PRSCX vs. PRNHX

In the year-to-date period, PRSCX achieves a 2.26% return, which is significantly lower than PRNHX's 2.38% return. Over the past 10 years, PRSCX has underperformed PRNHX with an annualized return of 4.02%, while PRNHX has yielded a comparatively higher 12.51% annualized return.

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PRSCX has a 0.84% expense ratio, which is higher than PRNHX's 0.75% 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 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 1.28, which is higher than the PRNHX Sharpe Ratio of 0.60. 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.

PRSCX has not paid dividends to shareholders, while PRNHX's dividend yield for the trailing twelve months is around 4.79%.

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.

T. Rowe Price Science And Technology Fund (PRSCX) has a higher volatility of 7.57% compared to T. Rowe Price New Horizons Fund (PRNHX) at 5.59%. 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.