PRISX vs. FNCL
Compare and contrast key facts about T. Rowe Price Financial Services Fund (PRISX) and Fidelity MSCI Financials Index ETF (FNCL).
PRISX is managed by BlackRock. It was launched on Sep 30, 1996. FNCL is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Financials Index. It was launched on Oct 21, 2013.
Performance
PRISX vs. FNCL - Performance Comparison
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PRISX vs. FNCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRISX T. Rowe Price Financial Services Fund | -10.22% | 26.17% | 30.87% | 14.95% | -10.99% | 37.83% | 5.65% | 32.84% | -10.12% | 19.17% |
FNCL Fidelity MSCI Financials Index ETF | -9.17% | 14.94% | 30.44% | 14.10% | -12.28% | 34.92% | -2.19% | 31.59% | -13.44% | 19.99% |
Returns By Period
In the year-to-date period, PRISX achieves a -10.22% return, which is significantly lower than FNCL's -9.17% return. Over the past 10 years, PRISX has outperformed FNCL with an annualized return of 14.72%, while FNCL has yielded a comparatively lower 12.25% annualized return.
PRISX
- 1D
- 1.02%
- 1M
- -5.38%
- YTD
- -10.22%
- 6M
- -0.45%
- 1Y
- 12.15%
- 3Y*
- 22.49%
- 5Y*
- 11.76%
- 10Y*
- 14.72%
FNCL
- 1D
- 2.23%
- 1M
- -3.42%
- YTD
- -9.17%
- 6M
- -7.18%
- 1Y
- 2.69%
- 3Y*
- 17.96%
- 5Y*
- 9.30%
- 10Y*
- 12.25%
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PRISX vs. FNCL - Expense Ratio Comparison
PRISX has a 0.88% expense ratio, which is higher than FNCL's 0.08% expense ratio.
Return for Risk
PRISX vs. FNCL — Risk / Return Rank
PRISX
FNCL
PRISX vs. FNCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Financial Services Fund (PRISX) and Fidelity MSCI Financials Index ETF (FNCL). 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.
| PRISX | FNCL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.14 | +0.49 |
Sortino ratioReturn per unit of downside risk | 0.97 | 0.32 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.05 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 0.26 | +0.53 |
Martin ratioReturn relative to average drawdown | 2.33 | 0.79 | +1.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRISX | FNCL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.14 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.48 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.55 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.52 | -0.10 |
Correlation
The correlation between PRISX and FNCL is 0.97, 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.
Dividends
PRISX vs. FNCL - Dividend Comparison
PRISX's dividend yield for the trailing twelve months is around 14.20%, more than FNCL's 1.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRISX T. Rowe Price Financial Services Fund | 14.20% | 12.75% | 8.74% | 2.00% | 2.08% | 3.00% | 10.22% | 6.14% | 11.97% | 4.68% | 1.00% | 3.86% |
FNCL Fidelity MSCI Financials Index ETF | 1.75% | 1.45% | 1.52% | 1.91% | 2.29% | 1.75% | 2.26% | 2.17% | 2.37% | 1.60% | 1.81% | 2.17% |
Drawdowns
PRISX vs. FNCL - Drawdown Comparison
The maximum PRISX drawdown since its inception was -67.34%, which is greater than FNCL's maximum drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for PRISX and FNCL.
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Drawdown Indicators
| PRISX | FNCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.34% | -44.38% | -22.96% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -14.78% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -26.95% | -25.68% | -1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | -44.38% | +1.52% |
Current DrawdownCurrent decline from peak | -13.04% | -11.94% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -11.28% | -6.89% | -4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.76% | 4.92% | -0.16% |
Volatility
PRISX vs. FNCL - Volatility Comparison
The current volatility for T. Rowe Price Financial Services Fund (PRISX) is 4.61%, while Fidelity MSCI Financials Index ETF (FNCL) has a volatility of 4.88%. This indicates that PRISX experiences smaller price fluctuations and is considered to be less risky than FNCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRISX | FNCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 4.88% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 11.75% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.53% | 20.02% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.46% | 19.34% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.96% | 22.35% | -0.39% |