PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRSCX vs. BREIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRSCX and BREIX is 0.73, 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.


-0.50.00.51.00.7

Performance

PRSCX vs. BREIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Science And Technology Fund (PRSCX) and Baron Real Estate Fund (BREIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
0.29%
12.59%
PRSCX
BREIX

Key characteristics

Sharpe Ratio

PRSCX:

1.21

BREIX:

0.66

Sortino Ratio

PRSCX:

1.67

BREIX:

1.01

Omega Ratio

PRSCX:

1.22

BREIX:

1.12

Calmar Ratio

PRSCX:

0.59

BREIX:

0.61

Martin Ratio

PRSCX:

5.95

BREIX:

2.51

Ulcer Index

PRSCX:

4.91%

BREIX:

4.79%

Daily Std Dev

PRSCX:

24.11%

BREIX:

18.06%

Max Drawdown

PRSCX:

-87.38%

BREIX:

-42.73%

Current Drawdown

PRSCX:

-31.94%

BREIX:

-9.29%

Returns By Period

In the year-to-date period, PRSCX achieves a 28.77% return, which is significantly higher than BREIX's 10.51% return. Over the past 10 years, PRSCX has underperformed BREIX with an annualized return of 3.41%, while BREIX has yielded a comparatively higher 4.48% annualized return.


PRSCX

YTD

28.77%

1M

-4.54%

6M

-1.78%

1Y

28.55%

5Y*

3.79%

10Y*

3.41%

BREIX

YTD

10.51%

1M

-5.24%

6M

12.20%

1Y

10.63%

5Y*

8.48%

10Y*

4.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRSCX vs. BREIX - Expense Ratio Comparison

PRSCX has a 0.84% expense ratio, which is lower than BREIX's 1.05% expense ratio.


BREIX
Baron Real Estate Fund
Expense ratio chart for BREIX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for PRSCX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%

Risk-Adjusted Performance

PRSCX vs. BREIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science And Technology Fund (PRSCX) and Baron Real Estate Fund (BREIX). 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.


Sharpe ratio
The chart of Sharpe ratio for PRSCX, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.001.210.66
The chart of Sortino ratio for PRSCX, currently valued at 1.67, compared to the broader market-2.000.002.004.006.008.0010.001.671.01
The chart of Omega ratio for PRSCX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.12
The chart of Calmar ratio for PRSCX, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.730.61
The chart of Martin ratio for PRSCX, currently valued at 5.95, compared to the broader market0.0020.0040.0060.005.952.51
PRSCX
BREIX

The current PRSCX Sharpe Ratio is 1.21, which is higher than the BREIX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of PRSCX and BREIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.21
0.66
PRSCX
BREIX

Dividends

PRSCX vs. BREIX - Dividend Comparison

PRSCX has not paid dividends to shareholders, while BREIX's dividend yield for the trailing twelve months is around 0.15%.


TTM20232022202120202019201820172016201520142013
PRSCX
T. Rowe Price Science And Technology Fund
0.00%0.00%0.00%0.00%0.54%0.81%0.00%0.00%0.00%0.00%0.00%0.00%
BREIX
Baron Real Estate Fund
0.15%0.43%0.08%0.00%0.05%0.42%0.34%0.00%0.28%0.04%0.33%0.15%

Drawdowns

PRSCX vs. BREIX - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -87.38%, which is greater than BREIX's maximum drawdown of -42.73%. Use the drawdown chart below to compare losses from any high point for PRSCX and BREIX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.42%
-9.29%
PRSCX
BREIX

Volatility

PRSCX vs. BREIX - Volatility Comparison

T. Rowe Price Science And Technology Fund (PRSCX) has a higher volatility of 9.90% compared to Baron Real Estate Fund (BREIX) at 6.07%. This indicates that PRSCX's price experiences larger fluctuations and is considered to be riskier than BREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.90%
6.07%
PRSCX
BREIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab