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

Correlation

The correlation between PRHSX and VOO is 0.74, 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.


Performance

PRHSX vs. VOO - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
182.36%
573.36%
PRHSX
VOO

Key characteristics

Sharpe Ratio

PRHSX:

-0.97

VOO:

0.52

Sortino Ratio

PRHSX:

-1.18

VOO:

0.89

Omega Ratio

PRHSX:

0.83

VOO:

1.13

Calmar Ratio

PRHSX:

-0.53

VOO:

0.57

Martin Ratio

PRHSX:

-1.45

VOO:

2.18

Ulcer Index

PRHSX:

14.02%

VOO:

4.85%

Daily Std Dev

PRHSX:

20.80%

VOO:

19.11%

Max Drawdown

PRHSX:

-47.79%

VOO:

-33.99%

Current Drawdown

PRHSX:

-36.85%

VOO:

-7.67%

Returns By Period

In the year-to-date period, PRHSX achieves a -6.99% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, PRHSX has underperformed VOO with an annualized return of -0.55%, while VOO has yielded a comparatively higher 12.42% annualized return.


PRHSX

YTD

-6.99%

1M

-2.44%

6M

-25.69%

1Y

-20.15%

5Y*

-2.10%

10Y*

-0.55%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

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PRHSX vs. VOO - Expense Ratio Comparison

PRHSX has a 0.80% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

PRHSX vs. VOO — Risk-Adjusted Performance Rank

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

PRHSX
The Risk-Adjusted Performance Rank of PRHSX is 11
Overall Rank
The Sharpe Ratio Rank of PRHSX is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of PRHSX is 00
Sortino Ratio Rank
The Omega Ratio Rank of PRHSX is 11
Omega Ratio Rank
The Calmar Ratio Rank of PRHSX is 11
Calmar Ratio Rank
The Martin Ratio Rank of PRHSX is 11
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRHSX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Health Sciences Fund (PRHSX) and Vanguard S&P 500 ETF (VOO). 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 -0.97, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PRHSX and VOO, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.97
0.52
PRHSX
VOO

Dividends

PRHSX vs. VOO - Dividend Comparison

PRHSX's dividend yield for the trailing twelve months is around 0.01%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
PRHSX
T. Rowe Price Health Sciences Fund
0.01%0.01%0.00%0.00%0.00%0.00%0.06%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PRHSX vs. VOO - Drawdown Comparison

The maximum PRHSX drawdown since its inception was -47.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRHSX and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-36.85%
-7.67%
PRHSX
VOO

Volatility

PRHSX vs. VOO - Volatility Comparison

T. Rowe Price Health Sciences Fund (PRHSX) has a higher volatility of 7.76% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that PRHSX's price experiences larger fluctuations and is considered to be riskier than VOO 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%14.00%December2025FebruaryMarchAprilMay
7.76%
6.83%
PRHSX
VOO