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

Correlation

The correlation between PRSCX and PRNHX is 0.78, 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. PRNHX - 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 New Horizons Fund (PRNHX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PRSCX:

0.03

PRNHX:

-0.14

Sortino Ratio

PRSCX:

0.40

PRNHX:

0.04

Omega Ratio

PRSCX:

1.06

PRNHX:

1.01

Calmar Ratio

PRSCX:

0.09

PRNHX:

-0.05

Martin Ratio

PRSCX:

0.33

PRNHX:

-0.22

Ulcer Index

PRSCX:

13.14%

PRNHX:

9.95%

Daily Std Dev

PRSCX:

30.26%

PRNHX:

24.10%

Max Drawdown

PRSCX:

-87.38%

PRNHX:

-55.79%

Current Drawdown

PRSCX:

-36.21%

PRNHX:

-33.36%

Returns By Period

The year-to-date returns for both stocks are quite close, with PRSCX having a -6.26% return and PRNHX slightly lower at -6.38%. Over the past 10 years, PRSCX has underperformed PRNHX with an annualized return of 2.09%, while PRNHX has yielded a comparatively higher 9.78% annualized return.


PRSCX

YTD

-6.26%

1M

18.96%

6M

-10.27%

1Y

1.40%

5Y*

3.11%

10Y*

2.09%

PRNHX

YTD

-6.38%

1M

11.67%

6M

-8.75%

1Y

-3.25%

5Y*

3.75%

10Y*

9.78%

*Annualized

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PRSCX vs. PRNHX - Expense Ratio Comparison

PRSCX has a 0.84% expense ratio, which is higher than PRNHX's 0.75% expense ratio.


Risk-Adjusted Performance

PRSCX vs. PRNHX — Risk-Adjusted Performance Rank

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

PRSCX
The Risk-Adjusted Performance Rank of PRSCX is 2525
Overall Rank
The Sharpe Ratio Rank of PRSCX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSCX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of PRSCX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of PRSCX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of PRSCX is 2424
Martin Ratio Rank

PRNHX
The Risk-Adjusted Performance Rank of PRNHX is 1313
Overall Rank
The Sharpe Ratio Rank of PRNHX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of PRNHX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of PRNHX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of PRNHX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of PRNHX is 1212
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRSCX vs. PRNHX - 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 New Horizons Fund (PRNHX). 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 0.03, which is higher than the PRNHX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of PRSCX and PRNHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PRSCX vs. PRNHX - Dividend Comparison

PRSCX's dividend yield for the trailing twelve months is around 10.06%, more than PRNHX's 5.24% yield.


TTM20242023202220212020201920182017201620152014
PRSCX
T. Rowe Price Science And Technology Fund
10.06%9.43%0.00%7.83%33.69%13.90%5.86%36.03%13.21%3.68%18.51%17.17%
PRNHX
T. Rowe Price New Horizons Fund
5.24%4.91%0.00%4.72%17.09%13.58%11.73%13.94%8.27%5.77%7.72%11.65%

Drawdowns

PRSCX vs. PRNHX - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -87.38%, which is greater than PRNHX's maximum drawdown of -55.79%. Use the drawdown chart below to compare losses from any high point for PRSCX and PRNHX. For additional features, visit the drawdowns tool.


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Volatility

PRSCX vs. PRNHX - Volatility Comparison

T. Rowe Price Science And Technology Fund (PRSCX) has a higher volatility of 8.22% compared to T. Rowe Price New Horizons Fund (PRNHX) at 7.67%. This indicates that PRSCX's price experiences larger fluctuations and is considered to be riskier than PRNHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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