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PRMTX vs. FSTCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRMTX vs. FSTCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Communications & Technology Fund (PRMTX) and Fidelity Select Telecommunications Portfolio (FSTCX). The values are adjusted to include any dividend payments, if applicable.

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PRMTX vs. FSTCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRMTX
T. Rowe Price Communications & Technology Fund
-10.21%43.31%48.75%39.30%-40.90%9.81%53.69%35.69%-1.85%33.00%
FSTCX
Fidelity Select Telecommunications Portfolio
11.69%11.63%21.18%7.29%-16.99%-2.69%20.63%20.43%-8.03%1.44%

Returns By Period

In the year-to-date period, PRMTX achieves a -10.21% return, which is significantly lower than FSTCX's 11.69% return. Over the past 10 years, PRMTX has outperformed FSTCX with an annualized return of 17.68%, while FSTCX has yielded a comparatively lower 7.02% annualized return.


PRMTX

1D
-0.29%
1M
-8.96%
YTD
-10.21%
6M
12.57%
1Y
33.32%
3Y*
32.51%
5Y*
11.53%
10Y*
17.68%

FSTCX

1D
-0.87%
1M
-0.21%
YTD
11.69%
6M
10.13%
1Y
15.12%
3Y*
15.80%
5Y*
4.83%
10Y*
7.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRMTX vs. FSTCX - Expense Ratio Comparison

PRMTX has a 0.77% expense ratio, which is lower than FSTCX's 0.79% expense ratio.


Return for Risk

PRMTX vs. FSTCX — Risk / Return Rank

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

PRMTX
PRMTX Risk / Return Rank: 7878
Overall Rank
PRMTX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PRMTX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PRMTX Omega Ratio Rank: 8787
Omega Ratio Rank
PRMTX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRMTX Martin Ratio Rank: 7878
Martin Ratio Rank

FSTCX
FSTCX Risk / Return Rank: 4444
Overall Rank
FSTCX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FSTCX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FSTCX Omega Ratio Rank: 3232
Omega Ratio Rank
FSTCX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSTCX Martin Ratio Rank: 4040
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. FSTCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Communications & Technology Fund (PRMTX) and Fidelity Select Telecommunications Portfolio (FSTCX). 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.


PRMTXFSTCXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.88

-0.02

Sortino ratio

Return per unit of downside risk

2.77

1.28

+1.49

Omega ratio

Gain probability vs. loss probability

1.36

1.16

+0.21

Calmar ratio

Return relative to maximum drawdown

2.68

1.46

+1.22

Martin ratio

Return relative to average drawdown

7.58

4.08

+3.50

PRMTX vs. FSTCX - Sharpe Ratio Comparison

The current PRMTX Sharpe Ratio is 0.86, which is comparable to the FSTCX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of PRMTX and FSTCX, 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


PRMTXFSTCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.88

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.28

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.39

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.45

+0.18

Correlation

The correlation between PRMTX and FSTCX is 0.70, 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

PRMTX vs. FSTCX - Dividend Comparison

PRMTX's dividend yield for the trailing twelve months is around 56.15%, more than FSTCX's 2.30% yield.


TTM20252024202320222021202020192018201720162015
PRMTX
T. Rowe Price Communications & Technology Fund
56.15%50.42%14.78%7.74%17.50%8.35%5.29%2.45%1.28%2.35%2.24%3.20%
FSTCX
Fidelity Select Telecommunications Portfolio
2.30%2.57%2.19%3.72%8.13%15.37%8.11%3.33%3.23%19.90%6.40%1.99%

Drawdowns

PRMTX vs. FSTCX - Drawdown Comparison

The maximum PRMTX drawdown since its inception was -66.30%, smaller than the maximum FSTCX drawdown of -82.81%. Use the drawdown chart below to compare losses from any high point for PRMTX and FSTCX.


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Drawdown Indicators


PRMTXFSTCXDifference

Max Drawdown

Largest peak-to-trough decline

-66.30%

-82.81%

+16.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-9.38%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-47.17%

-34.08%

-13.09%

Max Drawdown (10Y)

Largest decline over 10 years

-47.17%

-34.08%

-13.09%

Current Drawdown

Current decline from peak

-11.17%

-3.81%

-7.36%

Average Drawdown

Average peak-to-trough decline

-13.92%

-24.74%

+10.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.36%

+0.59%

Volatility

PRMTX vs. FSTCX - Volatility Comparison

The current volatility for T. Rowe Price Communications & Technology Fund (PRMTX) is 5.26%, while Fidelity Select Telecommunications Portfolio (FSTCX) has a volatility of 5.95%. This indicates that PRMTX experiences smaller price fluctuations and is considered to be less risky than FSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRMTXFSTCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

5.95%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

31.59%

12.52%

+19.07%

Volatility (1Y)

Calculated over the trailing 1-year period

39.00%

17.50%

+21.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.54%

17.46%

+9.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

17.87%

+5.64%