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PRMTX vs. FGDMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRMTX vs. FGDMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Communications & Technology Fund (PRMTX) and Fidelity Advisor Communication Services Class A (FGDMX). The values are adjusted to include any dividend payments, if applicable.

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PRMTX vs. FGDMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PRMTX
T. Rowe Price Communications & Technology Fund
-6.86%43.31%48.75%39.30%-40.90%9.81%53.69%35.69%-7.57%
FGDMX
Fidelity Advisor Communication Services Class A
-6.02%36.36%35.46%56.40%-38.47%15.63%35.07%32.77%-7.41%

Returns By Period

In the year-to-date period, PRMTX achieves a -6.86% return, which is significantly lower than FGDMX's -6.02% return.


PRMTX

1D
0.26%
1M
-4.04%
YTD
-6.86%
6M
17.41%
1Y
36.58%
3Y*
34.14%
5Y*
11.86%
10Y*
18.11%

FGDMX

1D
1.71%
1M
-4.96%
YTD
-6.02%
6M
-2.94%
1Y
33.60%
3Y*
30.89%
5Y*
11.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRMTX vs. FGDMX - Expense Ratio Comparison

PRMTX has a 0.77% expense ratio, which is lower than FGDMX's 1.03% expense ratio.


Return for Risk

PRMTX vs. FGDMX — Risk / Return Rank

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

PRMTX
PRMTX Risk / Return Rank: 8080
Overall Rank
PRMTX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
PRMTX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PRMTX Omega Ratio Rank: 8888
Omega Ratio Rank
PRMTX Calmar Ratio Rank: 9494
Calmar Ratio Rank
PRMTX Martin Ratio Rank: 8383
Martin Ratio Rank

FGDMX
FGDMX Risk / Return Rank: 7171
Overall Rank
FGDMX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FGDMX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FGDMX Omega Ratio Rank: 6666
Omega Ratio Rank
FGDMX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FGDMX Martin Ratio Rank: 6565
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.

PRMTX vs. FGDMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Communications & Technology Fund (PRMTX) and Fidelity Advisor Communication Services Class A (FGDMX). 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.


PRMTXFGDMXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.45

-0.49

Sortino ratio

Return per unit of downside risk

3.01

2.09

+0.92

Omega ratio

Gain probability vs. loss probability

1.40

1.29

+0.11

Calmar ratio

Return relative to maximum drawdown

3.43

2.07

+1.36

Martin ratio

Return relative to average drawdown

9.54

7.70

+1.84

PRMTX vs. FGDMX - Sharpe Ratio Comparison

The current PRMTX Sharpe Ratio is 0.96, which is lower than the FGDMX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of PRMTX and FGDMX, 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


PRMTXFGDMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.45

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.50

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.72

-0.08

Correlation

The correlation between PRMTX and FGDMX is 0.88, 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.


Dividends

PRMTX vs. FGDMX - Dividend Comparison

PRMTX's dividend yield for the trailing twelve months is around 54.13%, more than FGDMX's 8.15% yield.


TTM20252024202320222021202020192018201720162015
PRMTX
T. Rowe Price Communications & Technology Fund
54.13%50.42%14.78%7.74%17.50%8.35%5.29%2.45%1.28%2.35%2.24%3.20%
FGDMX
Fidelity Advisor Communication Services Class A
8.15%7.66%6.90%0.00%0.00%5.73%3.76%35.47%8.84%0.00%0.00%0.00%

Drawdowns

PRMTX vs. FGDMX - Drawdown Comparison

The maximum PRMTX drawdown since its inception was -66.30%, which is greater than FGDMX's maximum drawdown of -47.60%. Use the drawdown chart below to compare losses from any high point for PRMTX and FGDMX.


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Drawdown Indicators


PRMTXFGDMXDifference

Max Drawdown

Largest peak-to-trough decline

-66.30%

-47.60%

-18.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-16.94%

+5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-47.17%

-47.60%

+0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-47.17%

Current Drawdown

Current decline from peak

-7.85%

-11.56%

+3.71%

Average Drawdown

Average peak-to-trough decline

-13.92%

-11.07%

-2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

4.55%

-0.54%

Volatility

PRMTX vs. FGDMX - Volatility Comparison

The current volatility for T. Rowe Price Communications & Technology Fund (PRMTX) is 6.48%, while Fidelity Advisor Communication Services Class A (FGDMX) has a volatility of 8.99%. This indicates that PRMTX experiences smaller price fluctuations and is considered to be less risky than FGDMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRMTXFGDMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

8.99%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

31.76%

14.64%

+17.12%

Volatility (1Y)

Calculated over the trailing 1-year period

39.07%

23.50%

+15.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.56%

23.22%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.53%

24.06%

-0.53%