PortfoliosLab logo
PRSCX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRSCX and VIGAX is 0.83, 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.


Performance

PRSCX vs. VIGAX - 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 Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

PRSCX:

0.13

VIGAX:

0.79

Sortino Ratio

PRSCX:

0.41

VIGAX:

1.24

Omega Ratio

PRSCX:

1.06

VIGAX:

1.18

Calmar Ratio

PRSCX:

0.09

VIGAX:

0.87

Martin Ratio

PRSCX:

0.35

VIGAX:

2.97

Ulcer Index

PRSCX:

13.05%

VIGAX:

6.74%

Daily Std Dev

PRSCX:

30.26%

VIGAX:

25.47%

Max Drawdown

PRSCX:

-87.38%

VIGAX:

-50.66%

Current Drawdown

PRSCX:

-36.38%

VIGAX:

-3.84%

Returns By Period

In the year-to-date period, PRSCX achieves a -6.51% return, which is significantly lower than VIGAX's 0.18% return. Over the past 10 years, PRSCX has underperformed VIGAX with an annualized return of 2.06%, while VIGAX has yielded a comparatively higher 15.19% annualized return.


PRSCX

YTD

-6.51%

1M

15.75%

6M

-13.81%

1Y

4.04%

5Y*

3.11%

10Y*

2.06%

VIGAX

YTD

0.18%

1M

13.94%

6M

0.70%

1Y

19.99%

5Y*

18.52%

10Y*

15.19%

*Annualized

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. VIGAX - Expense Ratio Comparison

PRSCX has a 0.84% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


Risk-Adjusted Performance

PRSCX vs. VIGAX — Risk-Adjusted Performance Rank

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

PRSCX
The Risk-Adjusted Performance Rank of PRSCX is 2727
Overall Rank
The Sharpe Ratio Rank of PRSCX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSCX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of PRSCX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of PRSCX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of PRSCX is 2525
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 7474
Overall Rank
The Sharpe Ratio Rank of VIGAX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRSCX vs. VIGAX - 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 Growth Index Fund Admiral Shares (VIGAX). 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.


The current PRSCX Sharpe Ratio is 0.13, which is lower than the VIGAX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of PRSCX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

PRSCX vs. VIGAX - Dividend Comparison

PRSCX's dividend yield for the trailing twelve months is around 10.09%, more than VIGAX's 0.46% yield.


TTM20242023202220212020201920182017201620152014
PRSCX
T. Rowe Price Science And Technology Fund
10.09%9.43%0.00%7.83%33.69%13.90%5.86%36.03%13.21%3.68%18.51%17.17%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

PRSCX vs. VIGAX - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -87.38%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for PRSCX and VIGAX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

PRSCX vs. VIGAX - Volatility Comparison

T. Rowe Price Science And Technology Fund (PRSCX) and Vanguard Growth Index Fund Admiral Shares (VIGAX) have volatilities of 8.15% and 7.87%, 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.


Loading data...