PRSCX vs. FSPTX

In the year-to-date period, PRSCX achieves a -8.83% return, which is significantly lower than FSPTX's -5.09% return. Over the past 10 years, PRSCX has underperformed FSPTX with an annualized return of 15.40%, while FSPTX has yielded a comparatively higher 19.25% annualized return.

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PRSCX has a 0.84% expense ratio, which is higher than FSPTX's 0.67% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science And Technology Fund (PRSCX) and Fidelity Select Technology Portfolio (FSPTX). 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 PRSCX Sharpe Ratio is 0.22, which is comparable to the FSPTX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of PRSCX and FSPTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PRSCX's dividend yield for the trailing twelve months is around 10.34%, more than FSPTX's 7.49% yield.

The maximum PRSCX drawdown since its inception was -85.26%, roughly equal to the maximum FSPTX drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for PRSCX and FSPTX.

The current volatility for T. Rowe Price Science And Technology Fund (PRSCX) is 5.99%, while Fidelity Select Technology Portfolio (FSPTX) has a volatility of 7.06%. This indicates that PRSCX experiences smaller price fluctuations and is considered to be less risky than FSPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.