PRMTX vs. VFIAX
Compare and contrast key facts about T. Rowe Price Communications & Technology Fund (PRMTX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
PRMTX is managed by T. Rowe Price. It was launched on Oct 12, 1993. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRMTX or VFIAX.
Key characteristics
| PRMTX | VFIAX | |
|---|---|---|
| YTD Return | 37.51% | 27.24% |
| 1Y Return | 37.32% | 37.81% |
| 3Y Return (Ann) | -8.40% | 10.32% |
| 5Y Return (Ann) | 7.10% | 16.00% |
| 10Y Return (Ann) | 8.64% | 13.43% |
| Sharpe Ratio | 2.34 | 3.24 |
| Sortino Ratio | 2.87 | 4.29 |
| Omega Ratio | 1.44 | 1.61 |
| Calmar Ratio | 0.86 | 4.73 |
| Martin Ratio | 12.78 | 21.42 |
| Ulcer Index | 3.09% | 1.87% |
| Daily Std Dev | 16.85% | 12.29% |
| Max Drawdown | -75.22% | -55.20% |
| Current Drawdown | -23.92% | 0.00% |
Correlation
The correlation between PRMTX and VFIAX is 0.84, 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. VFIAX - Performance Comparison
In the year-to-date period, PRMTX achieves a 37.51% return, which is significantly higher than VFIAX's 27.24% return. Over the past 10 years, PRMTX has underperformed VFIAX with an annualized return of 8.64%, while VFIAX has yielded a comparatively higher 13.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PRMTX vs. VFIAX - Expense Ratio Comparison
PRMTX has a 0.77% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
PRMTX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Communications & Technology Fund (PRMTX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.
Dividends
PRMTX vs. VFIAX - Dividend Comparison
PRMTX's dividend yield for the trailing twelve months is around 0.14%, less than VFIAX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRMTX T. Rowe Price Communications & Technology Fund | 0.14% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.19% | 0.01% | 0.03% | 0.20% | 2.46% | 0.30% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.22% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
PRMTX vs. VFIAX - Drawdown Comparison
The maximum PRMTX drawdown since its inception was -75.22%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for PRMTX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
PRMTX vs. VFIAX - Volatility Comparison
T. Rowe Price Communications & Technology Fund (PRMTX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 3.89% and 3.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.