PRHSX vs. VDC

In the year-to-date period, PRHSX achieves a -7.37% return, which is significantly lower than VDC's 4.60% return. Over the past 10 years, PRHSX has underperformed VDC with an annualized return of -0.90%, while VDC has yielded a comparatively higher 8.31% annualized return.

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PRHSX has a 0.80% expense ratio, which is higher than VDC's 0.10% expense ratio.

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.

The current PRHSX Sharpe Ratio is -1.01, which is lower than the VDC Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of PRHSX and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRHSX's dividend yield for the trailing twelve months is around 0.01%, less than VDC's 2.38% yield.

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.

T. Rowe Price Health Sciences Fund (PRHSX) has a higher volatility of 7.84% compared to Vanguard Consumer Staples ETF (VDC) at 3.67%. 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.