PRISX vs. VOO
Compare and contrast key facts about T. Rowe Price Financial Services Fund (PRISX) and Vanguard S&P 500 ETF (VOO).
PRISX is managed by Blackrock. It was launched on Sep 30, 1996. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRISX or VOO.
Key characteristics
| PRISX | VOO | |
|---|---|---|
| YTD Return | 35.13% | 27.26% |
| 1Y Return | 54.89% | 37.86% |
| 3Y Return (Ann) | 10.64% | 10.35% |
| 5Y Return (Ann) | 15.99% | 16.03% |
| 10Y Return (Ann) | 12.84% | 13.45% |
| Sharpe Ratio | 3.58 | 3.25 |
| Sortino Ratio | 5.01 | 4.31 |
| Omega Ratio | 1.65 | 1.61 |
| Calmar Ratio | 3.45 | 4.74 |
| Martin Ratio | 25.79 | 21.63 |
| Ulcer Index | 2.20% | 1.85% |
| Daily Std Dev | 15.81% | 12.25% |
| Max Drawdown | -67.34% | -33.99% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between PRISX and VOO is 0.79, 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. VOO - Performance Comparison
In the year-to-date period, PRISX achieves a 35.13% return, which is significantly higher than VOO's 27.26% return. Both investments have delivered pretty close results over the past 10 years, with PRISX having a 12.84% annualized return and VOO not far ahead at 13.45%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRISX vs. VOO - Expense Ratio Comparison
PRISX has a 0.88% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
PRISX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Financial Services Fund (PRISX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
PRISX vs. VOO - Dividend Comparison
PRISX's dividend yield for the trailing twelve months is around 1.48%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRISX T. Rowe Price Financial Services Fund | 1.48% | 2.00% | 1.99% | 1.25% | 1.49% | 1.53% | 1.77% | 0.86% | 0.89% | 1.18% | 1.08% | 0.88% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PRISX vs. VOO - Drawdown Comparison
The maximum PRISX drawdown since its inception was -67.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRISX and VOO. For additional features, visit the drawdowns tool.
Volatility
PRISX vs. VOO - Volatility Comparison
T. Rowe Price Financial Services Fund (PRISX) has a higher volatility of 7.69% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that PRISX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.