PRSCX vs. ^GSPC

Last updated Apr 1, 2026

Compare and contrast key facts about T. Rowe Price Science And Technology Fund (PRSCX) and S&P 500 Index (^GSPC).

PRSCX is managed by T. Rowe Price. It was launched on Sep 29, 1987.

Performance

PRSCX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Science And Technology Fund (PRSCX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

PRSCX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRSCX T. Rowe Price Science And Technology Fund	-11.17%	24.28%	40.49%	53.77%	-35.40%	5.83%	45.94%	53.80%	-7.52%	39.38%
^GSPC S&P 500 Index	-4.63%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, PRSCX achieves a -11.17% return, which is significantly lower than ^GSPC's -4.63% return. Over the past 10 years, PRSCX has outperformed ^GSPC with an annualized return of 18.39%, while ^GSPC has yielded a comparatively lower 12.16% annualized return.

PRSCX

• 1D: -2.31%
• 1M: -13.60%
• YTD: -11.17%
• 6M: -8.13%
• 1Y: 30.89%
• 3Y*: 23.42%
• 5Y*: 8.65%
• 10Y*: 18.39%

^GSPC

• 1D: 2.91%
• 1M: -5.09%
• YTD: -4.63%
• 6M: -2.39%
• 1Y: 16.33%
• 3Y*: 16.69%
• 5Y*: 10.18%
• 10Y*: 12.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PRSCX vs. ^GSPC — Risk / Return Rank

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

PRSCX

PRSCX Risk / Return Rank: 65
PRSCX Sharpe Ratio Rank: 69
PRSCX Sortino Ratio Rank: 71
PRSCX Omega Ratio Rank: 65
PRSCX Calmar Ratio Rank: 68
PRSCX Martin Ratio Rank: 53

^GSPC

^GSPC Risk / Return Rank: 74
^GSPC Sharpe Ratio Rank: 69
^GSPC Sortino Ratio Rank: 68
^GSPC Omega Ratio Rank: 76
^GSPC Calmar Ratio Rank: 73
^GSPC Martin Ratio Rank: 85

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.

PRSCX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science And Technology Fund (PRSCX) and S&P 500 Index (^GSPC). 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.

	PRSCX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.18	0.90	+0.29
Sortino ratio Return per unit of downside risk	1.73	1.39	+0.35
Omega ratio Gain probability vs. loss probability	1.24	1.21	+0.03
Calmar ratio Return relative to maximum drawdown	1.53	1.40	+0.13
Martin ratio Return relative to average drawdown	5.13	6.61	-1.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRSCX vs. ^GSPC - Sharpe Ratio Comparison

The current PRSCX Sharpe Ratio is 1.18, which is higher than the ^GSPC Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of PRSCX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PRSCX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	0.90	+0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.61	-0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.68	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.46	+0.02

Correlation

The correlation between PRSCX and ^GSPC is 0.79, 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.

Drawdowns

PRSCX vs. ^GSPC - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -85.26%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for PRSCX and ^GSPC.

Drawdown Indicators

	PRSCX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-85.26%	-56.78%	-28.48%
Max Drawdown (1Y) Largest decline over 1 year	-17.99%	-12.14%	-5.85%
Max Drawdown (5Y) Largest decline over 5 years	-46.19%	-25.43%	-20.76%
Max Drawdown (10Y) Largest decline over 10 years	-46.19%	-33.92%	-12.27%
Current Drawdown Current decline from peak	-17.99%	-6.45%	-11.54%
Average Drawdown Average peak-to-trough decline	-30.02%	-10.75%	-19.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.37%	2.57%	+2.80%

Volatility

PRSCX vs. ^GSPC - Volatility Comparison

T. Rowe Price Science And Technology Fund (PRSCX) has a higher volatility of 8.82% compared to S&P 500 Index (^GSPC) at 5.34%. This indicates that PRSCX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRSCX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.82%	5.34%	+3.48%
Volatility (6M) Calculated over the trailing 6-month period	17.49%	9.54%	+7.95%
Volatility (1Y) Calculated over the trailing 1-year period	27.29%	18.33%	+8.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.36%	16.91%	+10.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.50%	18.05%	+6.45%