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PRSCX vs. STK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRSCX vs. STK - Performance Comparison

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

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PRSCX vs. STK - 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%
STK
Columbia Seligman Premium Technology Growth Closed Fund
4.31%24.85%17.74%46.60%-30.36%48.63%25.39%52.73%-14.91%33.52%

Returns By Period

In the year-to-date period, PRSCX achieves a -11.17% return, which is significantly lower than STK's 4.31% return. Both investments have delivered pretty close results over the past 10 years, with PRSCX having a 18.39% annualized return and STK not far ahead at 19.03%.


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%

STK

1D
5.54%
1M
-6.23%
YTD
4.31%
6M
12.70%
1Y
46.63%
3Y*
22.64%
5Y*
14.46%
10Y*
19.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRSCX vs. STK - Expense Ratio Comparison

PRSCX has a 0.84% expense ratio, which is lower than STK's 1.26% expense ratio.


Return for Risk

PRSCX vs. STK — 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

STK
STK Risk / Return Rank: 9191
Overall Rank
STK Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
STK Sortino Ratio Rank: 9090
Sortino Ratio Rank
STK Omega Ratio Rank: 8686
Omega Ratio Rank
STK Calmar Ratio Rank: 9595
Calmar Ratio Rank
STK Martin Ratio Rank: 9494
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. STK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science And Technology Fund (PRSCX) and Columbia Seligman Premium Technology Growth Closed Fund (STK). 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.


PRSCXSTKDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.83

-0.65

Sortino ratio

Return per unit of downside risk

1.73

2.53

-0.80

Omega ratio

Gain probability vs. loss probability

1.24

1.36

-0.12

Calmar ratio

Return relative to maximum drawdown

1.53

3.31

-1.78

Martin ratio

Return relative to average drawdown

5.13

12.25

-7.12

PRSCX vs. STK - Sharpe Ratio Comparison

The current PRSCX Sharpe Ratio is 1.18, which is lower than the STK Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of PRSCX and STK, 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


PRSCXSTKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.83

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.59

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.74

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.64

-0.16

Correlation

The correlation between PRSCX and STK 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. STK - Dividend Comparison

PRSCX's dividend yield for the trailing twelve months is around 12.97%, more than STK's 7.16% 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%
STK
Columbia Seligman Premium Technology Growth Closed Fund
7.16%7.38%16.02%6.70%12.62%8.48%6.79%7.86%14.88%11.82%9.87%10.32%

Drawdowns

PRSCX vs. STK - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -85.26%, which is greater than STK's maximum drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for PRSCX and STK.


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Drawdown Indicators


PRSCXSTKDifference

Max Drawdown

Largest peak-to-trough decline

-85.26%

-41.74%

-43.52%

Max Drawdown (1Y)

Largest decline over 1 year

-17.99%

-13.59%

-4.40%

Max Drawdown (5Y)

Largest decline over 5 years

-46.19%

-36.27%

-9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-46.19%

-41.74%

-4.45%

Current Drawdown

Current decline from peak

-17.99%

-7.51%

-10.48%

Average Drawdown

Average peak-to-trough decline

-30.02%

-7.47%

-22.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

3.67%

+1.70%

Volatility

PRSCX vs. STK - Volatility Comparison

The current volatility for T. Rowe Price Science And Technology Fund (PRSCX) is 8.82%, while Columbia Seligman Premium Technology Growth Closed Fund (STK) has a volatility of 9.65%. This indicates that PRSCX experiences smaller price fluctuations and is considered to be less risky than STK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRSCXSTKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.82%

9.65%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

17.90%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

27.29%

25.65%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.36%

24.83%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.50%

25.91%

-1.41%