PRSCX vs. PRGTX

In the year-to-date period, PRSCX achieves a -15.68% return, which is significantly lower than PRGTX's -9.78% return. Over the past 10 years, PRSCX has underperformed PRGTX with an annualized return of 0.85%, while PRGTX has yielded a comparatively higher 3.23% annualized return.

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PRSCX has a 0.84% expense ratio, which is lower than PRGTX's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science And Technology Fund (PRSCX) and T. Rowe Price Global Technology Fund (PRGTX). 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 -0.09, which is lower than the PRGTX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of PRSCX and PRGTX, 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 PRGTX has paid dividends to shareholders.

The maximum PRSCX drawdown since its inception was -87.38%, which is greater than PRGTX's maximum drawdown of -73.10%. Use the drawdown chart below to compare losses from any high point for PRSCX and PRGTX. For additional features, visit the drawdowns tool.

The current volatility for T. Rowe Price Science And Technology Fund (PRSCX) is 17.65%, while T. Rowe Price Global Technology Fund (PRGTX) has a volatility of 18.69%. This indicates that PRSCX experiences smaller price fluctuations and is considered to be less risky than PRGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.