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PRSCX vs. STPAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRSCX vs. STPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Science And Technology Fund (PRSCX) and Saratoga Technology & Communications Portfolio (STPAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRSCX achieves a 41.41% return, which is significantly higher than STPAX's 12.85% return. Over the past 10 years, PRSCX has outperformed STPAX with an annualized return of 23.56%, while STPAX has yielded a comparatively lower 16.95% annualized return.


PRSCX

1D
2.32%
1M
21.76%
YTD
41.41%
6M
38.56%
1Y
83.87%
3Y*
40.30%
5Y*
18.72%
10Y*
23.56%

STPAX

1D
0.22%
1M
9.87%
YTD
12.85%
6M
12.93%
1Y
30.13%
3Y*
22.10%
5Y*
10.94%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRSCX vs. STPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRSCX
T. Rowe Price Science And Technology Fund
41.41%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%
STPAX
Saratoga Technology & Communications Portfolio
12.85%16.20%20.02%45.01%-31.89%16.54%26.75%45.00%0.06%27.77%

Correlation

The correlation between PRSCX and STPAX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jan 5, 1998

0.91

The correlation between PRSCX and STPAX shifts across timeframes, from 0.80 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PRSCX vs. STPAX — Risk / Return Rank

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

PRSCX
PRSCX Risk / Return Rank: 9191
Overall Rank
PRSCX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 8686
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 9191
Martin Ratio Rank

STPAX
STPAX Risk / Return Rank: 3434
Overall Rank
STPAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
STPAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
STPAX Omega Ratio Rank: 3737
Omega Ratio Rank
STPAX Calmar Ratio Rank: 2929
Calmar Ratio Rank
STPAX Martin Ratio Rank: 2929
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. STPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science And Technology Fund (PRSCX) and Saratoga Technology & Communications Portfolio (STPAX). 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.


PRSCXSTPAXDifference
Sharpe ratioReturn per unit of total volatility

+1.90

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.59

1.32

+0.26

Calmar ratioReturn relative to maximum drawdown

5.02

2.02

+3.00

Martin ratioReturn relative to average drawdown

18.70

6.79

+11.91

PRSCX vs. STPAX - Sharpe Ratio Comparison

The current PRSCX Sharpe Ratio is 3.79, which is higher than the STPAX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of PRSCX and STPAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PRSCXSTPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.79

1.89

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.51

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

0.77

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.27

+0.26

Drawdowns

PRSCX vs. STPAX - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -85.26%, smaller than the maximum STPAX drawdown of -94.25%. Use the drawdown chart below to compare losses from any high point for PRSCX and STPAX.


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Drawdown Indicators


PRSCXSTPAXDifference

Max Drawdown

Largest peak-to-trough decline

-85.26%

-94.25%

+8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-17.99%

-15.49%

-2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-31.06%

-22.78%

-8.28%

Max Drawdown (5Y)

Largest decline over 5 years

-46.19%

-37.07%

-9.12%

Max Drawdown (10Y)

Largest decline over 10 years

-46.19%

-37.07%

-9.12%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-29.89%

-58.76%

+28.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

4.60%

+0.15%

Volatility

PRSCX vs. STPAX - Volatility Comparison

T. Rowe Price Science And Technology Fund (PRSCX) has a higher volatility of 9.43% compared to Saratoga Technology & Communications Portfolio (STPAX) at 4.12%. This indicates that PRSCX's price experiences larger fluctuations and is considered to be riskier than STPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRSCXSTPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.43%

4.12%

+5.31%

Volatility (6M)

Calculated over the trailing 6-month period

19.91%

12.77%

+7.14%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

16.51%

+7.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.82%

21.68%

+6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.81%

22.03%

+2.78%

PRSCX vs. STPAX - Expense Ratio Comparison

PRSCX has a 0.84% expense ratio, which is lower than STPAX's 2.53% expense ratio.


Dividends

PRSCX vs. STPAX - Dividend Comparison

PRSCX's dividend yield for the trailing twelve months is around 8.15%, less than STPAX's 15.33% yield.


PositionTTM20252024202320222021202020192018201720162015
PRSCX
T. Rowe Price Science And Technology Fund
8.15%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%
STPAX
Saratoga Technology & Communications Portfolio
15.33%17.30%13.90%7.63%22.55%13.94%14.21%12.52%4.84%8.32%9.28%12.58%

Frequently Asked Questions


PRSCX and STPAX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRSCX has higher volatility (9.43%) compared to STPAX (4.12%). In terms of maximum drawdown, PRSCX dropped -85.26% vs STPAX's -94.25%.

PRSCX currently has the higher Sharpe Ratio (3.79 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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