PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRISX vs. PRMTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

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.


-0.50.00.51.0
Correlation: 0.6

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%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
288.93%
3,634.83%
PRISX
PRMTX

Key characteristics

Sharpe Ratio

PRISX:

0.35

PRMTX:

0.76

Sortino Ratio

PRISX:

0.60

PRMTX:

1.12

Omega Ratio

PRISX:

1.09

PRMTX:

1.16

Calmar Ratio

PRISX:

0.34

PRMTX:

0.76

Martin Ratio

PRISX:

1.09

PRMTX:

2.81

Ulcer Index

PRISX:

7.08%

PRMTX:

5.61%

Daily Std Dev

PRISX:

22.11%

PRMTX:

20.81%

Max Drawdown

PRISX:

-71.82%

PRMTX:

-66.12%

Current Drawdown

PRISX:

-17.83%

PRMTX:

-15.13%

Returns By Period

The year-to-date returns for both investments are quite close, with PRISX having a -6.36% return and PRMTX slightly higher at -6.17%. Over the past 10 years, PRISX has underperformed PRMTX with an annualized return of 7.26%, while PRMTX has yielded a comparatively higher 13.61% annualized return.


PRISX

YTD

-6.36%

1M

-7.18%

6M

-11.12%

1Y

6.88%

5Y*

16.33%

10Y*

7.26%

PRMTX

YTD

-6.17%

1M

-3.90%

6M

-1.25%

1Y

17.10%

5Y*

11.28%

10Y*

13.61%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 is 0.88%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRISX: 0.88%
Expense ratio chart for PRMTX: current value is 0.77%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRMTX: 0.77%

Risk-Adjusted Performance

PRISX vs. PRMTX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRISX
The Risk-Adjusted Performance Rank of PRISX is 5757
Overall Rank
The Sharpe Ratio Rank of PRISX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of PRISX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of PRISX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of PRISX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of PRISX is 5151
Martin Ratio Rank

PRMTX
The Risk-Adjusted Performance Rank of PRMTX is 7575
Overall Rank
The Sharpe Ratio Rank of PRMTX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of PRMTX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of PRMTX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of PRMTX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of PRMTX is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.35, compared to the broader market-1.000.001.002.003.00
PRISX: 0.35
PRMTX: 0.76
The chart of Sortino ratio for PRISX, currently valued at 0.60, compared to the broader market-2.000.002.004.006.008.00
PRISX: 0.60
PRMTX: 1.12
The chart of Omega ratio for PRISX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
PRISX: 1.09
PRMTX: 1.16
The chart of Calmar ratio for PRISX, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.00
PRISX: 0.34
PRMTX: 0.76
The chart of Martin ratio for PRISX, currently valued at 1.09, compared to the broader market0.0010.0020.0030.0040.0050.00
PRISX: 1.09
PRMTX: 2.81

The current PRISX Sharpe Ratio is 0.35, which is lower than the PRMTX Sharpe Ratio of 0.76. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.35
0.76
PRISX
PRMTX

Dividends

PRISX vs. PRMTX - Dividend Comparison

PRISX's dividend yield for the trailing twelve months is around 1.32%, less than PRMTX's 7.88% yield.


TTM20242023202220212020201920182017201620152014
PRISX
T. Rowe Price Financial Services Fund
1.32%1.24%2.00%1.99%1.25%1.49%1.53%1.77%0.86%0.89%1.18%1.08%
PRMTX
T. Rowe Price Communications & Technology Fund
7.88%7.39%7.74%17.50%8.35%5.29%1.22%1.28%2.35%2.24%3.20%10.82%

Drawdowns

PRISX vs. PRMTX - Drawdown Comparison

The maximum PRISX drawdown since its inception was -71.82%, which is greater than PRMTX's maximum drawdown of -66.12%. Use the drawdown chart below to compare losses from any high point for PRISX and PRMTX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.83%
-15.13%
PRISX
PRMTX

Volatility

PRISX vs. PRMTX - Volatility Comparison

T. Rowe Price Financial Services Fund (PRISX) has a higher volatility of 13.82% compared to T. Rowe Price Communications & Technology Fund (PRMTX) at 12.21%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.82%
12.21%
PRISX
PRMTX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab