PRMTX vs. VTI
Compare and contrast key facts about T. Rowe Price Communications & Technology Fund (PRMTX) and Vanguard Total Stock Market ETF (VTI).
PRMTX is managed by T. Rowe Price. It was launched on Oct 12, 1993. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRMTX or VTI.
Performance
PRMTX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, PRMTX achieves a 38.27% return, which is significantly higher than VTI's 24.77% return. Over the past 10 years, PRMTX has underperformed VTI with an annualized return of 8.77%, while VTI has yielded a comparatively higher 12.63% annualized return.
PRMTX
38.27%
4.99%
19.83%
33.99%
6.88%
8.77%
VTI
24.77%
1.74%
12.48%
32.60%
14.96%
12.63%
Key characteristics
| PRMTX | VTI | |
|---|---|---|
| Sharpe Ratio | 1.99 | 2.58 |
| Sortino Ratio | 2.48 | 3.45 |
| Omega Ratio | 1.38 | 1.48 |
| Calmar Ratio | 0.73 | 3.76 |
| Martin Ratio | 10.81 | 16.48 |
| Ulcer Index | 3.10% | 1.96% |
| Daily Std Dev | 16.87% | 12.50% |
| Max Drawdown | -75.22% | -55.45% |
| Current Drawdown | -23.50% | -1.53% |
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PRMTX vs. VTI - Expense Ratio Comparison
PRMTX has a 0.77% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between PRMTX and VTI is 0.85, 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.
Risk-Adjusted Performance
PRMTX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Communications & Technology Fund (PRMTX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
PRMTX's dividend yield for the trailing twelve months is around 0.14%, less than VTI's 1.28% 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% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
PRMTX vs. VTI - Drawdown Comparison
The maximum PRMTX drawdown since its inception was -75.22%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PRMTX and VTI. For additional features, visit the drawdowns tool.
Volatility
PRMTX vs. VTI - Volatility Comparison
T. Rowe Price Communications & Technology Fund (PRMTX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.41% and 4.28%, 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.