PRISX vs. PRGTX
PRISX (T. Rowe Price Financial Services Fund) and PRGTX (T. Rowe Price Global Technology Fund) are both mutual funds - PRISX is a Financials Equities fund managed by BlackRock, while PRGTX is a Technology Equities fund managed by T. Rowe Price. Over the past 10 years, PRISX returned 15.83%/yr vs 17.34%/yr for PRGTX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. PRISX charges 0.88%/yr vs 0.93%/yr for PRGTX.
Performance
PRISX vs. PRGTX - Performance Comparison
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Returns By Period
In the year-to-date period, PRISX achieves a 8.91% return, which is significantly lower than PRGTX's 23.62% return. Over the past 10 years, PRISX has underperformed PRGTX with an annualized return of 15.83%, while PRGTX has yielded a comparatively higher 17.34% annualized return.
PRISX
- 1D
- 0.72%
- 1M
- 2.89%
- 6M
- 9.60%
- YTD
- 8.91%
- 1Y
- 19.52%
- 3Y*
- 23.21%
- 5Y*
- 13.68%
- 10Y*
- 15.83%
- ALL TIME*
- 10.45%
PRGTX
- 1D
- 5.19%
- 1M
- -5.99%
- 6M
- 20.57%
- YTD
- 23.62%
- 1Y
- 40.50%
- 3Y*
- 30.64%
- 5Y*
- 6.46%
- 10Y*
- 17.34%
- ALL TIME*
- 11.93%
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 |
PRISX vs. PRGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRISX T. Rowe Price Financial Services Fund | 8.91% | 18.75% | 30.87% | 14.95% | -10.99% | 37.83% | 5.65% | 32.84% | -10.12% | 19.17% |
PRGTX T. Rowe Price Global Technology Fund | 23.62% | 27.28% | 33.12% | 55.92% | -55.53% | 8.85% | 75.77% | 34.22% | -10.07% | 47.09% |
Correlation
The correlation between PRISX and PRGTX is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.61 |
Over the past year, the correlation between PRISX and PRGTX has dropped to 0.23 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
PRISX vs. PRGTX — Risk / Return Rank
PRISX
PRGTX
PRISX vs. PRGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Financial Services Fund (PRISX) and T. Rowe Price Global Technology Fund (PRGTX). 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.
| PRISX | PRGTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.99 | -0.78 |
| Martin ratioReturn relative to average drawdown | 3.38 | 6.74 | -3.36 |
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Drawdowns
PRISX vs. PRGTX - Drawdown Comparison
The maximum PRISX drawdown since its inception was -67.34%, smaller than the maximum PRGTX drawdown of -71.18%. Use the drawdown chart below to compare losses from any high point for PRISX and PRGTX.
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Drawdown Indicators
| PRISX | PRGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.34% | -71.18% | +3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -18.50% | +4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -18.06% | -26.67% | +8.61% |
Max Drawdown (5Y)Largest decline over 5 years | -26.95% | -65.29% | +38.34% |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | -65.29% | +22.43% |
Current DrawdownCurrent decline from peak | -0.85% | -14.26% | +13.41% |
Average DrawdownAverage peak-to-trough decline | -11.20% | -21.45% | +10.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | 5.45% | -0.47% |
Volatility
PRISX vs. PRGTX - Volatility Comparison
The current volatility for T. Rowe Price Financial Services Fund (PRISX) is 4.63%, while T. Rowe Price Global Technology Fund (PRGTX) has a volatility of 11.71%. This indicates that PRISX experiences smaller price fluctuations and is considered to be less risky than PRGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRISX | PRGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 11.71% | -7.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 25.46% | -13.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 29.02% | -12.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.04% | 32.66% | -12.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 28.83% | -7.12% |
PRISX vs. PRGTX - Expense Ratio Comparison
PRISX has a 0.88% expense ratio, which is lower than PRGTX's 0.93% expense ratio.
Dividends
PRISX vs. PRGTX - Dividend Comparison
PRISX's dividend yield for the trailing twelve months is around 6.31%, while PRGTX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRGTX T. Rowe Price Global Technology Fund | 0.00% | 0.00% | 0.00% | 0.00% | 3.28% | 27.71% | 5.05% | 0.15% | 24.67% | 15.81% | 9.46% | 10.03% |
PRISX T. Rowe Price Financial Services Fund | 6.31% | 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
PRISX and PRGTX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRGTX has higher volatility (11.71%) compared to PRISX (4.63%). In terms of maximum drawdown, PRISX dropped -67.34% vs PRGTX's -71.18%.
PRGTX currently has the higher Sharpe Ratio (1.27 vs 1.05), 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.
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