDC's dividend yield for the trailing twelve months is around 2.56%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRHSX T. Rowe Price Health Sciences Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
PRHSX vs. VDC - Drawdown Comparison
The maximum PRHSX drawdown since its inception was -47.79%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for PRHSX and VDC. For additional features, visit the drawdowns tool.
Volatility
PRHSX vs. VDC - Volatility Comparison
T. Rowe Price Health Sciences Fund (PRHSX) has a higher volatility of 4.15% compared to Vanguard Consumer Staples ETF (VDC) at 2.77%. This indicates that PRHSX's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.