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PRMTX vs. PRWCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRMTX and PRWCX is 0.88, 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.


Performance

PRMTX vs. PRWCX - 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 Capital Appreciation Fund (PRWCX). The values are adjusted to include any dividend payments, if applicable.

800.00%900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%December2025FebruaryMarchAprilMay
897.74%
1,364.97%
PRMTX
PRWCX

Key characteristics

Sharpe Ratio

PRMTX:

0.84

PRWCX:

0.83

Sortino Ratio

PRMTX:

1.20

PRWCX:

1.26

Omega Ratio

PRMTX:

1.18

PRWCX:

1.18

Calmar Ratio

PRMTX:

0.48

PRWCX:

0.98

Martin Ratio

PRMTX:

2.40

PRWCX:

4.24

Ulcer Index

PRMTX:

7.60%

PRWCX:

2.18%

Daily Std Dev

PRMTX:

21.67%

PRWCX:

11.20%

Max Drawdown

PRMTX:

-75.22%

PRWCX:

-41.77%

Current Drawdown

PRMTX:

-26.89%

PRWCX:

-2.87%

Returns By Period

In the year-to-date period, PRMTX achieves a 2.42% return, which is significantly higher than PRWCX's 0.64% return. Over the past 10 years, PRMTX has underperformed PRWCX with an annualized return of 8.80%, while PRWCX has yielded a comparatively higher 10.19% annualized return.


PRMTX

YTD

2.42%

1M

15.96%

6M

-2.03%

1Y

16.65%

5Y*

3.12%

10Y*

8.80%

PRWCX

YTD

0.64%

1M

6.12%

6M

-0.65%

1Y

8.14%

5Y*

11.42%

10Y*

10.19%

*Annualized

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PRMTX vs. PRWCX - Expense Ratio Comparison

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


Risk-Adjusted Performance

PRMTX vs. PRWCX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRMTX
The Risk-Adjusted Performance Rank of PRMTX is 6363
Overall Rank
The Sharpe Ratio Rank of PRMTX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of PRMTX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of PRMTX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of PRMTX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of PRMTX is 5959
Martin Ratio Rank

PRWCX
The Risk-Adjusted Performance Rank of PRWCX is 7373
Overall Rank
The Sharpe Ratio Rank of PRWCX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWCX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of PRWCX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of PRWCX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of PRWCX is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRMTX vs. PRWCX - Risk-Adjusted Performance Comparison

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 0.84, which is comparable to the PRWCX Sharpe Ratio of 0.83. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.84
0.83
PRMTX
PRWCX

Dividends

PRMTX vs. PRWCX - Dividend Comparison

PRMTX's dividend yield for the trailing twelve months is around 7.21%, more than PRWCX's 2.31% yield.


TTM20242023202220212020201920182017201620152014
PRMTX
T. Rowe Price Communications & Technology Fund
7.21%7.39%7.74%17.50%8.35%5.29%1.22%1.28%2.35%2.24%3.20%10.82%
PRWCX
T. Rowe Price Capital Appreciation Fund
2.31%2.33%2.11%1.57%0.95%1.17%1.54%2.53%1.31%1.57%1.52%1.42%

Drawdowns

PRMTX vs. PRWCX - Drawdown Comparison

The maximum PRMTX drawdown since its inception was -75.22%, which is greater than PRWCX's maximum drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for PRMTX and PRWCX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-26.89%
-2.87%
PRMTX
PRWCX

Volatility

PRMTX vs. PRWCX - Volatility Comparison

T. Rowe Price Communications & Technology Fund (PRMTX) has a higher volatility of 9.52% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 6.90%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
9.52%
6.90%
PRMTX
PRWCX