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PRSCX vs. PRGTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRSCX vs. PRGTX - Performance Comparison

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

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Returns By Period

In the year-to-date period, PRSCX achieves a 19.55% return, which is significantly lower than PRGTX's 23.62% return. Over the past 10 years, PRSCX has outperformed PRGTX with an annualized return of 20.54%, while PRGTX has yielded a comparatively lower 17.34% annualized return.


PRSCX

1D
3.31%
1M
-3.85%
6M
10.61%
YTD
19.55%
1Y
38.20%
3Y*
29.12%
5Y*
14.74%
10Y*
20.54%
ALL TIME*
13.58%

PRGTX

1D
5.19%
1M
-5.99%
6M
20.57%
YTD
23.62%
1Y
40.50%
3Y*
30.64%
5Y*
6.46%
10Y*
17.34%
ALL TIME*
11.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PRSCX vs. PRGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRSCX
T. Rowe Price Science And Technology Fund
19.55%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%
PRGTX
T. Rowe Price Global Technology Fund
23.62%27.28%33.12%55.92%-55.53%8.85%75.77%34.22%-10.07%47.09%

Correlation

The correlation between PRSCX and PRGTX is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (10Y)
Provides a long-term view across more market conditions.

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2001

0.94

The correlation between PRSCX and PRGTX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

PRSCX vs. PRGTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PRSCX
PRSCX Risk / Return Rank: 4242
Overall Rank
PRSCX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 4242
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 5353
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 3838
Martin Ratio Rank

PRGTX
PRGTX Risk / Return Rank: 5050
Overall Rank
PRGTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PRGTX Sortino Ratio Rank: 4343
Sortino Ratio Rank
PRGTX Omega Ratio Rank: 4747
Omega Ratio Rank
PRGTX Calmar Ratio Rank: 6161
Calmar Ratio Rank
PRGTX Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PRSCX vs. PRGTX - Risk-Adjusted Trends Comparison

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.

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.


PRSCXPRGTXDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratioReturn relative to maximum drawdown

1.85

1.99

-0.14

Martin ratioReturn relative to average drawdown

5.45

6.74

-1.29

PRSCX vs. PRGTX - Sharpe Ratio Comparison

The current PRSCX Sharpe Ratio is 1.17, which is comparable to the PRGTX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of PRSCX and PRGTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PRSCX vs. PRGTX - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -85.26%, which is greater than PRGTX's maximum drawdown of -71.18%. Use the drawdown chart below to compare losses from any high point for PRSCX and PRGTX.


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Drawdown Indicators


PRSCXPRGTXDifference

Max Drawdown

Largest peak-to-trough decline

-85.26%

-71.18%

-14.08%

Max Drawdown (1Y)

Largest decline over 1 year

-20.17%

-18.50%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-31.06%

-26.67%

-4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-46.19%

-65.29%

+19.10%

Max Drawdown (10Y)

Largest decline over 10 years

-46.19%

-65.29%

+19.10%

Current Drawdown

Current decline from peak

-17.52%

-14.26%

-3.26%

Average Drawdown

Average peak-to-trough decline

-29.81%

-21.45%

-8.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

5.45%

+1.30%

Volatility

PRSCX vs. PRGTX - Volatility Comparison

T. Rowe Price Science And Technology Fund (PRSCX) and T. Rowe Price Global Technology Fund (PRGTX) have volatilities of 11.29% and 11.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRSCXPRGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.29%

11.71%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

28.30%

25.46%

+2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

31.85%

29.02%

+2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.35%

32.66%

-3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.62%

28.83%

-3.21%

PRSCX vs. PRGTX - Expense Ratio Comparison

PRSCX has a 0.80% expense ratio, which is lower than PRGTX's 0.93% expense ratio.


Dividends

PRSCX vs. PRGTX - Dividend Comparison

PRSCX's dividend yield for the trailing twelve months is around 9.64%, while PRGTX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PRGTX
T. Rowe Price Global Technology Fund
0.00%0.00%0.00%0.00%3.28%27.71%5.05%0.15%24.67%15.81%9.46%10.03%
PRSCX
T. Rowe Price Science And Technology Fund
9.64%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


PRSCX and PRGTX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRGTX has higher volatility (11.71%) compared to PRSCX (11.29%). In terms of maximum drawdown, PRSCX dropped -85.26% vs PRGTX's -71.18%.

PRGTX currently has the higher Sharpe Ratio (1.27 vs 1.17), 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.

Portfolio Optimizer

Find the right allocation for PRSCX and PRGTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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