PortfoliosLab logoPortfoliosLab logo
PRMTX vs. FGJMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRMTX vs. FGJMX - 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 I (FGJMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PRMTX vs. FGJMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PRMTX
T. Rowe Price Communications & Technology Fund
-7.10%43.31%48.75%39.30%-40.90%9.81%53.69%35.69%-7.57%
FGJMX
Fidelity Advisor Communication Services Class I
-11.70%37.24%35.98%56.89%-38.29%15.96%35.51%33.18%-7.40%

Returns By Period

In the year-to-date period, PRMTX achieves a -7.10% return, which is significantly higher than FGJMX's -11.70% return.


PRMTX

1D
3.46%
1M
-5.26%
YTD
-7.10%
6M
17.17%
1Y
36.97%
3Y*
34.03%
5Y*
11.80%
10Y*
18.08%

FGJMX

1D
-0.17%
1M
-11.43%
YTD
-11.70%
6M
-8.36%
1Y
26.44%
3Y*
28.74%
5Y*
11.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRMTX vs. FGJMX - Expense Ratio Comparison

PRMTX has a 0.77% expense ratio, which is higher than FGJMX's 0.75% expense ratio.


Return for Risk

PRMTX vs. FGJMX — Risk / Return Rank

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

PRMTX
PRMTX Risk / Return Rank: 8383
Overall Rank
PRMTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PRMTX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PRMTX Omega Ratio Rank: 8989
Omega Ratio Rank
PRMTX Calmar Ratio Rank: 9595
Calmar Ratio Rank
PRMTX Martin Ratio Rank: 8787
Martin Ratio Rank

FGJMX
FGJMX Risk / Return Rank: 6363
Overall Rank
FGJMX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FGJMX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FGJMX Omega Ratio Rank: 6363
Omega Ratio Rank
FGJMX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FGJMX Martin Ratio Rank: 5555
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. FGJMX - 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 I (FGJMX). 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.


PRMTXFGJMXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.21

-0.23

Sortino ratio

Return per unit of downside risk

3.05

1.78

+1.27

Omega ratio

Gain probability vs. loss probability

1.40

1.24

+0.16

Calmar ratio

Return relative to maximum drawdown

3.39

1.39

+1.99

Martin ratio

Return relative to average drawdown

9.49

5.37

+4.12

PRMTX vs. FGJMX - Sharpe Ratio Comparison

The current PRMTX Sharpe Ratio is 0.98, which is comparable to the FGJMX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of PRMTX and FGJMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PRMTXFGJMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.21

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.48

-0.03

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

0.70

-0.05

Correlation

The correlation between PRMTX and FGJMX 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. FGJMX - Dividend Comparison

PRMTX's dividend yield for the trailing twelve months is around 54.27%, more than FGJMX's 9.44% yield.


TTM20252024202320222021202020192018201720162015
PRMTX
T. Rowe Price Communications & Technology Fund
54.27%50.42%14.78%7.74%17.50%8.35%5.29%2.45%1.28%2.35%2.24%3.20%
FGJMX
Fidelity Advisor Communication Services Class I
9.44%8.34%7.12%0.00%0.00%5.92%3.74%35.50%8.87%0.00%0.00%0.00%

Drawdowns

PRMTX vs. FGJMX - Drawdown Comparison

The maximum PRMTX drawdown since its inception was -66.30%, which is greater than FGJMX's maximum drawdown of -47.41%. Use the drawdown chart below to compare losses from any high point for PRMTX and FGJMX.


Loading graphics...

Drawdown Indicators


PRMTXFGJMXDifference

Max Drawdown

Largest peak-to-trough decline

-66.30%

-47.41%

-18.89%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-16.91%

+5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-47.17%

-47.41%

+0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-47.17%

Current Drawdown

Current decline from peak

-8.09%

-16.91%

+8.82%

Average Drawdown

Average peak-to-trough decline

-13.92%

-10.94%

-2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

4.39%

-0.41%

Volatility

PRMTX vs. FGJMX - Volatility Comparison

The current volatility for T. Rowe Price Communications & Technology Fund (PRMTX) is 6.51%, while Fidelity Advisor Communication Services Class I (FGJMX) has a volatility of 7.07%. This indicates that PRMTX experiences smaller price fluctuations and is considered to be less risky than FGJMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRMTXFGJMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

7.07%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

31.76%

13.78%

+17.98%

Volatility (1Y)

Calculated over the trailing 1-year period

39.07%

23.08%

+15.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.58%

23.14%

+3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.53%

24.01%

-0.48%