PRHSX vs. VGHCX
PRHSX (T. Rowe Price Health Sciences Fund) and VGHCX (Vanguard Health Care Fund Investor Shares) are both Health & Biotech Equities funds. Both are actively managed. Over the past 10 years, PRHSX returned 11.23%/yr vs 9.32%/yr for VGHCX. Their correlation of 0.87 means they have usually moved in the same direction. PRHSX charges 0.83%/yr vs 0.33%/yr for VGHCX.
Performance
PRHSX vs. VGHCX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PRHSX achieves a 8.63% return, which is significantly higher than VGHCX's 4.43% return. Over the past 10 years, PRHSX has outperformed VGHCX with an annualized return of 11.23%, while VGHCX has yielded a comparatively lower 9.32% annualized return.
PRHSX
- 1D
- -0.35%
- 1M
- -1.27%
- 6M
- 9.71%
- YTD
- 8.63%
- 1Y
- 33.31%
- 3Y*
- 9.96%
- 5Y*
- 3.65%
- 10Y*
- 11.23%
- ALL TIME*
- 13.18%
VGHCX
- 1D
- -1.27%
- 1M
- -2.84%
- 6M
- 4.38%
- YTD
- 4.43%
- 1Y
- 28.58%
- 3Y*
- 11.51%
- 5Y*
- 7.89%
- 10Y*
- 9.32%
- ALL TIME*
- 14.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRHSX vs. VGHCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRHSX T. Rowe Price Health Sciences Fund | 8.63% | 17.75% | 1.82% | 3.03% | -12.22% | 13.50% | 30.19% | 37.88% | 1.08% | 28.04% |
VGHCX Vanguard Health Care Fund Investor Shares | 4.43% | 19.63% | 8.99% | 5.46% | -1.05% | 14.36% | 12.57% | 22.93% | 1.03% | 19.59% |
Correlation
The correlation between PRHSX and VGHCX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1996 | 0.87 |
The correlation between PRHSX and VGHCX has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PRHSX vs. VGHCX — Risk / Return Rank
PRHSX
VGHCX
PRHSX vs. VGHCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Health Sciences Fund (PRHSX) and Vanguard Health Care Fund Investor Shares (VGHCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRHSX | VGHCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.31 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.95 | -0.45 |
| Martin ratioReturn relative to average drawdown | 6.96 | 7.76 | -0.80 |
Loading charts...
Drawdowns
PRHSX vs. VGHCX - Drawdown Comparison
The maximum PRHSX drawdown since its inception was -42.96%, which is greater than VGHCX's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for PRHSX and VGHCX.
Loading charts...
Drawdown Indicators
| PRHSX | VGHCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.96% | -36.93% | -6.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -9.20% | -3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -21.00% | -16.08% | -4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -27.61% | -16.95% | -10.66% |
Max Drawdown (10Y)Largest decline over 10 years | -28.97% | -27.18% | -1.79% |
Current DrawdownCurrent decline from peak | -2.23% | -3.46% | +1.23% |
Average DrawdownAverage peak-to-trough decline | -8.71% | -5.24% | -3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 3.49% | +1.10% |
Volatility
PRHSX vs. VGHCX - Volatility Comparison
The current volatility for T. Rowe Price Health Sciences Fund (PRHSX) is 5.14%, while Vanguard Health Care Fund Investor Shares (VGHCX) has a volatility of 5.44%. This indicates that PRHSX experiences smaller price fluctuations and is considered to be less risky than VGHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PRHSX | VGHCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 5.44% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 11.65% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 15.39% | +0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 18.40% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.27% | 17.67% | +1.60% |
PRHSX vs. VGHCX - Expense Ratio Comparison
PRHSX has a 0.83% expense ratio, which is higher than VGHCX's 0.33% expense ratio.
Dividends
PRHSX vs. VGHCX - Dividend Comparison
PRHSX's dividend yield for the trailing twelve months is around 11.13%, more than VGHCX's 6.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRHSX T. Rowe Price Health Sciences Fund | 11.13% | 12.09% | 12.89% | 5.21% | 1.77% | 7.46% | 7.16% | 12.29% | 6.57% | 7.43% | 4.55% | 11.34% |
VGHCX Vanguard Health Care Fund Investor Shares | 6.33% | 6.00% | 22.72% | 7.17% | 5.44% | 8.31% | 7.96% | 11.82% | 9.10% | 7.30% | 8.54% | 8.16% |
Frequently Asked Questions
With a correlation of 0.94, PRHSX and VGHCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VGHCX has higher volatility (5.44%) compared to PRHSX (5.14%). In terms of maximum drawdown, PRHSX dropped -42.96% vs VGHCX's -36.93%.
PRHSX currently has the higher Sharpe Ratio (1.96 vs 1.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for PRHSX and VGHCX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer