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PRSCX vs. PRWCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRSCX vs. PRWCX - 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 Capital Appreciation Fund (PRWCX). The values are adjusted to include any dividend payments, if applicable.

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PRSCX vs. PRWCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRSCX
T. Rowe Price Science And Technology Fund
-11.17%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%
PRWCX
T. Rowe Price Capital Appreciation Fund
-5.03%20.92%12.50%18.85%-12.00%18.45%18.13%24.62%0.63%15.34%

Returns By Period

In the year-to-date period, PRSCX achieves a -11.17% return, which is significantly lower than PRWCX's -5.03% return. Over the past 10 years, PRSCX has outperformed PRWCX with an annualized return of 18.39%, while PRWCX has yielded a comparatively lower 11.20% annualized return.


PRSCX

1D
-2.31%
1M
-13.60%
YTD
-11.17%
6M
-8.13%
1Y
30.89%
3Y*
23.42%
5Y*
8.65%
10Y*
18.39%

PRWCX

1D
0.06%
1M
-4.88%
YTD
-5.03%
6M
3.83%
1Y
14.87%
3Y*
13.01%
5Y*
8.99%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRSCX vs. PRWCX - Expense Ratio Comparison

PRSCX has a 0.84% expense ratio, which is higher than PRWCX's 0.68% expense ratio.


Return for Risk

PRSCX vs. PRWCX — Risk / Return Rank

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

PRSCX
PRSCX Risk / Return Rank: 6565
Overall Rank
PRSCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 6565
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 5353
Martin Ratio Rank

PRWCX
PRWCX Risk / Return Rank: 7878
Overall Rank
PRWCX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PRWCX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PRWCX Omega Ratio Rank: 7979
Omega Ratio Rank
PRWCX Calmar Ratio Rank: 8181
Calmar Ratio Rank
PRWCX Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRSCX vs. PRWCX - 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 Capital Appreciation Fund (PRWCX). 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.


PRSCXPRWCXDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.13

+0.06

Sortino ratio

Return per unit of downside risk

1.73

2.11

-0.38

Omega ratio

Gain probability vs. loss probability

1.24

1.30

-0.06

Calmar ratio

Return relative to maximum drawdown

1.53

1.93

-0.40

Martin ratio

Return relative to average drawdown

5.13

8.23

-3.10

PRSCX vs. PRWCX - Sharpe Ratio Comparison

The current PRSCX Sharpe Ratio is 1.18, which is comparable to the PRWCX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of PRSCX and PRWCX, 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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Sharpe Ratios by Period


PRSCXPRWCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.13

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.68

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.87

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.90

-0.42

Correlation

The correlation between PRSCX and PRWCX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PRSCX vs. PRWCX - Dividend Comparison

PRSCX's dividend yield for the trailing twelve months is around 12.97%, less than PRWCX's 16.55% yield.


TTM20252024202320222021202020192018201720162015
PRSCX
T. Rowe Price Science And Technology Fund
12.97%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%
PRWCX
T. Rowe Price Capital Appreciation Fund
16.55%15.72%10.38%4.15%9.44%9.23%7.97%5.83%7.46%6.82%3.51%9.86%

Drawdowns

PRSCX vs. PRWCX - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -85.26%, which is greater than PRWCX's maximum drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for PRSCX and PRWCX.


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Drawdown Indicators


PRSCXPRWCXDifference

Max Drawdown

Largest peak-to-trough decline

-85.26%

-41.77%

-43.49%

Max Drawdown (1Y)

Largest decline over 1 year

-17.99%

-6.80%

-11.19%

Max Drawdown (5Y)

Largest decline over 5 years

-46.19%

-17.07%

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-46.19%

-26.86%

-19.33%

Current Drawdown

Current decline from peak

-17.99%

-6.27%

-11.72%

Average Drawdown

Average peak-to-trough decline

-30.02%

-3.34%

-26.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

1.66%

+3.71%

Volatility

PRSCX vs. PRWCX - Volatility Comparison

T. Rowe Price Science And Technology Fund (PRSCX) has a higher volatility of 8.82% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 2.94%. This indicates that PRSCX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRSCXPRWCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.82%

2.94%

+5.88%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

9.61%

+7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

27.29%

13.47%

+13.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.36%

13.21%

+14.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.50%

12.97%

+11.53%