PRSCX vs. JESTX

Last updated Jul 14, 2026

PRSCX (T. Rowe Price Science And Technology Fund) and JESTX (John Hancock Variable Insurance Trust Science & Technology Trust) are both Technology Equities funds. Over the past 5 years, PRSCX returned 15.12%/yr vs 16.75%/yr for JESTX. With a 0.95 correlation, they move nearly in lockstep. PRSCX charges 0.80%/yr vs 1.04%/yr for JESTX.

Performance

PRSCX vs. JESTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Science And Technology Fund (PRSCX) and John Hancock Variable Insurance Trust Science & Technology Trust (JESTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRSCX achieves a 26.30% return, which is significantly higher than JESTX's 24.93% return.

PRSCX

• 1D: 0.21%
• 1M: -4.81%
• 6M: 22.49%
• YTD: 26.30%
• 1Y: 49.31%
• 3Y*: 33.86%
• 5Y*: 15.12%
• 10Y*: 21.52%

JESTX

• 1D: 0.25%
• 1M: -5.38%
• 6M: 21.09%
• YTD: 24.93%
• 1Y: 47.24%
• 3Y*: 32.79%
• 5Y*: 16.75%
• 10Y*: —

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

PRSCX vs. JESTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRSCX T. Rowe Price Science And Technology Fund	26.30%	24.28%	40.49%	53.77%	-35.40%	5.83%	45.94%	53.80%	-7.52%	29.86%
JESTX John Hancock Variable Insurance Trust Science & Technology Trust	24.93%	24.07%	37.90%	54.68%	-33.29%	8.37%	57.16%	37.93%	-0.61%	24.51%

Correlation

The correlation between PRSCX and JESTX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017	0.95

The correlation between PRSCX and JESTX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

Return for Risk

PRSCX vs. JESTX — Risk / Return Rank

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

PRSCX

PRSCX Risk / Return Rank: 56
PRSCX Sharpe Ratio Rank: 52
PRSCX Sortino Ratio Rank: 41
PRSCX Omega Ratio Rank: 50
PRSCX Calmar Ratio Rank: 78
PRSCX Martin Ratio Rank: 58

JESTX

JESTX Risk / Return Rank: 54
JESTX Sharpe Ratio Rank: 49
JESTX Sortino Ratio Rank: 38
JESTX Omega Ratio Rank: 46
JESTX Calmar Ratio Rank: 79
JESTX Martin Ratio Rank: 57

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. JESTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science And Technology Fund (PRSCX) and John Hancock Variable Insurance Trust Science & Technology Trust (JESTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PRSCX	JESTX	Difference
Sharpe ratio: Return per unit of total volatility	1.62	1.58	+0.05
Sortino ratio: Return per unit of downside risk	2.05	1.98	+0.07
Omega ratio: Gain probability vs. loss probability	1.29	1.28	+0.01
Calmar ratio: Return relative to maximum drawdown	2.83	2.88	-0.05
Martin ratio: Return relative to average drawdown	9.09	8.94	+0.15

PRSCX vs. JESTX - Sharpe Ratio Comparison

The current PRSCX Sharpe Ratio is 1.62, which is comparable to the JESTX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of PRSCX and JESTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PRSCX vs. JESTX - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -85.26%, which is greater than JESTX's maximum drawdown of -46.95%. Use the drawdown chart below to compare losses from any high point for PRSCX and JESTX.

Drawdown Indicators

	PRSCX	JESTX	Difference
Max Drawdown Largest peak-to-trough decline	-85.26%	-46.95%	-38.31%
Max Drawdown (1Y) Largest decline over 1 year	-17.99%	-18.63%	+0.64%
Max Drawdown (3Y) Largest decline over 3 years	-31.06%	-31.33%	+0.27%
Max Drawdown (5Y) Largest decline over 5 years	-46.19%	-46.95%	+0.76%
Max Drawdown (10Y) Largest decline over 10 years	-46.19%	—	—
Current Drawdown Current decline from peak	-12.87%	-13.52%	+0.65%
Average Drawdown Average peak-to-trough decline	-29.83%	-9.16%	-20.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.51%	5.70%	-0.19%

Volatility

PRSCX vs. JESTX - Volatility Comparison

The current volatility for T. Rowe Price Science And Technology Fund (PRSCX) is 18.83%, while John Hancock Variable Insurance Trust Science & Technology Trust (JESTX) has a volatility of 19.87%. This indicates that PRSCX experiences smaller price fluctuations and is considered to be less risky than JESTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRSCX	JESTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.83%	19.87%	-1.04%
Volatility (6M) Calculated over the trailing 6-month period	27.93%	29.28%	-1.35%
Volatility (1Y) Calculated over the trailing 1-year period	31.38%	34.00%	-2.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.28%	30.32%	-1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.56%	27.37%	-1.81%

PRSCX vs. JESTX - Expense Ratio Comparison

PRSCX has a 0.80% expense ratio, which is lower than JESTX's 1.04% expense ratio.

Dividends

PRSCX vs. JESTX - Dividend Comparison

PRSCX's dividend yield for the trailing twelve months is around 9.13%, less than JESTX's 17.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JESTX John Hancock Variable Insurance Trust Science & Technology Trust	17.58%	21.96%	0.00%	0.00%	100.46%	24.96%	9.28%	19.35%	18.35%	0.00%	0.00%	0.00%
PRSCX T. Rowe Price Science And Technology Fund	9.13%	11.53%	9.43%	0.00%	7.83%	33.69%	13.90%	10.91%	36.03%	13.21%	3.68%	18.51%

Frequently Asked Questions

Can I hold both PRSCX and JESTX in my portfolio?

With a correlation of 0.93, PRSCX and JESTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PRSCX or JESTX?

JESTX has higher volatility (19.87%) compared to PRSCX (18.83%). In terms of maximum drawdown, PRSCX dropped -85.26% vs JESTX's -46.95%.

Which has better risk-adjusted returns?

PRSCX currently has the higher Sharpe Ratio (1.62 vs 1.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.