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

Performance

PRISX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Financial Services Fund (PRISX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
21.44%
13.62%
PRISX
VOO

Returns By Period

In the year-to-date period, PRISX achieves a 35.56% return, which is significantly higher than VOO's 26.16% return. Both investments have delivered pretty close results over the past 10 years, with PRISX having a 12.75% annualized return and VOO not far ahead at 13.18%.


PRISX

YTD

35.56%

1M

6.51%

6M

21.44%

1Y

49.34%

5Y (annualized)

15.82%

10Y (annualized)

12.75%

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


PRISXVOO
Sharpe Ratio3.202.70
Sortino Ratio4.523.60
Omega Ratio1.581.50
Calmar Ratio3.803.90
Martin Ratio22.7717.65
Ulcer Index2.20%1.86%
Daily Std Dev15.67%12.19%
Max Drawdown-67.34%-33.99%
Current Drawdown0.00%-0.86%

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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.


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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.8

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.

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.


Sharpe ratio
The chart of Sharpe ratio for PRISX, currently valued at 3.20, compared to the broader market-1.000.001.002.003.004.005.003.202.70
The chart of Sortino ratio for PRISX, currently valued at 4.52, compared to the broader market0.005.0010.004.523.60
The chart of Omega ratio for PRISX, currently valued at 1.58, compared to the broader market1.002.003.004.001.581.50
The chart of Calmar ratio for PRISX, currently valued at 3.80, compared to the broader market0.005.0010.0015.0020.0025.003.803.90
The chart of Martin ratio for PRISX, currently valued at 22.77, compared to the broader market0.0020.0040.0060.0080.00100.0022.7717.65
PRISX
VOO

The current PRISX Sharpe Ratio is 3.20, which is comparable to the VOO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of PRISX and VOO, 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
3.20
2.70
PRISX
VOO

Dividends

PRISX vs. VOO - Dividend Comparison

PRISX's dividend yield for the trailing twelve months is around 1.48%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
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
1.24%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.86%
PRISX
VOO

Volatility

PRISX vs. VOO - Volatility Comparison

T. Rowe Price Financial Services Fund (PRISX) has a higher volatility of 7.61% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.61%
3.99%
PRISX
VOO