PRISX vs. GFSIX

Last updated Jun 4, 2026

PRISX (T. Rowe Price Financial Services Fund) and GFSIX (Gabelli Global Financial Services Fund) are both Financials Equities funds from BlackRock. Over the past 5 years, PRISX returned 10.16%/yr vs 15.77%/yr for GFSIX. Their correlation of 0.85 suggests significant overlap in exposure. PRISX charges 0.88%/yr vs 1.00%/yr for GFSIX.

Performance

PRISX vs. GFSIX - Performance Comparison

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

Returns By Period

In the year-to-date period, PRISX achieves a -2.49% return, which is significantly lower than GFSIX's 5.16% return.

PRISX

• 1D: 0.11%
• 1M: 0.26%
• YTD: -2.49%
• 6M: 1.19%
• 1Y: 10.16%
• 3Y*: 22.69%
• 5Y*: 10.16%
• 10Y*: 14.49%

GFSIX

• 1D: 0.82%
• 1M: 2.59%
• YTD: 5.16%
• 6M: 9.67%
• 1Y: 29.66%
• 3Y*: 28.65%
• 5Y*: 15.77%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRISX vs. GFSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PRISX T. Rowe Price Financial Services Fund	-2.49%	18.75%	30.87%	14.95%	-10.99%	37.83%	5.65%	32.84%	-12.68%
GFSIX Gabelli Global Financial Services Fund	5.16%	36.58%	28.17%	25.77%	-11.12%	29.11%	-1.28%	9.12%	0.39%

Correlation

The correlation between PRISX and GFSIX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Oct 3, 2018	0.85

The correlation between PRISX and GFSIX shifts across timeframes, from 0.73 (1 year) to 0.86 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

PRISX vs. GFSIX — Risk / Return Rank

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

PRISX

PRISX Risk / Return Rank: 8
PRISX Sharpe Ratio Rank: 8
PRISX Sortino Ratio Rank: 8
PRISX Omega Ratio Rank: 8
PRISX Calmar Ratio Rank: 8
PRISX Martin Ratio Rank: 7

GFSIX

GFSIX Risk / Return Rank: 64
GFSIX Sharpe Ratio Rank: 67
GFSIX Sortino Ratio Rank: 72
GFSIX Omega Ratio Rank: 58
GFSIX Calmar Ratio Rank: 69
GFSIX Martin Ratio Rank: 51

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. GFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Financial Services Fund (PRISX) and Gabelli Global Financial Services Fund (GFSIX). 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	GFSIX	Difference
Sharpe ratio: Return per unit of total volatility	0.68	2.39	-1.71
Sortino ratio: Return per unit of downside risk	1.00	3.54	-2.53
Omega ratio: Gain probability vs. loss probability	1.13	1.42	-0.30
Calmar ratio: Return relative to maximum drawdown	0.77	3.22	-2.45
Martin ratio: Return relative to average drawdown	2.17	10.49	-8.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRISX vs. GFSIX - Sharpe Ratio Comparison

The current PRISX Sharpe Ratio is 0.68, which is lower than the GFSIX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of PRISX and GFSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRISX	GFSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	2.39	-1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.91	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.68	-0.26

Drawdowns

PRISX vs. GFSIX - Drawdown Comparison

The maximum PRISX drawdown since its inception was -67.34%, which is greater than GFSIX's maximum drawdown of -46.39%. Use the drawdown chart below to compare losses from any high point for PRISX and GFSIX.

Drawdown Indicators

	PRISX	GFSIX	Difference
Max Drawdown Largest peak-to-trough decline	-67.34%	-46.39%	-20.95%
Max Drawdown (1Y) Largest decline over 1 year	-13.92%	-9.42%	-4.50%
Max Drawdown (3Y) Largest decline over 3 years	-18.06%	-14.49%	-3.57%
Max Drawdown (5Y) Largest decline over 5 years	-26.95%	-28.07%	+1.12%
Max Drawdown (10Y) Largest decline over 10 years	-42.86%	—	—
Current Drawdown Current decline from peak	-5.56%	-0.98%	-4.58%
Average Drawdown Average peak-to-trough decline	-11.25%	-7.60%	-3.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.93%	2.88%	+2.05%

Volatility

PRISX vs. GFSIX - Volatility Comparison

The current volatility for T. Rowe Price Financial Services Fund (PRISX) is 3.21%, while Gabelli Global Financial Services Fund (GFSIX) has a volatility of 3.56%. This indicates that PRISX experiences smaller price fluctuations and is considered to be less risky than GFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRISX	GFSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.21%	3.56%	-0.35%
Volatility (6M) Calculated over the trailing 6-month period	11.83%	9.44%	+2.39%
Volatility (1Y) Calculated over the trailing 1-year period	15.67%	12.68%	+2.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.24%	17.41%	+2.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.86%	21.78%	+0.08%

PRISX vs. GFSIX - Expense Ratio Comparison

PRISX has a 0.88% expense ratio, which is lower than GFSIX's 1.00% expense ratio.

Dividends

PRISX vs. GFSIX - Dividend Comparison

PRISX's dividend yield for the trailing twelve months is around 7.04%, more than GFSIX's 1.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GFSIX Gabelli Global Financial Services Fund	1.76%	1.85%	2.44%	2.68%	2.96%	2.11%	1.58%	2.69%	0.39%	0.00%	0.00%	0.00%
PRISX T. Rowe Price Financial Services Fund	7.04%	6.87%	8.74%	2.00%	2.08%	3.00%	10.22%	6.14%	11.97%	4.68%	1.00%	3.86%

Frequently Asked Questions

Can I hold both PRISX and GFSIX in my portfolio?

PRISX and GFSIX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRISX or GFSIX?

GFSIX has higher volatility (3.56%) compared to PRISX (3.21%). In terms of maximum drawdown, PRISX dropped -67.34% vs GFSIX's -46.39%.

Which has better risk-adjusted returns?

GFSIX currently has the higher Sharpe Ratio (2.39 vs 0.68), 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.