PRISX vs. PRGTX

In the year-to-date period, PRISX achieves a -6.36% return, which is significantly higher than PRGTX's -16.78% return. Over the past 10 years, PRISX has outperformed PRGTX with an annualized return of 7.18%, while PRGTX has yielded a comparatively lower 2.50% annualized return.

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PRISX has a 0.88% expense ratio, which is lower than PRGTX's 0.95% expense ratio.

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.

The current PRISX Sharpe Ratio is 0.35, which is higher than the PRGTX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of PRISX and PRGTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRISX's dividend yield for the trailing twelve months is around 9.34%, while PRGTX has not paid dividends to shareholders.

The maximum PRISX drawdown since its inception was -71.82%, roughly equal to the maximum PRGTX drawdown of -73.10%. Use the drawdown chart below to compare losses from any high point for PRISX and PRGTX. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Financial Services Fund (PRISX) is 13.82%, while T. Rowe Price Global Technology Fund (PRGTX) has a volatility of 17.90%. 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.