PRISX vs. TFNS

Last updated Jun 4, 2026

PRISX (T. Rowe Price Financial Services Fund) and TFNS (T. Rowe Price Financials ETF) are both Financials Equities funds. With a 0.98 correlation, they move nearly in lockstep. PRISX charges 0.88%/yr vs 0.44%/yr for TFNS.

Performance

PRISX vs. TFNS - 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 Financials ETF (TFNS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRISX achieves a -2.49% return, which is significantly higher than TFNS's -5.36% return.

PRISX

• 1D: 0.11%
• 1M: 0.26%
• YTD: -2.49%
• 6M: 1.19%
• 1Y: 10.16%
• 3Y*: 22.69%
• 5Y*: 10.16%
• 10Y*: 14.49%

TFNS

• 1D: -1.39%
• 1M: -1.27%
• YTD: -5.36%
• 6M: -2.12%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRISX vs. TFNS - Yearly Performance Comparison

	2026 (YTD)	2025
PRISX T. Rowe Price Financial Services Fund	-2.49%	12.20%
TFNS T. Rowe Price Financials ETF	-5.36%	10.41%

Correlation

The correlation between PRISX and TFNS is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 13, 2025	0.98

Return for Risk

PRISX vs. TFNS — Risk / Return Rank

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

PRISX

PRISX Risk / Return Rank: 8
PRISX Sharpe Ratio Rank: 8
PRISX Sortino Ratio Rank: 8
PRISX Omega Ratio Rank: 8
PRISX Calmar Ratio Rank: 8
PRISX Martin Ratio Rank: 7

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRISX vs. TFNS - 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 Financials ETF (TFNS). 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.

	PRISX	TFNS	Difference
Sharpe ratio: Return per unit of total volatility	0.68	—	—
Sortino ratio: Return per unit of downside risk	1.00	—	—
Omega ratio: Gain probability vs. loss probability	1.13	—	—
Calmar ratio: Return relative to maximum drawdown	0.77	—	—
Martin ratio: Return relative to average drawdown	2.17	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PRISX	TFNS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.68	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.31	+0.12

Drawdowns

PRISX vs. TFNS - Drawdown Comparison

The maximum PRISX drawdown since its inception was -67.34%, which is greater than TFNS's maximum drawdown of -14.00%. Use the drawdown chart below to compare losses from any high point for PRISX and TFNS.

Drawdown Indicators

	PRISX	TFNS	Difference
Max Drawdown Largest peak-to-trough decline	-67.34%	-14.00%	-53.34%
Max Drawdown (1Y) Largest decline over 1 year	-13.92%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.06%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.95%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.86%	—	—
Current Drawdown Current decline from peak	-5.56%	-8.00%	+2.44%
Average Drawdown Average peak-to-trough decline	-11.25%	-3.82%	-7.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.93%	—	—

Volatility

Volatility by Period

	PRISX	TFNS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.21%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.83%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.67%	15.04%	+0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.24%	15.04%	+5.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.86%	15.04%	+6.82%

PRISX vs. TFNS - Expense Ratio Comparison

PRISX has a 0.88% expense ratio, which is higher than TFNS's 0.44% expense ratio.

Dividends

PRISX vs. TFNS - Dividend Comparison

PRISX's dividend yield for the trailing twelve months is around 7.04%, more than TFNS's 0.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRISX T. Rowe Price Financial Services Fund	7.04%	6.87%	8.74%	2.00%	2.08%	3.00%	10.22%	6.14%	11.97%	4.68%	1.00%	3.86%
TFNS T. Rowe Price Financials ETF	0.52%	0.49%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PRISX and TFNS in my portfolio?

With a correlation of 0.98, PRISX and TFNS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.