PRISX vs. VFH
PRISX (T. Rowe Price Financial Services Fund) and VFH (Vanguard Financials ETF) are both Financials Equities funds. Over the past 10 years, PRISX returned 15.83%/yr vs 13.43%/yr for VFH. Their 0.96 correlation means they have historically moved very closely together. PRISX charges 0.88%/yr vs 0.09%/yr for VFH.
Performance
PRISX vs. VFH - Performance Comparison
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Returns By Period
In the year-to-date period, PRISX achieves a 8.91% return, which is significantly higher than VFH's 5.30% return. Over the past 10 years, PRISX has outperformed VFH with an annualized return of 15.83%, while VFH has yielded a comparatively lower 13.43% annualized return.
PRISX
- 1D
- 0.72%
- 1M
- 2.89%
- 6M
- 9.60%
- YTD
- 8.91%
- 1Y
- 19.52%
- 3Y*
- 23.21%
- 5Y*
- 13.68%
- 10Y*
- 15.83%
- ALL TIME*
- 10.45%
VFH
- 1D
- -0.14%
- 1M
- 2.24%
- 6M
- 7.40%
- YTD
- 5.30%
- 1Y
- 13.18%
- 3Y*
- 19.66%
- 5Y*
- 11.34%
- 10Y*
- 13.43%
- ALL TIME*
- 6.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $53.46M | $73.54M | $73.23M |
PRISX vs. VFH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRISX T. Rowe Price Financial Services Fund | 8.91% | 18.75% | 30.87% | 14.95% | -10.99% | 37.83% | 5.65% | 32.84% | -10.12% | 19.17% |
VFH Vanguard Financials ETF | 5.30% | 14.91% | 30.44% | 14.17% | -12.31% | 35.22% | -1.96% | 31.57% | -13.52% | 19.99% |
Correlation
The correlation between PRISX and VFH is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.98 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.96 |
The correlation between PRISX and VFH has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
PRISX vs. VFH — Risk / Return Rank
PRISX
VFH
PRISX vs. VFH - Risk-Adjusted Trends Comparison
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRISX | VFH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 0.74 | +0.47 |
| Martin ratioReturn relative to average drawdown | 3.38 | 1.93 | +1.45 |
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Drawdowns
PRISX vs. VFH - Drawdown Comparison
The maximum PRISX drawdown since its inception was -67.34%, 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.
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Drawdown Indicators
| PRISX | VFH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.34% | -78.61% | +11.27% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -14.75% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -18.06% | -17.30% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -26.95% | -25.66% | -1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | -44.42% | +1.56% |
Current DrawdownCurrent decline from peak | -0.85% | -1.21% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -11.20% | -18.42% | +7.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | 5.67% | -0.69% |
Volatility
PRISX vs. VFH - Volatility Comparison
T. Rowe Price Financial Services Fund (PRISX) has a higher volatility of 4.63% compared to Vanguard Financials ETF (VFH) at 4.07%. 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.
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Volatility by Period
| PRISX | VFH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 4.07% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 11.21% | +0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 15.06% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.04% | 19.12% | +0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 22.48% | -0.77% |
PRISX vs. VFH - Expense Ratio Comparison
PRISX has a 0.88% expense ratio, which is higher than VFH's 0.09% expense ratio.
Dividends
PRISX vs. VFH - Dividend Comparison
PRISX's dividend yield for the trailing twelve months is around 6.31%, more than VFH's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRISX T. Rowe Price Financial Services Fund | 6.31% | 6.87% | 8.74% | 2.00% | 2.08% | 3.00% | 10.22% | 6.14% | 11.97% | 4.68% | 1.00% | 3.86% |
VFH Vanguard Financials ETF | 1.67% | 1.55% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% |
Frequently Asked Questions
With a correlation of 0.98, PRISX and VFH 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.
PRISX has higher volatility (4.63%) compared to VFH (4.07%). In terms of maximum drawdown, PRISX dropped -67.34% vs VFH's -78.61%.
PRISX currently has the higher Sharpe Ratio (1.05 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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