PortfoliosLab logoPortfoliosLab logo
PRHSX vs. VDIGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRHSX vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Health Sciences Fund (PRHSX) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRHSX vs. VDIGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRHSX
T. Rowe Price Health Sciences Fund
-9.65%33.71%1.82%3.03%-12.22%13.50%30.19%37.88%1.08%28.04%
VDIGX
Vanguard Dividend Growth Fund
-6.99%11.11%20.84%8.11%-4.89%24.86%12.04%30.94%0.08%19.32%

Returns By Period

In the year-to-date period, PRHSX achieves a -9.65% return, which is significantly lower than VDIGX's -6.99% return. Both investments have delivered pretty close results over the past 10 years, with PRHSX having a 11.42% annualized return and VDIGX not far behind at 11.31%.


PRHSX

1D
0.37%
1M
-9.33%
YTD
-9.65%
6M
18.49%
1Y
20.86%
3Y*
9.06%
5Y*
4.83%
10Y*
11.42%

VDIGX

1D
0.14%
1M
-8.69%
YTD
-6.99%
6M
-4.14%
1Y
0.66%
3Y*
10.48%
5Y*
8.98%
10Y*
11.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VDIGX - Expense Ratio Comparison

PRHSX has a 0.80% expense ratio, which is higher than VDIGX's 0.27% expense ratio.


Return for Risk

PRHSX vs. VDIGX — Risk / Return Rank

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

PRHSX
PRHSX Risk / Return Rank: 5555
Overall Rank
PRHSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PRHSX Sortino Ratio Rank: 6565
Sortino Ratio Rank
PRHSX Omega Ratio Rank: 5252
Omega Ratio Rank
PRHSX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRHSX Martin Ratio Rank: 4545
Martin Ratio Rank

VDIGX
VDIGX Risk / Return Rank: 1010
Overall Rank
VDIGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VDIGX Sortino Ratio Rank: 88
Sortino Ratio Rank
VDIGX Omega Ratio Rank: 88
Omega Ratio Rank
VDIGX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VDIGX Martin Ratio Rank: 1313
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. VDIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Health Sciences Fund (PRHSX) and Vanguard Dividend Growth Fund (VDIGX). 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.


PRHSXVDIGXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.12

+0.79

Sortino ratio

Return per unit of downside risk

1.60

0.29

+1.31

Omega ratio

Gain probability vs. loss probability

1.20

1.04

+0.17

Calmar ratio

Return relative to maximum drawdown

1.52

0.30

+1.23

Martin ratio

Return relative to average drawdown

4.47

1.17

+3.30

PRHSX vs. VDIGX - Sharpe Ratio Comparison

The current PRHSX Sharpe Ratio is 0.92, which is higher than the VDIGX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of PRHSX and VDIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PRHSXVDIGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.12

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.65

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.72

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.60

+0.03

Correlation

The correlation between PRHSX and VDIGX is 0.66, 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.


Dividends

PRHSX vs. VDIGX - Dividend Comparison

PRHSX's dividend yield for the trailing twelve months is around 26.63%, which matches VDIGX's 26.40% yield.


TTM20252024202320222021202020192018201720162015
PRHSX
T. Rowe Price Health Sciences Fund
26.63%24.06%12.89%5.21%1.77%7.46%7.16%12.29%6.57%7.43%4.55%11.34%
VDIGX
Vanguard Dividend Growth Fund
26.40%21.90%21.94%2.29%6.06%5.45%2.83%4.70%8.72%5.16%2.86%5.70%

Drawdowns

PRHSX vs. VDIGX - Drawdown Comparison

The maximum PRHSX drawdown since its inception was -42.96%, smaller than the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for PRHSX and VDIGX.


Loading graphics...

Drawdown Indicators


PRHSXVDIGXDifference

Max Drawdown

Largest peak-to-trough decline

-42.96%

-45.23%

+2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-9.57%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-27.61%

-16.18%

-11.43%

Max Drawdown (10Y)

Largest decline over 10 years

-28.97%

-32.98%

+4.01%

Current Drawdown

Current decline from peak

-12.49%

-8.96%

-3.53%

Average Drawdown

Average peak-to-trough decline

-8.75%

-6.67%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

2.41%

+1.95%

Volatility

PRHSX vs. VDIGX - Volatility Comparison

T. Rowe Price Health Sciences Fund (PRHSX) has a higher volatility of 5.30% compared to Vanguard Dividend Growth Fund (VDIGX) at 3.40%. This indicates that PRHSX's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRHSXVDIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

3.40%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

15.97%

7.39%

+8.58%

Volatility (1Y)

Calculated over the trailing 1-year period

22.33%

14.39%

+7.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

13.82%

+4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

15.68%

+3.97%