PRISX vs. PRSCX

In the year-to-date period, PRISX achieves a 21.53% return, which is significantly lower than PRSCX's 31.81% return. Over the past 10 years, PRISX has outperformed PRSCX with an annualized return of 11.30%, while PRSCX has yielded a comparatively lower 3.63% annualized return.

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PRISX has a 0.88% expense ratio, which is higher than PRSCX's 0.84% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Financial Services Fund (PRISX) and T. Rowe Price Science And Technology Fund (PRSCX). 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 1.25, which is comparable to the PRSCX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of PRISX and PRSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither PRISX nor PRSCX has paid dividends to shareholders.

The maximum PRISX drawdown since its inception was -67.34%, smaller than the maximum PRSCX drawdown of -87.38%. Use the drawdown chart below to compare losses from any high point for PRISX and PRSCX. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Financial Services Fund (PRISX) is 8.96%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 10.04%. This indicates that PRISX experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.