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PRISX vs. FRBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRISX vs. FRBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Financial Services Fund (PRISX) and John Hancock Regional Bank Fund (FRBAX). The values are adjusted to include any dividend payments, if applicable.

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PRISX vs. FRBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FRBAX
John Hancock Regional Bank Fund
-1.16%11.07%22.54%-1.93%-12.25%40.51%-10.11%27.60%-17.61%10.32%

Returns By Period

In the year-to-date period, PRISX achieves a -10.22% return, which is significantly lower than FRBAX's -1.16% return. Over the past 10 years, PRISX has outperformed FRBAX with an annualized return of 14.72%, while FRBAX has yielded a comparatively lower 9.54% 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%

FRBAX

1D
0.67%
1M
-3.51%
YTD
-1.16%
6M
3.72%
1Y
16.32%
3Y*
17.82%
5Y*
4.96%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRISX vs. FRBAX - Expense Ratio Comparison

PRISX has a 0.88% expense ratio, which is lower than FRBAX's 1.22% expense ratio.


Return for Risk

PRISX vs. FRBAX — Risk / Return Rank

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

PRISX
PRISX Risk / Return Rank: 2626
Overall Rank
PRISX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PRISX Sortino Ratio Rank: 2626
Sortino Ratio Rank
PRISX Omega Ratio Rank: 2727
Omega Ratio Rank
PRISX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PRISX Martin Ratio Rank: 2222
Martin Ratio Rank

FRBAX
FRBAX Risk / Return Rank: 2929
Overall Rank
FRBAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FRBAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FRBAX Omega Ratio Rank: 2828
Omega Ratio Rank
FRBAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FRBAX Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRISX vs. FRBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Financial Services Fund (PRISX) and John Hancock Regional Bank Fund (FRBAX). 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.


PRISXFRBAXDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.67

-0.05

Sortino ratio

Return per unit of downside risk

0.97

1.04

-0.08

Omega ratio

Gain probability vs. loss probability

1.14

1.15

-0.01

Calmar ratio

Return relative to maximum drawdown

0.80

1.02

-0.23

Martin ratio

Return relative to average drawdown

2.33

2.64

-0.31

PRISX vs. FRBAX - Sharpe Ratio Comparison

The current PRISX Sharpe Ratio is 0.62, which is comparable to the FRBAX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PRISX and FRBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRISXFRBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.67

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.19

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.33

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.39

+0.03

Correlation

The correlation between PRISX and FRBAX is 0.91, 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. FRBAX - Dividend Comparison

PRISX's dividend yield for the trailing twelve months is around 14.20%, more than FRBAX's 8.90% yield.


TTM20252024202320222021202020192018201720162015
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%
FRBAX
John Hancock Regional Bank Fund
8.90%8.82%9.72%2.65%5.83%5.26%2.43%1.75%1.92%1.76%2.94%4.42%

Drawdowns

PRISX vs. FRBAX - Drawdown Comparison

The maximum PRISX drawdown since its inception was -67.34%, roughly equal to the maximum FRBAX drawdown of -67.55%. Use the drawdown chart below to compare losses from any high point for PRISX and FRBAX.


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Drawdown Indicators


PRISXFRBAXDifference

Max Drawdown

Largest peak-to-trough decline

-67.34%

-67.55%

+0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-13.92%

-14.22%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-26.95%

-46.15%

+19.20%

Max Drawdown (10Y)

Largest decline over 10 years

-42.86%

-52.24%

+9.38%

Current Drawdown

Current decline from peak

-13.04%

-12.05%

-0.99%

Average Drawdown

Average peak-to-trough decline

-11.28%

-12.32%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

5.51%

-0.75%

Volatility

PRISX vs. FRBAX - Volatility Comparison

T. Rowe Price Financial Services Fund (PRISX) and John Hancock Regional Bank Fund (FRBAX) have volatilities of 4.61% and 4.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRISXFRBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

4.65%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.69%

16.26%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

21.53%

25.52%

-3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.46%

26.63%

-6.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.96%

29.30%

-7.34%