PRSCX vs. NVLIX

Last updated Apr 1, 2026

Compare and contrast key facts about T. Rowe Price Science And Technology Fund (PRSCX) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX).

PRSCX is managed by T. Rowe Price. It was launched on Sep 29, 1987. NVLIX is managed by Nuveen. It was launched on May 15, 2009.

Performance

PRSCX vs. NVLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Science And Technology Fund (PRSCX) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). The values are adjusted to include any dividend payments, if applicable.

PRSCX vs. NVLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRSCX T. Rowe Price Science And Technology Fund	-11.17%	24.28%	40.49%	53.77%	-35.40%	5.83%	45.94%	53.80%	-7.52%	39.38%
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I	-14.74%	12.76%	29.48%	43.60%	-31.31%	27.62%	37.97%	33.54%	3.02%	33.09%

Returns By Period

In the year-to-date period, PRSCX achieves a -11.17% return, which is significantly higher than NVLIX's -14.74% return. Over the past 10 years, PRSCX has outperformed NVLIX with an annualized return of 18.39%, while NVLIX has yielded a comparatively lower 15.06% annualized return.

PRSCX

• 1D: -2.31%
• 1M: -13.60%
• YTD: -11.17%
• 6M: -8.13%
• 1Y: 30.89%
• 3Y*: 23.42%
• 5Y*: 8.65%
• 10Y*: 18.39%

NVLIX

• 1D: -0.77%
• 1M: -9.92%
• YTD: -14.74%
• 6M: -14.11%
• 1Y: 6.84%
• 3Y*: 16.78%
• 5Y*: 9.29%
• 10Y*: 15.06%

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

PRSCX vs. NVLIX - Expense Ratio Comparison

PRSCX has a 0.84% expense ratio, which is higher than NVLIX's 0.83% expense ratio.

PRSCX

T. Rowe Price Science And Technology Fund

NVLIX

Nuveen Winslow Large-Cap Growth ESG Fund Class I

Return for Risk

PRSCX vs. NVLIX — Risk / Return Rank

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

PRSCX

PRSCX Risk / Return Rank: 65
PRSCX Sharpe Ratio Rank: 69
PRSCX Sortino Ratio Rank: 71
PRSCX Omega Ratio Rank: 65
PRSCX Calmar Ratio Rank: 68
PRSCX Martin Ratio Rank: 53

NVLIX

NVLIX Risk / Return Rank: 11
NVLIX Sharpe Ratio Rank: 12
NVLIX Sortino Ratio Rank: 13
NVLIX Omega Ratio Rank: 13
NVLIX Calmar Ratio Rank: 9
NVLIX Martin Ratio Rank: 9

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. NVLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science And Technology Fund (PRSCX) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). 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.

	PRSCX	NVLIX	Difference
Sharpe ratio Return per unit of total volatility	1.18	0.29	+0.89
Sortino ratio Return per unit of downside risk	1.73	0.58	+1.15
Omega ratio Gain probability vs. loss probability	1.24	1.08	+0.16
Calmar ratio Return relative to maximum drawdown	1.53	0.15	+1.38
Martin ratio Return relative to average drawdown	5.13	0.49	+4.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRSCX vs. NVLIX - Sharpe Ratio Comparison

The current PRSCX Sharpe Ratio is 1.18, which is higher than the NVLIX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of PRSCX and NVLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PRSCX	NVLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	0.29	+0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.42	-0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.76	0.69	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.73	-0.26

Correlation

The correlation between PRSCX and NVLIX is 0.89, 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.

Dividends

PRSCX vs. NVLIX - Dividend Comparison

PRSCX's dividend yield for the trailing twelve months is around 12.97%, less than NVLIX's 26.33% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRSCX T. Rowe Price Science And Technology Fund	12.97%	11.53%	9.43%	0.00%	7.83%	33.69%	13.90%	10.91%	36.03%	13.21%	3.68%	18.51%
NVLIX Nuveen Winslow Large-Cap Growth ESG Fund Class I	26.33%	22.45%	14.35%	5.39%	8.93%	9.51%	5.47%	8.69%	18.81%	18.70%	17.11%	15.18%

Drawdowns

PRSCX vs. NVLIX - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -85.26%, which is greater than NVLIX's maximum drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for PRSCX and NVLIX.

Drawdown Indicators

	PRSCX	NVLIX	Difference
Max Drawdown Largest peak-to-trough decline	-85.26%	-39.57%	-45.69%
Max Drawdown (1Y) Largest decline over 1 year	-17.99%	-19.01%	+1.02%
Max Drawdown (5Y) Largest decline over 5 years	-46.19%	-39.57%	-6.62%
Max Drawdown (10Y) Largest decline over 10 years	-46.19%	-39.57%	-6.62%
Current Drawdown Current decline from peak	-17.99%	-19.01%	+1.02%
Average Drawdown Average peak-to-trough decline	-30.02%	-6.20%	-23.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.37%	5.81%	-0.44%

Volatility

PRSCX vs. NVLIX - Volatility Comparison

T. Rowe Price Science And Technology Fund (PRSCX) has a higher volatility of 8.82% compared to Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) at 5.48%. This indicates that PRSCX's price experiences larger fluctuations and is considered to be riskier than NVLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRSCX	NVLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.82%	5.48%	+3.34%
Volatility (6M) Calculated over the trailing 6-month period	17.49%	12.08%	+5.41%
Volatility (1Y) Calculated over the trailing 1-year period	27.29%	22.64%	+4.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.36%	22.35%	+5.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.50%	21.97%	+2.53%