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PRMTX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRMTX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Communications & Technology Fund (PRMTX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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PRMTX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRMTX
T. Rowe Price Communications & Technology Fund
-7.10%43.31%48.75%39.30%-40.90%9.81%53.69%35.69%-1.85%33.00%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, PRMTX achieves a -7.10% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, PRMTX has outperformed VOO with an annualized return of 18.08%, while VOO has yielded a comparatively lower 14.14% annualized return.


PRMTX

1D
3.46%
1M
-5.26%
YTD
-7.10%
6M
17.17%
1Y
36.97%
3Y*
34.03%
5Y*
11.80%
10Y*
18.08%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRMTX vs. VOO - Expense Ratio Comparison

PRMTX has a 0.77% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

PRMTX vs. VOO — Risk / Return Rank

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

PRMTX
PRMTX Risk / Return Rank: 8383
Overall Rank
PRMTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PRMTX Sortino Ratio Rank: 9494
Sortino Ratio Rank
PRMTX Omega Ratio Rank: 8989
Omega Ratio Rank
PRMTX Calmar Ratio Rank: 9595
Calmar Ratio Rank
PRMTX Martin Ratio Rank: 8787
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Communications & Technology Fund (PRMTX) and Vanguard S&P 500 ETF (VOO). 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.


PRMTXVOODifference

Sharpe ratio

Return per unit of total volatility

0.98

1.01

-0.03

Sortino ratio

Return per unit of downside risk

3.05

1.53

+1.51

Omega ratio

Gain probability vs. loss probability

1.40

1.23

+0.17

Calmar ratio

Return relative to maximum drawdown

3.39

1.55

+1.83

Martin ratio

Return relative to average drawdown

9.49

7.31

+2.18

PRMTX vs. VOO - Sharpe Ratio Comparison

The current PRMTX Sharpe Ratio is 0.98, which is comparable to the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of PRMTX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PRMTXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.01

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.71

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.79

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.83

-0.19

Correlation

The correlation between PRMTX and VOO 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.


Dividends

PRMTX vs. VOO - Dividend Comparison

PRMTX's dividend yield for the trailing twelve months is around 54.27%, more than VOO's 1.18% yield.


TTM20252024202320222021202020192018201720162015
PRMTX
T. Rowe Price Communications & Technology Fund
54.27%50.42%14.78%7.74%17.50%8.35%5.29%2.45%1.28%2.35%2.24%3.20%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

PRMTX vs. VOO - Drawdown Comparison

The maximum PRMTX drawdown since its inception was -66.30%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PRMTX and VOO.


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Drawdown Indicators


PRMTXVOODifference

Max Drawdown

Largest peak-to-trough decline

-66.30%

-33.99%

-32.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-11.98%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-47.17%

-24.52%

-22.65%

Max Drawdown (10Y)

Largest decline over 10 years

-47.17%

-33.99%

-13.18%

Current Drawdown

Current decline from peak

-8.09%

-5.55%

-2.54%

Average Drawdown

Average peak-to-trough decline

-13.92%

-3.72%

-10.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

2.55%

+1.43%

Volatility

PRMTX vs. VOO - Volatility Comparison

T. Rowe Price Communications & Technology Fund (PRMTX) has a higher volatility of 6.51% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that PRMTX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRMTXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.51%

5.34%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

31.76%

9.47%

+22.29%

Volatility (1Y)

Calculated over the trailing 1-year period

39.07%

18.11%

+20.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.58%

16.82%

+9.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.53%

17.99%

+5.54%