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PRMTX vs. MOGLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRMTX vs. MOGLX - Performance Comparison

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

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PRMTX vs. MOGLX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PRMTX
T. Rowe Price Communications & Technology Fund
-10.21%43.31%48.75%39.30%-40.90%9.81%53.69%13.01%
MOGLX
Gabelli Media Mogul Fund
1.26%22.85%1.12%10.23%-31.12%7.69%0.25%5.24%

Returns By Period

In the year-to-date period, PRMTX achieves a -10.21% return, which is significantly lower than MOGLX's 1.26% 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%

MOGLX

1D
0.72%
1M
-6.27%
YTD
1.26%
6M
5.04%
1Y
23.18%
3Y*
9.41%
5Y*
-1.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRMTX vs. MOGLX - Expense Ratio Comparison

PRMTX has a 0.77% expense ratio, which is lower than MOGLX's 0.90% expense ratio.


Return for Risk

PRMTX vs. MOGLX — 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

MOGLX
MOGLX Risk / Return Rank: 7373
Overall Rank
MOGLX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
MOGLX Sortino Ratio Rank: 7979
Sortino Ratio Rank
MOGLX Omega Ratio Rank: 6767
Omega Ratio Rank
MOGLX Calmar Ratio Rank: 7676
Calmar Ratio Rank
MOGLX Martin Ratio Rank: 6666
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. MOGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Communications & Technology Fund (PRMTX) and Gabelli Media Mogul Fund (MOGLX). 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.


PRMTXMOGLXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.40

-0.54

Sortino ratio

Return per unit of downside risk

2.77

2.00

+0.77

Omega ratio

Gain probability vs. loss probability

1.36

1.26

+0.11

Calmar ratio

Return relative to maximum drawdown

2.68

1.79

+0.89

Martin ratio

Return relative to average drawdown

7.58

6.27

+1.30

PRMTX vs. MOGLX - Sharpe Ratio Comparison

The current PRMTX Sharpe Ratio is 0.86, which is lower than the MOGLX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of PRMTX and MOGLX, 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


PRMTXMOGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.40

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

-0.07

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.05

+0.58

Correlation

The correlation between PRMTX and MOGLX is 0.61, 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. MOGLX - Dividend Comparison

PRMTX's dividend yield for the trailing twelve months is around 56.15%, more than MOGLX's 0.48% 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%
MOGLX
Gabelli Media Mogul Fund
0.48%0.49%1.44%0.93%1.33%2.09%0.74%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PRMTX vs. MOGLX - Drawdown Comparison

The maximum PRMTX drawdown since its inception was -66.30%, which is greater than MOGLX's maximum drawdown of -45.76%. Use the drawdown chart below to compare losses from any high point for PRMTX and MOGLX.


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Drawdown Indicators


PRMTXMOGLXDifference

Max Drawdown

Largest peak-to-trough decline

-66.30%

-45.76%

-20.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-11.68%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-47.17%

-40.66%

-6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-47.17%

Current Drawdown

Current decline from peak

-11.17%

-15.52%

+4.35%

Average Drawdown

Average peak-to-trough decline

-13.92%

-21.89%

+7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.34%

+0.61%

Volatility

PRMTX vs. MOGLX - Volatility Comparison

T. Rowe Price Communications & Technology Fund (PRMTX) has a higher volatility of 5.26% compared to Gabelli Media Mogul Fund (MOGLX) at 4.99%. This indicates that PRMTX's price experiences larger fluctuations and is considered to be riskier than MOGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRMTXMOGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

4.99%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

31.59%

9.83%

+21.76%

Volatility (1Y)

Calculated over the trailing 1-year period

39.00%

17.01%

+21.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.54%

18.22%

+8.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

21.88%

+1.63%