PRMTX vs. TRBCX

In the year-to-date period, PRMTX achieves a 39.05% return, which is significantly higher than TRBCX's 34.26% return. Over the past 10 years, PRMTX has underperformed TRBCX with an annualized return of 8.71%, while TRBCX has yielded a comparatively higher 14.67% annualized return.

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PRMTX has a 0.77% expense ratio, which is higher than TRBCX's 0.69% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Communications & Technology Fund (PRMTX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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 2.02, which is comparable to the TRBCX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of PRMTX and TRBCX, 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 0.14%, less than TRBCX's 2.60% yield.

The maximum PRMTX drawdown since its inception was -75.22%, which is greater than TRBCX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for PRMTX and TRBCX. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Communications & Technology Fund (PRMTX) is 4.17%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 5.10%. This indicates that PRMTX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.