PRSCX vs. FSPTX

In the year-to-date period, PRSCX achieves a 34.49% return, which is significantly higher than FSPTX's 30.76% return. Over the past 10 years, PRSCX has underperformed FSPTX with an annualized return of 2.11%, while FSPTX has yielded a comparatively higher 13.24% 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 1.79, which is comparable to the FSPTX Sharpe Ratio of 1.69. 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.

Neither PRSCX nor FSPTX has paid dividends to shareholders.

The maximum PRSCX drawdown since its inception was -87.38%, 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. For additional features, visit the drawdowns tool.

T. Rowe Price Science And Technology Fund (PRSCX) and Fidelity Select Technology Portfolio (FSPTX) have volatilities of 6.43% and 6.50%, 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.