PRISX vs. XLV

In the year-to-date period, PRISX achieves a 1.78% return, which is significantly higher than XLV's -3.18% return. Both investments have delivered pretty close results over the past 10 years, with PRISX having a 7.94% annualized return and XLV not far behind at 7.92%.

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PRISX has a 0.88% expense ratio, which is higher than XLV's 0.12% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Financial Services Fund (PRISX) and Health Care Select Sector SPDR Fund (XLV). 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 0.46, which is higher than the XLV Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of PRISX and XLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRISX's dividend yield for the trailing twelve months is around 8.59%, more than XLV's 1.76% yield.

The maximum PRISX drawdown since its inception was -71.82%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for PRISX and XLV. For additional features, visit the drawdowns tool.

T. Rowe Price Financial Services Fund (PRISX) and Health Care Select Sector SPDR Fund (XLV) have volatilities of 6.70% and 6.78%, 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.