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PRISX vs. VFH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRISX and VFH is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

PRISX vs. VFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Financial Services Fund (PRISX) and Vanguard Financials ETF (VFH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRISX:

0.48

VFH:

1.00

Sortino Ratio

PRISX:

0.78

VFH:

1.46

Omega Ratio

PRISX:

1.12

VFH:

1.21

Calmar Ratio

PRISX:

0.47

VFH:

1.22

Martin Ratio

PRISX:

1.35

VFH:

4.51

Ulcer Index

PRISX:

7.98%

VFH:

4.69%

Daily Std Dev

PRISX:

22.81%

VFH:

21.45%

Max Drawdown

PRISX:

-71.82%

VFH:

-78.61%

Current Drawdown

PRISX:

-9.70%

VFH:

-4.45%

Returns By Period

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.


PRISX

YTD

2.91%

1M

8.62%

6M

-7.42%

1Y

10.85%

3Y*

13.18%

5Y*

18.12%

10Y*

7.96%

VFH

YTD

3.05%

1M

7.38%

6M

-0.74%

1Y

21.27%

3Y*

15.90%

5Y*

20.17%

10Y*

11.53%

*Annualized

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Vanguard Financials ETF

PRISX vs. VFH - Expense Ratio Comparison

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


Risk-Adjusted Performance

PRISX vs. VFH — 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 5656
Overall Rank
The Sharpe Ratio Rank of PRISX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of PRISX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of PRISX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of PRISX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of PRISX is 5050
Martin Ratio Rank

VFH
The Risk-Adjusted Performance Rank of VFH is 8484
Overall Rank
The Sharpe Ratio Rank of VFH is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VFH is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VFH is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VFH is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VFH is 8383
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. VFH - Risk-Adjusted Performance 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.


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.


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Dividends

PRISX vs. VFH - Dividend Comparison

PRISX's dividend yield for the trailing twelve months is around 8.50%, more than VFH's 1.80% yield.


TTM20242023202220212020201920182017201620152014
PRISX
T. Rowe Price Financial Services Fund
8.50%8.74%2.00%2.08%3.00%10.22%3.83%11.97%4.68%1.00%3.86%1.08%
VFH
Vanguard Financials ETF
1.80%1.75%2.08%2.31%1.87%2.21%2.17%2.30%1.53%1.63%2.00%1.85%

Drawdowns

PRISX vs. VFH - Drawdown Comparison

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.


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Volatility

PRISX vs. VFH - Volatility Comparison

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.


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