PRMTX vs. PRISX
PRMTX (T. Rowe Price Communications & Technology Fund) and PRISX (T. Rowe Price Financial Services Fund) are both mutual funds - PRMTX is a Communications Equities fund tracking the MSCI World IMI Communication Services 10/40 Index, while PRISX is a Financials Equities fund managed by BlackRock. Over the past 10 years, PRMTX returned 13.94%/yr vs 15.83%/yr for PRISX. Their 0.64 correlation means they have sometimes moved together and sometimes differently. PRMTX charges 0.77%/yr vs 0.88%/yr for PRISX.
Performance
PRMTX vs. PRISX - Performance Comparison
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Returns By Period
In the year-to-date period, PRMTX achieves a -5.92% return, which is significantly lower than PRISX's 8.91% return. Over the past 10 years, PRMTX has underperformed PRISX with an annualized return of 13.94%, while PRISX has yielded a comparatively higher 15.83% annualized return.
PRMTX
- 1D
- 0.85%
- 1M
- -5.00%
- 6M
- -4.16%
- YTD
- -5.92%
- 1Y
- -6.58%
- 3Y*
- 17.24%
- 5Y*
- 3.71%
- 10Y*
- 13.94%
- ALL TIME*
- 14.50%
PRISX
- 1D
- 0.72%
- 1M
- 2.89%
- 6M
- 9.60%
- YTD
- 8.91%
- 1Y
- 19.52%
- 3Y*
- 23.21%
- 5Y*
- 13.68%
- 10Y*
- 15.83%
- ALL TIME*
- 10.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRMTX vs. PRISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRMTX T. Rowe Price Communications & Technology Fund | -5.92% | 6.86% | 48.75% | 39.30% | -40.90% | 9.81% | 53.69% | 35.69% | -1.85% | 33.00% |
PRISX T. Rowe Price Financial Services Fund | 8.91% | 18.75% | 30.87% | 14.95% | -10.99% | 37.83% | 5.65% | 32.84% | -10.12% | 19.17% |
Correlation
The correlation between PRMTX and PRISX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.45 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.64 |
Over the past year, the correlation between PRMTX and PRISX has dropped to 0.38 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
PRMTX vs. PRISX — Risk / Return Rank
PRMTX
PRISX
PRMTX vs. PRISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Communications & Technology Fund (PRMTX) and T. Rowe Price Financial Services Fund (PRISX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRMTX | PRISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.19 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 1.21 | -1.64 |
| Martin ratioReturn relative to average drawdown | -0.92 | 3.38 | -4.30 |
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Drawdowns
PRMTX vs. PRISX - Drawdown Comparison
The maximum PRMTX drawdown since its inception was -66.30%, roughly equal to the maximum PRISX drawdown of -67.34%. Use the drawdown chart below to compare losses from any high point for PRMTX and PRISX.
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Drawdown Indicators
| PRMTX | PRISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.30% | -67.34% | +1.04% |
Max Drawdown (1Y)Largest decline over 1 year | -17.29% | -13.92% | -3.37% |
Max Drawdown (3Y)Largest decline over 3 years | -20.69% | -18.06% | -2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -47.17% | -26.95% | -20.22% |
Max Drawdown (10Y)Largest decline over 10 years | -47.17% | -42.86% | -4.31% |
Current DrawdownCurrent decline from peak | -13.34% | -0.85% | -12.49% |
Average DrawdownAverage peak-to-trough decline | -13.92% | -11.20% | -2.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.03% | 4.98% | +3.05% |
Volatility
PRMTX vs. PRISX - Volatility Comparison
T. Rowe Price Communications & Technology Fund (PRMTX) has a higher volatility of 5.73% compared to T. Rowe Price Financial Services Fund (PRISX) at 4.63%. This indicates that PRMTX's price experiences larger fluctuations and is considered to be riskier than PRISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRMTX | PRISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 4.63% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.46% | 12.06% | +1.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.16% | 16.08% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.79% | 20.04% | +1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 21.71% | -0.72% |
PRMTX vs. PRISX - Expense Ratio Comparison
PRMTX has a 0.77% expense ratio, which is lower than PRISX's 0.88% expense ratio.
Dividends
PRMTX vs. PRISX - Dividend Comparison
PRMTX's dividend yield for the trailing twelve months is around 26.81%, more than PRISX's 6.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRISX T. Rowe Price Financial Services Fund | 6.31% | 6.87% | 8.74% | 2.00% | 2.08% | 3.00% | 10.22% | 6.14% | 11.97% | 4.68% | 1.00% | 3.86% |
PRMTX T. Rowe Price Communications & Technology Fund | 26.81% | 25.23% | 14.78% | 7.74% | 17.50% | 8.35% | 5.29% | 2.45% | 1.28% | 2.35% | 2.24% | 3.20% |
Frequently Asked Questions
PRMTX and PRISX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRMTX has higher volatility (5.73%) compared to PRISX (4.63%). In terms of maximum drawdown, PRMTX dropped -66.30% vs PRISX's -67.34%.
PRISX currently has the higher Sharpe Ratio (1.05 vs -0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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