PRSCX vs. FSPTX

The year-to-date returns for both investments are quite close, with PRSCX having a -25.05% return and FSPTX slightly higher at -24.84%. Over the past 10 years, PRSCX has underperformed FSPTX with an annualized return of -0.10%, while FSPTX has yielded a comparatively higher 16.84% 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 -0.67, which is lower than the FSPTX Sharpe Ratio of -0.34. 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 has not paid dividends to shareholders, while FSPTX's dividend yield for the trailing twelve months is around 6.27%.

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.

The current volatility for T. Rowe Price Science And Technology Fund (PRSCX) is 11.69%, while Fidelity Select Technology Portfolio (FSPTX) has a volatility of 13.34%. 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.