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PRMSX vs. PRSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRMSX vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Emerging Markets Stock Fund (PRMSX) and T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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PRMSX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRMSX
T. Rowe Price Emerging Markets Stock Fund
-0.54%32.46%-1.72%2.08%-23.35%-10.47%17.63%26.51%-16.20%42.27%
PRSCX
T. Rowe Price Science And Technology Fund
-11.17%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Returns By Period

In the year-to-date period, PRMSX achieves a -0.54% return, which is significantly higher than PRSCX's -11.17% return. Over the past 10 years, PRMSX has underperformed PRSCX with an annualized return of 5.55%, while PRSCX has yielded a comparatively higher 18.39% annualized return.


PRMSX

1D
-0.87%
1M
-12.92%
YTD
-0.54%
6M
6.35%
1Y
28.19%
3Y*
7.79%
5Y*
-2.20%
10Y*
5.55%

PRSCX

1D
-2.31%
1M
-13.60%
YTD
-11.17%
6M
-8.13%
1Y
30.89%
3Y*
23.42%
5Y*
8.65%
10Y*
18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRMSX vs. PRSCX - Expense Ratio Comparison

PRMSX has a 1.20% expense ratio, which is higher than PRSCX's 0.84% expense ratio.


Return for Risk

PRMSX vs. PRSCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRMSX
PRMSX Risk / Return Rank: 8080
Overall Rank
PRMSX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PRMSX Sortino Ratio Rank: 8181
Sortino Ratio Rank
PRMSX Omega Ratio Rank: 7979
Omega Ratio Rank
PRMSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
PRMSX Martin Ratio Rank: 8080
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 6565
Overall Rank
PRSCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 6565
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRMSX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Emerging Markets Stock Fund (PRMSX) and T. Rowe Price Science And Technology Fund (PRSCX). 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.


PRMSXPRSCXDifference

Sharpe ratio

Return per unit of total volatility

1.54

1.18

+0.36

Sortino ratio

Return per unit of downside risk

2.03

1.73

+0.30

Omega ratio

Gain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratio

Return relative to maximum drawdown

1.91

1.53

+0.38

Martin ratio

Return relative to average drawdown

7.89

5.13

+2.76

PRMSX vs. PRSCX - Sharpe Ratio Comparison

The current PRMSX Sharpe Ratio is 1.54, which is higher than the PRSCX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of PRMSX and PRSCX, 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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Sharpe Ratios by Period


PRMSXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.18

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.32

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.76

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.48

-0.15

Correlation

The correlation between PRMSX and PRSCX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRMSX vs. PRSCX - Dividend Comparison

PRMSX's dividend yield for the trailing twelve months is around 0.57%, less than PRSCX's 12.97% yield.


TTM20252024202320222021202020192018201720162015
PRMSX
T. Rowe Price Emerging Markets Stock Fund
0.57%0.57%0.35%1.09%1.17%8.26%0.49%1.24%0.61%0.18%0.69%0.56%
PRSCX
T. Rowe Price Science And Technology Fund
12.97%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%

Drawdowns

PRMSX vs. PRSCX - Drawdown Comparison

The maximum PRMSX drawdown since its inception was -71.13%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for PRMSX and PRSCX.


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Drawdown Indicators


PRMSXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-71.13%

-85.26%

+14.13%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

-17.99%

+4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-43.24%

-46.19%

+2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-46.28%

-46.19%

-0.09%

Current Drawdown

Current decline from peak

-17.96%

-17.99%

+0.03%

Average Drawdown

Average peak-to-trough decline

-21.21%

-30.02%

+8.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

5.37%

-2.09%

Volatility

PRMSX vs. PRSCX - Volatility Comparison

T. Rowe Price Emerging Markets Stock Fund (PRMSX) has a higher volatility of 9.38% compared to T. Rowe Price Science And Technology Fund (PRSCX) at 8.82%. This indicates that PRMSX's price experiences larger fluctuations and is considered to be riskier than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRMSXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.38%

8.82%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

14.22%

17.49%

-3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

27.29%

-9.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

27.36%

-10.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

24.50%

-6.18%