PRISX vs. VFH

The year-to-date returns for both investments are quite close, with PRISX having a 2.91% return and VFH slightly higher at 3.05%. Over the past 10 years, PRISX has underperformed VFH with an annualized return of 7.96%, while VFH has yielded a comparatively higher 11.53% annualized return.

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PRISX has a 0.88% expense ratio, which is higher than VFH's 0.10% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Financial Services Fund (PRISX) and Vanguard Financials ETF (VFH). 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 0.48, which is lower than the VFH Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of PRISX and VFH, 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 8.50%, more than VFH's 1.80% yield.

The maximum PRISX drawdown since its inception was -71.82%, smaller than the maximum VFH drawdown of -78.61%. Use the drawdown chart below to compare losses from any high point for PRISX and VFH. For additional features, visit the drawdowns tool.

T. Rowe Price Financial Services Fund (PRISX) has a higher volatility of 4.84% compared to Vanguard Financials ETF (VFH) at 4.58%. This indicates that PRISX's price experiences larger fluctuations and is considered to be riskier than VFH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.