PRNHX vs. PRSCX

In the year-to-date period, PRNHX achieves a 10.57% return, which is significantly lower than PRSCX's 37.83% return. Over the past 10 years, PRNHX has outperformed PRSCX with an annualized return of 12.10%, while PRSCX has yielded a comparatively lower 2.27% annualized return.

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PRNHX has a 0.75% expense ratio, which is lower than PRSCX's 0.84% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Horizons Fund (PRNHX) and T. Rowe Price Science And Technology Fund (PRSCX). 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 PRNHX Sharpe Ratio is 1.41, which is comparable to the PRSCX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of PRNHX and PRSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither PRNHX nor PRSCX has paid dividends to shareholders.

The maximum PRNHX drawdown since its inception was -55.79%, smaller than the maximum PRSCX drawdown of -87.38%. Use the drawdown chart below to compare losses from any high point for PRNHX and PRSCX. For additional features, visit the drawdowns tool.

T. Rowe Price New Horizons Fund (PRNHX) and T. Rowe Price Science And Technology Fund (PRSCX) have volatilities of 6.27% and 6.37%, 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.