PRISX vs. PRMTX

The year-to-date returns for both investments are quite close, with PRISX having a 1.78% return and PRMTX slightly higher at 1.82%. Over the past 10 years, PRISX has underperformed PRMTX with an annualized return of 7.94%, while PRMTX has yielded a comparatively higher 8.81% annualized return.

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PRISX has a 0.88% expense ratio, which is higher than PRMTX's 0.77% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Financial Services Fund (PRISX) and T. Rowe Price Communications & Technology Fund (PRMTX). 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 0.46, which is lower than the PRMTX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of PRISX and PRMTX, 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 8.59%, more than PRMTX's 7.26% yield.

The maximum PRISX drawdown since its inception was -71.82%, roughly equal to the maximum PRMTX drawdown of -75.22%. Use the drawdown chart below to compare losses from any high point for PRISX and PRMTX. For additional features, visit the drawdowns tool.

T. Rowe Price Financial Services Fund (PRISX) has a higher volatility of 6.70% compared to T. Rowe Price Communications & Technology Fund (PRMTX) at 5.97%. This indicates that PRISX's price experiences larger fluctuations and is considered to be riskier than PRMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.