PRSCX vs. PRNHX
Compare and contrast key facts about T. Rowe Price Science And Technology Fund (PRSCX) and T. Rowe Price New Horizons Fund (PRNHX).
PRSCX is managed by T. Rowe Price. It was launched on Sep 29, 1987. PRNHX is managed by T. Rowe Price. It was launched on Jun 3, 1960.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PRSCX or PRNHX.
Performance
PRSCX vs. PRNHX - Performance Comparison
Returns By Period
In the year-to-date period, PRSCX achieves a 34.49% return, which is significantly higher than PRNHX's 6.51% return. Over the past 10 years, PRSCX has underperformed PRNHX with an annualized return of 2.11%, while PRNHX has yielded a comparatively higher 11.88% annualized return.
PRSCX
34.49%
2.58%
13.22%
39.78%
4.86%
2.11%
PRNHX
6.51%
1.56%
6.15%
20.99%
7.94%
11.88%
Key characteristics
| PRSCX | PRNHX | |
|---|---|---|
| Sharpe Ratio | 1.79 | 1.17 |
| Sortino Ratio | 2.40 | 1.69 |
| Omega Ratio | 1.31 | 1.21 |
| Calmar Ratio | 0.80 | 0.50 |
| Martin Ratio | 8.33 | 3.78 |
| Ulcer Index | 4.80% | 5.27% |
| Daily Std Dev | 22.37% | 16.96% |
| Max Drawdown | -87.38% | -55.79% |
| Current Drawdown | -28.91% | -26.97% |
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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.
Correlation
The correlation between PRSCX and PRNHX is 0.84, 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.
Risk-Adjusted Performance
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.
Dividends
PRSCX vs. PRNHX - Dividend Comparison
Neither PRSCX nor PRNHX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSCX T. Rowe Price Science And Technology Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.54% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRNHX T. Rowe Price New Horizons Fund | 0.00% | 0.00% | 4.72% | 17.09% | 13.58% | 11.73% | 13.94% | 8.27% | 5.77% | 7.72% | 11.65% | 6.61% |
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.
Volatility
PRSCX vs. PRNHX - Volatility Comparison
T. Rowe Price Science And Technology Fund (PRSCX) and T. Rowe Price New Horizons Fund (PRNHX) have volatilities of 6.43% and 6.20%, 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.