PRISX vs. PRHSX
PRISX (T. Rowe Price Financial Services Fund) and PRHSX (T. Rowe Price Health Sciences Fund) are both mutual funds - PRISX is a Financials Equities fund managed by BlackRock, while PRHSX is a Health & Biotech Equities fund managed by T. Rowe Price. Over the past 10 years, PRISX returned 15.28%/yr vs 10.77%/yr for PRHSX. A 0.61 correlation means they provide meaningful diversification when combined. PRISX charges 0.88%/yr vs 0.80%/yr for PRHSX.
Performance
PRISX vs. PRHSX - Performance Comparison
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Returns By Period
In the year-to-date period, PRISX achieves a 1.50% return, which is significantly higher than PRHSX's -1.52% return. Over the past 10 years, PRISX has outperformed PRHSX with an annualized return of 15.28%, while PRHSX has yielded a comparatively lower 10.77% annualized return.
PRISX
- 1D
- -0.56%
- 1M
- 3.64%
- YTD
- 1.50%
- 6M
- 0.00%
- 1Y
- 14.79%
- 3Y*
- 23.18%
- 5Y*
- 12.74%
- 10Y*
- 15.28%
PRHSX
- 1D
- -0.36%
- 1M
- 0.83%
- YTD
- -1.52%
- 6M
- -2.57%
- 1Y
- 22.07%
- 3Y*
- 6.30%
- 5Y*
- 2.61%
- 10Y*
- 10.77%
PRISX vs. PRHSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRISX T. Rowe Price Financial Services Fund | 1.50% | 18.75% | 30.87% | 14.95% | -10.99% | 37.83% | 5.65% | 32.84% | -10.12% | 19.17% |
PRHSX T. Rowe Price Health Sciences Fund | -1.52% | 17.75% | 1.82% | 3.03% | -12.22% | 13.50% | 30.19% | 37.88% | 1.08% | 28.04% |
Correlation
The correlation between PRISX and PRHSX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.61 |
The correlation between PRISX and PRHSX shifts across timeframes, from 0.42 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PRISX vs. PRHSX — Risk / Return Rank
PRISX
PRHSX
PRISX vs. PRHSX - 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 Health Sciences Fund (PRHSX). 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 | PRHSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.24 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.68 | -0.59 |
| Martin ratioReturn relative to average drawdown | 3.04 | 4.74 | -1.70 |
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Drawdowns
PRISX vs. PRHSX - Drawdown Comparison
The maximum PRISX drawdown since its inception was -67.34%, which is greater than PRHSX's maximum drawdown of -42.96%. Use the drawdown chart below to compare losses from any high point for PRISX and PRHSX.
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Drawdown Indicators
| PRISX | PRHSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.34% | -42.96% | -24.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -12.81% | -1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -18.06% | -21.00% | +2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -26.95% | -27.61% | +0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | -28.97% | -13.89% |
Current DrawdownCurrent decline from peak | -1.70% | -4.61% | +2.91% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -8.74% | -2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 4.55% | +0.44% |
Volatility
PRISX vs. PRHSX - Volatility Comparison
The current volatility for T. Rowe Price Financial Services Fund (PRISX) is 4.48%, while T. Rowe Price Health Sciences Fund (PRHSX) has a volatility of 5.21%. This indicates that PRISX experiences smaller price fluctuations and is considered to be less risky than PRHSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRISX | PRHSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 5.21% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 12.20% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 15.67% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.22% | 17.28% | +2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.87% | 19.27% | +2.60% |
PRISX vs. PRHSX - Expense Ratio Comparison
PRISX has a 0.88% expense ratio, which is higher than PRHSX's 0.80% expense ratio.
Dividends
PRISX vs. PRHSX - Dividend Comparison
PRISX's dividend yield for the trailing twelve months is around 6.77%, less than PRHSX's 12.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRHSX T. Rowe Price Health Sciences Fund | 12.28% | 12.09% | 12.89% | 5.21% | 1.77% | 7.46% | 7.16% | 12.29% | 6.57% | 7.43% | 4.55% | 11.34% |
PRISX T. Rowe Price Financial Services Fund | 6.77% | 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 PRHSX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRHSX has higher volatility (5.21%) compared to PRISX (4.48%). In terms of maximum drawdown, PRISX dropped -67.34% vs PRHSX's -42.96%.
PRHSX currently has the higher Sharpe Ratio (1.38 vs 0.96), 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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