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PRISX vs. PRMTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PRISX vs. PRMTX - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
21.82%
19.98%
PRISX
PRMTX

Returns By Period

The year-to-date returns for both investments are quite close, with PRISX having a 37.23% return and PRMTX slightly higher at 39.05%. Over the past 10 years, PRISX has outperformed PRMTX with an annualized return of 12.88%, while PRMTX has yielded a comparatively lower 8.71% annualized return.


PRISX

YTD

37.23%

1M

8.16%

6M

21.82%

1Y

51.18%

5Y (annualized)

16.09%

10Y (annualized)

12.88%

PRMTX

YTD

39.05%

1M

6.85%

6M

19.98%

1Y

34.00%

5Y (annualized)

6.99%

10Y (annualized)

8.71%

Key characteristics


PRISXPRMTX
Sharpe Ratio3.262.02
Sortino Ratio4.602.51
Omega Ratio1.591.38
Calmar Ratio3.880.74
Martin Ratio23.2710.97
Ulcer Index2.20%3.10%
Daily Std Dev15.71%16.86%
Max Drawdown-67.34%-75.22%
Current Drawdown0.00%-23.07%

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PRISX vs. PRMTX - Expense Ratio Comparison

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


PRISX
T. Rowe Price Financial Services Fund
Expense ratio chart for PRISX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%
Expense ratio chart for PRMTX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%

Correlation

-0.50.00.51.00.6

The correlation between PRISX and PRMTX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

PRISX vs. PRMTX - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for PRISX, currently valued at 3.26, compared to the broader market-1.000.001.002.003.004.005.003.262.02
The chart of Sortino ratio for PRISX, currently valued at 4.60, compared to the broader market0.005.0010.004.602.51
The chart of Omega ratio for PRISX, currently valued at 1.59, compared to the broader market1.002.003.004.001.591.38
The chart of Calmar ratio for PRISX, currently valued at 3.88, compared to the broader market0.005.0010.0015.0020.003.880.74
The chart of Martin ratio for PRISX, currently valued at 23.27, compared to the broader market0.0020.0040.0060.0080.00100.0023.2710.97
PRISX
PRMTX

The current PRISX Sharpe Ratio is 3.26, which is higher than the PRMTX Sharpe Ratio of 2.02. 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.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.26
2.02
PRISX
PRMTX

Dividends

PRISX vs. PRMTX - Dividend Comparison

PRISX's dividend yield for the trailing twelve months is around 1.46%, more than PRMTX's 0.14% yield.


TTM20232022202120202019201820172016201520142013
PRISX
T. Rowe Price Financial Services Fund
1.46%2.00%1.99%1.25%1.49%1.53%1.77%0.86%0.89%1.18%1.08%0.88%
PRMTX
T. Rowe Price Communications & Technology Fund
0.14%0.19%0.00%0.00%0.00%0.00%0.19%0.01%0.03%0.20%2.46%0.30%

Drawdowns

PRISX vs. PRMTX - Drawdown Comparison

The maximum PRISX drawdown since its inception was -67.34%, smaller than 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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-23.07%
PRISX
PRMTX

Volatility

PRISX vs. PRMTX - Volatility Comparison

T. Rowe Price Financial Services Fund (PRISX) has a higher volatility of 7.66% compared to T. Rowe Price Communications & Technology Fund (PRMTX) at 4.17%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.66%
4.17%
PRISX
PRMTX