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PRSCX vs. PRDGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PRSCXPRDGX
YTD Return23.30%15.16%
1Y Return34.99%23.06%
3Y Return (Ann)4.69%8.40%
5Y Return (Ann)15.82%12.48%
10Y Return (Ann)15.82%12.07%
Sharpe Ratio1.512.29
Daily Std Dev22.72%10.02%
Max Drawdown-85.26%-49.79%
Current Drawdown-7.85%-0.94%

Correlation

-0.50.00.51.00.7

The correlation between PRSCX and PRDGX is 0.71, 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.

Performance

PRSCX vs. PRDGX - Performance Comparison

In the year-to-date period, PRSCX achieves a 23.30% return, which is significantly higher than PRDGX's 15.16% return. Over the past 10 years, PRSCX has outperformed PRDGX with an annualized return of 15.82%, while PRDGX has yielded a comparatively lower 12.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
3.99%
6.70%
PRSCX
PRDGX

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PRSCX vs. PRDGX - Expense Ratio Comparison

PRSCX has a 0.84% expense ratio, which is higher than PRDGX's 0.62% expense ratio.


PRSCX
T. Rowe Price Science And Technology Fund
Expense ratio chart for PRSCX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for PRDGX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%

Risk-Adjusted Performance

PRSCX vs. PRDGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science And Technology Fund (PRSCX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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
Sharpe ratio
The chart of Sharpe ratio for PRSCX, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.005.001.51
Sortino ratio
The chart of Sortino ratio for PRSCX, currently valued at 2.07, compared to the broader market0.005.0010.002.07
Omega ratio
The chart of Omega ratio for PRSCX, currently valued at 1.26, compared to the broader market1.002.003.004.001.26
Calmar ratio
The chart of Calmar ratio for PRSCX, currently valued at 1.41, compared to the broader market0.005.0010.0015.0020.001.41
Martin ratio
The chart of Martin ratio for PRSCX, currently valued at 7.08, compared to the broader market0.0020.0040.0060.0080.00100.007.08
PRDGX
Sharpe ratio
The chart of Sharpe ratio for PRDGX, currently valued at 2.29, compared to the broader market-1.000.001.002.003.004.005.002.29
Sortino ratio
The chart of Sortino ratio for PRDGX, currently valued at 3.15, compared to the broader market0.005.0010.003.15
Omega ratio
The chart of Omega ratio for PRDGX, currently valued at 1.41, compared to the broader market1.002.003.004.001.41
Calmar ratio
The chart of Calmar ratio for PRDGX, currently valued at 2.15, compared to the broader market0.005.0010.0015.0020.002.15
Martin ratio
The chart of Martin ratio for PRDGX, currently valued at 12.73, compared to the broader market0.0020.0040.0060.0080.00100.0012.73

PRSCX vs. PRDGX - Sharpe Ratio Comparison

The current PRSCX Sharpe Ratio is 1.51, which is lower than the PRDGX Sharpe Ratio of 2.29. The chart below compares the 12-month rolling Sharpe Ratio of PRSCX and PRDGX.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
1.51
2.29
PRSCX
PRDGX

Dividends

PRSCX vs. PRDGX - Dividend Comparison

PRSCX has not paid dividends to shareholders, while PRDGX's dividend yield for the trailing twelve months is around 2.42%.


TTM20232022202120202019201820172016201520142013
PRSCX
T. Rowe Price Science And Technology Fund
0.00%0.00%7.83%33.69%13.90%5.86%36.03%13.21%3.68%18.51%17.17%0.00%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
2.42%2.78%3.81%2.00%1.03%1.78%3.67%2.19%3.07%7.57%4.43%1.87%

Drawdowns

PRSCX vs. PRDGX - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -85.26%, which is greater than PRDGX's maximum drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for PRSCX and PRDGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-7.85%
-0.94%
PRSCX
PRDGX

Volatility

PRSCX vs. PRDGX - Volatility Comparison

T. Rowe Price Science And Technology Fund (PRSCX) has a higher volatility of 6.48% compared to T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) at 2.74%. This indicates that PRSCX's price experiences larger fluctuations and is considered to be riskier than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
6.48%
2.74%
PRSCX
PRDGX