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PRSCX vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRSCX and VGT is 0.90, 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.


-0.50.00.51.00.9

Performance

PRSCX vs. VGT - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.29%
7.41%
PRSCX
VGT

Key characteristics

Sharpe Ratio

PRSCX:

1.21

VGT:

1.38

Sortino Ratio

PRSCX:

1.67

VGT:

1.86

Omega Ratio

PRSCX:

1.22

VGT:

1.25

Calmar Ratio

PRSCX:

0.59

VGT:

1.94

Martin Ratio

PRSCX:

5.95

VGT:

6.96

Ulcer Index

PRSCX:

4.91%

VGT:

4.25%

Daily Std Dev

PRSCX:

24.11%

VGT:

21.47%

Max Drawdown

PRSCX:

-87.38%

VGT:

-54.63%

Current Drawdown

PRSCX:

-31.94%

VGT:

-4.01%

Returns By Period

The year-to-date returns for both investments are quite close, with PRSCX having a 28.77% return and VGT slightly higher at 29.19%. Over the past 10 years, PRSCX has underperformed VGT with an annualized return of 3.41%, while VGT has yielded a comparatively higher 20.72% annualized return.


PRSCX

YTD

28.77%

1M

-4.54%

6M

-1.78%

1Y

28.55%

5Y*

3.79%

10Y*

3.41%

VGT

YTD

29.19%

1M

2.86%

6M

5.94%

1Y

28.93%

5Y*

21.70%

10Y*

20.72%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRSCX vs. VGT - Expense Ratio Comparison

PRSCX has a 0.84% expense ratio, which is higher than VGT's 0.10% expense ratio.


PRSCX
T. Rowe Price Science And Technology Fund
Expense ratio chart for PRSCX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

PRSCX vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science And Technology Fund (PRSCX) and Vanguard Information Technology ETF (VGT). 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.


Sharpe ratio
The chart of Sharpe ratio for PRSCX, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.001.211.38
The chart of Sortino ratio for PRSCX, currently valued at 1.67, compared to the broader market-2.000.002.004.006.008.0010.001.671.86
The chart of Omega ratio for PRSCX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.221.25
The chart of Calmar ratio for PRSCX, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.731.94
The chart of Martin ratio for PRSCX, currently valued at 5.95, compared to the broader market0.0020.0040.0060.005.956.96
PRSCX
VGT

The current PRSCX Sharpe Ratio is 1.21, which is comparable to the VGT Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of PRSCX and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.21
1.38
PRSCX
VGT

Dividends

PRSCX vs. VGT - Dividend Comparison

PRSCX has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.60%.


TTM20232022202120202019201820172016201520142013
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%
VGT
Vanguard Information Technology ETF
0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

Drawdowns

PRSCX vs. VGT - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -87.38%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for PRSCX and VGT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.42%
-4.01%
PRSCX
VGT

Volatility

PRSCX vs. VGT - Volatility Comparison

T. Rowe Price Science And Technology Fund (PRSCX) has a higher volatility of 9.90% compared to Vanguard Information Technology ETF (VGT) at 5.54%. This indicates that PRSCX's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.90%
5.54%
PRSCX
VGT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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