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

Performance

PRMTX vs. PRSCX - Performance Comparison

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

Loading graphics...

PRMTX vs. PRSCX - 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%
PRSCX
T. Rowe Price Science And Technology Fund
-11.17%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Returns By Period

In the year-to-date period, PRMTX achieves a -10.21% return, which is significantly higher than PRSCX's -11.17% return. Both investments have delivered pretty close results over the past 10 years, with PRMTX having a 17.68% annualized return and PRSCX not far ahead at 18.39%.


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%

PRSCX

1D
-2.31%
1M
-13.60%
YTD
-11.17%
6M
-8.13%
1Y
30.89%
3Y*
23.42%
5Y*
8.65%
10Y*
18.39%
*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. PRSCX - Expense Ratio Comparison

PRMTX has a 0.77% expense ratio, which is lower than PRSCX's 0.84% expense ratio.


Return for Risk

PRMTX vs. PRSCX — 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

PRSCX
PRSCX Risk / Return Rank: 6565
Overall Rank
PRSCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 6565
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 5353
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. PRSCX - 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 Science And Technology Fund (PRSCX). 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.


PRMTXPRSCXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.18

-0.33

Sortino ratio

Return per unit of downside risk

2.77

1.73

+1.03

Omega ratio

Gain probability vs. loss probability

1.36

1.24

+0.12

Calmar ratio

Return relative to maximum drawdown

2.68

1.53

+1.15

Martin ratio

Return relative to average drawdown

7.58

5.13

+2.45

PRMTX vs. PRSCX - Sharpe Ratio Comparison

The current PRMTX Sharpe Ratio is 0.86, which is comparable to the PRSCX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of PRMTX and PRSCX, 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


PRMTXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.18

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.32

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.76

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.48

+0.16

Correlation

The correlation between PRMTX and PRSCX is 0.80, 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. PRSCX - Dividend Comparison

PRMTX's dividend yield for the trailing twelve months is around 56.15%, more than PRSCX's 12.97% 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%
PRSCX
T. Rowe Price Science And Technology Fund
12.97%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%

Drawdowns

PRMTX vs. PRSCX - Drawdown Comparison

The maximum PRMTX drawdown since its inception was -66.30%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for PRMTX and PRSCX.


Loading graphics...

Drawdown Indicators


PRMTXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-66.30%

-85.26%

+18.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-17.99%

+6.82%

Max Drawdown (5Y)

Largest decline over 5 years

-47.17%

-46.19%

-0.98%

Max Drawdown (10Y)

Largest decline over 10 years

-47.17%

-46.19%

-0.98%

Current Drawdown

Current decline from peak

-11.17%

-17.99%

+6.82%

Average Drawdown

Average peak-to-trough decline

-13.92%

-30.02%

+16.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

5.37%

-1.42%

Volatility

PRMTX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price Communications & Technology Fund (PRMTX) is 5.26%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 8.82%. This indicates that PRMTX experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PRMTXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

8.82%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

31.59%

17.49%

+14.10%

Volatility (1Y)

Calculated over the trailing 1-year period

39.00%

27.29%

+11.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.54%

27.36%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.51%

24.50%

-0.99%