PRHSX vs. VFIAX
Compare and contrast key facts about T. Rowe Price Health Sciences Fund (PRHSX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
PRHSX is managed by T. Rowe Price. It was launched on Dec 29, 1995. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRHSX or VFIAX.
Performance
PRHSX vs. VFIAX - Performance Comparison
Returns By Period
In the year-to-date period, PRHSX achieves a 7.43% return, which is significantly lower than VFIAX's 26.66% return. Over the past 10 years, PRHSX has underperformed VFIAX with an annualized return of 2.34%, while VFIAX has yielded a comparatively higher 13.21% annualized return.
PRHSX
7.43%
-3.72%
2.08%
9.28%
2.80%
2.34%
VFIAX
26.66%
3.09%
13.26%
32.80%
15.72%
13.21%
Key characteristics
| PRHSX | VFIAX | |
|---|---|---|
| Sharpe Ratio | 0.63 | 2.68 |
| Sortino Ratio | 0.90 | 3.57 |
| Omega Ratio | 1.12 | 1.50 |
| Calmar Ratio | 0.33 | 3.88 |
| Martin Ratio | 2.83 | 17.45 |
| Ulcer Index | 3.28% | 1.88% |
| Daily Std Dev | 14.74% | 12.24% |
| Max Drawdown | -47.79% | -55.20% |
| Current Drawdown | -19.39% | -0.46% |
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PRHSX vs. VFIAX - Expense Ratio Comparison
PRHSX has a 0.80% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
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.
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.
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 1.23%.
| 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.23% | 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.
Volatility
PRHSX vs. VFIAX - Volatility Comparison
T. Rowe Price Health Sciences Fund (PRHSX) has a higher volatility of 5.31% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.96%. 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.