PRMTX vs. PRWCX

In the year-to-date period, PRMTX achieves a 31.92% return, which is significantly higher than PRWCX's 13.38% return. Over the past 10 years, PRMTX has outperformed PRWCX with an annualized return of 9.19%, while PRWCX has yielded a comparatively lower 5.28% annualized return.

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PRMTX has a 0.77% expense ratio, which is higher than PRWCX's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Communications & Technology Fund (PRMTX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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 1.87, which is comparable to the PRWCX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of PRMTX and PRWCX, 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 has not paid dividends to shareholders, while PRWCX's dividend yield for the trailing twelve months is around 10.30%.

The maximum PRMTX drawdown since its inception was -75.22%, which is greater than PRWCX's maximum drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for PRMTX and PRWCX. For additional features, visit the drawdowns tool.

T. Rowe Price Communications & Technology Fund (PRMTX) has a higher volatility of 8.22% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 2.31%. This indicates that PRMTX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.