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PRHSX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRHSX and VFIAX 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. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Health Sciences Fund (PRHSX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-15.06%
9.58%
PRHSX
VFIAX

Key characteristics

Sharpe Ratio

PRHSX:

-0.39

VFIAX:

2.17

Sortino Ratio

PRHSX:

-0.37

VFIAX:

2.89

Omega Ratio

PRHSX:

0.94

VFIAX:

1.41

Calmar Ratio

PRHSX:

-0.21

VFIAX:

3.21

Martin Ratio

PRHSX:

-1.37

VFIAX:

14.16

Ulcer Index

PRHSX:

4.98%

VFIAX:

1.92%

Daily Std Dev

PRHSX:

17.42%

VFIAX:

12.52%

Max Drawdown

PRHSX:

-47.79%

VFIAX:

-55.20%

Current Drawdown

PRHSX:

-30.93%

VFIAX:

-2.16%

Returns By Period

In the year-to-date period, PRHSX achieves a -7.95% return, which is significantly lower than VFIAX's 26.50% return. Over the past 10 years, PRHSX has underperformed VFIAX with an annualized return of 1.69%, while VFIAX has yielded a comparatively higher 13.06% annualized return.


PRHSX

YTD

-7.95%

1M

-14.32%

6M

-15.06%

1Y

-6.83%

5Y*

-0.30%

10Y*

1.69%

VFIAX

YTD

26.50%

1M

-0.13%

6M

10.01%

1Y

26.93%

5Y*

14.84%

10Y*

13.06%

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


PRHSX vs. VFIAX - Expense Ratio Comparison

PRHSX has a 0.80% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


PRHSX
T. Rowe Price Health Sciences Fund
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 VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

PRHSX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Health Sciences Fund (PRHSX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRHSX, currently valued at -0.39, compared to the broader market-1.000.001.002.003.004.00-0.392.16
The chart of Sortino ratio for PRHSX, currently valued at -0.37, compared to the broader market-2.000.002.004.006.008.0010.00-0.372.87
The chart of Omega ratio for PRHSX, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.003.500.941.40
The chart of Calmar ratio for PRHSX, currently valued at -0.21, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.213.19
The chart of Martin ratio for PRHSX, currently valued at -1.37, compared to the broader market0.0020.0040.0060.00-1.3714.01
PRHSX
VFIAX

The current PRHSX Sharpe Ratio is -0.39, which is lower than the VFIAX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of PRHSX and VFIAX, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.39
2.16
PRHSX
VFIAX

Dividends

PRHSX vs. VFIAX - Dividend Comparison

PRHSX has not paid dividends to shareholders, while VFIAX's dividend yield for the trailing twelve months is around 0.90%.


TTM20232022202120202019201820172016201520142013
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%
VFIAX
Vanguard 500 Index Fund Admiral Shares
0.90%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

PRHSX vs. VFIAX - Drawdown Comparison

The maximum PRHSX drawdown since its inception was -47.79%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for PRHSX and VFIAX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.93%
-2.16%
PRHSX
VFIAX

Volatility

PRHSX vs. VFIAX - Volatility Comparison

T. Rowe Price Health Sciences Fund (PRHSX) has a higher volatility of 12.43% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.76%. This indicates that PRHSX's price experiences larger fluctuations and is considered to be riskier than VFIAX 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%JulyAugustSeptemberOctoberNovemberDecember
12.43%
3.76%
PRHSX
VFIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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