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

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.

200.00%250.00%300.00%350.00%400.00%450.00%JuneJulyAugustSeptemberOctoberNovember
470.59%
290.30%
PRISX
VFH

Returns By Period

The year-to-date returns for both stocks are quite close, with PRISX having a 37.23% return and VFH slightly lower at 37.11%. Over the past 10 years, PRISX has outperformed VFH with an annualized return of 12.88%, while VFH has yielded a comparatively lower 12.18% annualized return.


PRISX

YTD

37.23%

1M

8.16%

6M

21.82%

1Y

51.18%

5Y (annualized)

16.09%

10Y (annualized)

12.88%

VFH

YTD

37.11%

1M

9.01%

6M

24.60%

1Y

49.19%

5Y (annualized)

13.47%

10Y (annualized)

12.18%

Key characteristics


PRISXVFH
Sharpe Ratio3.263.33
Sortino Ratio4.604.70
Omega Ratio1.591.61
Calmar Ratio3.883.89
Martin Ratio23.2723.94
Ulcer Index2.20%2.05%
Daily Std Dev15.71%14.76%
Max Drawdown-67.34%-78.61%
Current Drawdown0.00%0.00%

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PRISX vs. VFH - Expense Ratio Comparison

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


PRISX
T. Rowe Price Financial Services Fund
Expense ratio chart for PRISX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%
Expense ratio chart for VFH: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.01.0

The correlation between PRISX and VFH is 0.96, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PRISX, currently valued at 3.26, compared to the broader market-1.000.001.002.003.004.005.003.263.33
The chart of Sortino ratio for PRISX, currently valued at 4.60, compared to the broader market0.005.0010.004.604.70
The chart of Omega ratio for PRISX, currently valued at 1.59, compared to the broader market1.002.003.004.001.591.61
The chart of Calmar ratio for PRISX, currently valued at 3.88, compared to the broader market0.005.0010.0015.0020.003.883.89
The chart of Martin ratio for PRISX, currently valued at 23.27, compared to the broader market0.0020.0040.0060.0080.00100.0023.2723.94
PRISX
VFH

The current PRISX Sharpe Ratio is 3.26, which is comparable to the VFH Sharpe Ratio of 3.33. 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.

Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.26
3.33
PRISX
VFH

Dividends

PRISX vs. VFH - Dividend Comparison

PRISX's dividend yield for the trailing twelve months is around 1.46%, less than VFH's 1.57% yield.


TTM20232022202120202019201820172016201520142013
PRISX
T. Rowe Price Financial Services Fund
1.46%2.00%1.99%1.25%1.49%1.53%1.77%0.86%0.89%1.18%1.08%0.88%
VFH
Vanguard Financials ETF
1.57%2.08%2.31%1.87%2.21%2.17%2.30%1.53%1.63%2.00%1.85%1.82%

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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
PRISX
VFH

Volatility

PRISX vs. VFH - Volatility Comparison

T. Rowe Price Financial Services Fund (PRISX) and Vanguard Financials ETF (VFH) have volatilities of 7.66% and 7.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.66%
7.80%
PRISX
VFH