PRSCX vs. XLRE

Last updated Jun 5, 2026

PRSCX (T. Rowe Price Science And Technology Fund) and XLRE (Real Estate Select Sector SPDR Fund) are both funds - PRSCX is a Technology Equities fund managed by T. Rowe Price, while XLRE is a REIT fund tracking the Real Estate Select Sector Index. Over the past 10 years, PRSCX returned 23.56%/yr vs 6.89%/yr for XLRE. At a 0.37 correlation, their price movements are largely independent. PRSCX charges 0.84%/yr vs 0.13%/yr for XLRE.

Performance

PRSCX vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Science And Technology Fund (PRSCX) and Real Estate Select Sector SPDR Fund (XLRE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRSCX achieves a 41.44% return, which is significantly higher than XLRE's 10.78% return. Over the past 10 years, PRSCX has outperformed XLRE with an annualized return of 23.56%, while XLRE has yielded a comparatively lower 6.89% annualized return.

PRSCX

• 1D: 0.02%
• 1M: 18.11%
• YTD: 41.44%
• 6M: 38.21%
• 1Y: 82.59%
• 3Y*: 40.31%
• 5Y*: 18.36%
• 10Y*: 23.56%

XLRE

• 1D: 2.05%
• 1M: 0.52%
• YTD: 10.78%
• 6M: 10.21%
• 1Y: 9.99%
• 3Y*: 10.34%
• 5Y*: 3.28%
• 10Y*: 6.89%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRSCX vs. XLRE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRSCX T. Rowe Price Science And Technology Fund	41.44%	24.28%	40.49%	53.77%	-35.40%	5.83%	45.94%	53.80%	-7.52%	39.38%
XLRE Real Estate Select Sector SPDR Fund	10.78%	2.63%	5.09%	12.36%	-26.25%	46.10%	-2.18%	28.68%	-2.39%	10.69%

Correlation

The correlation between PRSCX and XLRE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Oct 9, 2015	0.37

Over the past year, the correlation between PRSCX and XLRE has dropped to 0.07 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Return for Risk

PRSCX vs. XLRE — Risk / Return Rank

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

PRSCX

PRSCX Risk / Return Rank: 90
PRSCX Sharpe Ratio Rank: 97
PRSCX Sortino Ratio Rank: 88
PRSCX Omega Ratio Rank: 84
PRSCX Calmar Ratio Rank: 91
PRSCX Martin Ratio Rank: 90

XLRE

XLRE Risk / Return Rank: 23
XLRE Sharpe Ratio Rank: 23
XLRE Sortino Ratio Rank: 21
XLRE Omega Ratio Rank: 22
XLRE Calmar Ratio Rank: 26
XLRE Martin Ratio Rank: 25

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. XLRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science And Technology Fund (PRSCX) and Real Estate Select Sector SPDR Fund (XLRE). 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.

	PRSCX	XLRE	Difference
Sharpe ratio: Return per unit of total volatility	3.69	0.74	+2.95
Sortino ratio: Return per unit of downside risk	4.31	1.08	+3.23
Omega ratio: Gain probability vs. loss probability	1.57	1.14	+0.44
Calmar ratio: Return relative to maximum drawdown	4.87	1.20	+3.67
Martin ratio: Return relative to average drawdown	18.17	3.31	+14.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRSCX vs. XLRE - Sharpe Ratio Comparison

The current PRSCX Sharpe Ratio is 3.69, which is higher than the XLRE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of PRSCX and XLRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRSCX	XLRE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.69	0.74	+2.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.17	+0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.96	0.34	+0.62
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.36	+0.17

Drawdowns

PRSCX vs. XLRE - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -85.26%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for PRSCX and XLRE.

Drawdown Indicators

	PRSCX	XLRE	Difference
Max Drawdown Largest peak-to-trough decline	-85.26%	-38.83%	-46.43%
Max Drawdown (1Y) Largest decline over 1 year	-17.99%	-8.33%	-9.66%
Max Drawdown (3Y) Largest decline over 3 years	-31.06%	-16.74%	-14.32%
Max Drawdown (5Y) Largest decline over 5 years	-46.19%	-34.12%	-12.07%
Max Drawdown (10Y) Largest decline over 10 years	-46.19%	-38.83%	-7.36%
Current Drawdown Current decline from peak	0.00%	-0.99%	+0.99%
Average Drawdown Average peak-to-trough decline	-29.89%	-9.60%	-20.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.75%	3.03%	+1.72%

Volatility

PRSCX vs. XLRE - Volatility Comparison

T. Rowe Price Science And Technology Fund (PRSCX) has a higher volatility of 9.42% compared to Real Estate Select Sector SPDR Fund (XLRE) at 4.25%. This indicates that PRSCX's price experiences larger fluctuations and is considered to be riskier than XLRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRSCX	XLRE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.42%	4.25%	+5.17%
Volatility (6M) Calculated over the trailing 6-month period	19.59%	9.86%	+9.73%
Volatility (1Y) Calculated over the trailing 1-year period	23.79%	13.58%	+10.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.82%	19.08%	+8.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.80%	20.40%	+4.40%

PRSCX vs. XLRE - Expense Ratio Comparison

PRSCX has a 0.84% expense ratio, which is higher than XLRE's 0.13% expense ratio.

Dividends

PRSCX vs. XLRE - Dividend Comparison

PRSCX's dividend yield for the trailing twelve months is around 8.15%, more than XLRE's 3.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
XLRE Real Estate Select Sector SPDR Fund	3.15%	3.45%	3.43%	3.31%	3.70%	2.61%	3.15%	3.06%	3.78%	3.25%	4.22%	1.09%

Frequently Asked Questions

Can I hold both PRSCX and XLRE in my portfolio?

PRSCX and XLRE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRSCX or XLRE?

PRSCX has higher volatility (9.42%) compared to XLRE (4.25%). In terms of maximum drawdown, PRSCX dropped -85.26% vs XLRE's -38.83%.

Which has better risk-adjusted returns?

PRSCX currently has the higher Sharpe Ratio (3.69 vs 0.74), 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.