PRMTX vs. PRGTX

In the year-to-date period, PRMTX achieves a 1.82% return, which is significantly higher than PRGTX's -5.80% return. Over the past 10 years, PRMTX has underperformed PRGTX with an annualized return of 8.81%, while PRGTX has yielded a comparatively higher 13.39% annualized return.

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PRMTX has a 0.77% expense ratio, which is lower than PRGTX's 0.95% expense ratio.

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

The current PRMTX Sharpe Ratio is 0.74, which is higher than the PRGTX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of PRMTX and PRGTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRMTX's dividend yield for the trailing twelve months is around 7.26%, while PRGTX has not paid dividends to shareholders.

The maximum PRMTX drawdown since its inception was -75.22%, roughly equal to the maximum PRGTX drawdown of -72.11%. Use the drawdown chart below to compare losses from any high point for PRMTX and PRGTX. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Communications & Technology Fund (PRMTX) is 5.97%, while T. Rowe Price Global Technology Fund (PRGTX) has a volatility of 9.21%. This indicates that PRMTX experiences smaller price fluctuations and is considered to be less risky than PRGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.