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

Correlation

The correlation between PRSCX and XLRE is 0.57, 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.


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.

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Key characteristics

Sharpe Ratio

PRSCX:

0.05

XLRE:

0.68

Sortino Ratio

PRSCX:

0.36

XLRE:

1.14

Omega Ratio

PRSCX:

1.05

XLRE:

1.15

Calmar Ratio

PRSCX:

0.07

XLRE:

0.59

Martin Ratio

PRSCX:

0.26

XLRE:

2.55

Ulcer Index

PRSCX:

13.18%

XLRE:

5.43%

Daily Std Dev

PRSCX:

30.17%

XLRE:

18.03%

Max Drawdown

PRSCX:

-87.38%

XLRE:

-38.83%

Current Drawdown

PRSCX:

-36.15%

XLRE:

-9.46%

Returns By Period

In the year-to-date period, PRSCX achieves a -6.17% return, which is significantly lower than XLRE's 3.96% return.


PRSCX

YTD

-6.17%

1M

19.67%

6M

-10.18%

1Y

1.70%

5Y*

2.56%

10Y*

2.10%

XLRE

YTD

3.96%

1M

3.86%

6M

-0.58%

1Y

12.15%

5Y*

8.89%

10Y*

N/A

*Annualized

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PRSCX vs. XLRE - Expense Ratio Comparison

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


Risk-Adjusted Performance

PRSCX vs. XLRE — 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 2323
Overall Rank
The Sharpe Ratio Rank of PRSCX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSCX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of PRSCX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of PRSCX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of PRSCX is 2121
Martin Ratio Rank

XLRE
The Risk-Adjusted Performance Rank of XLRE is 6363
Overall Rank
The Sharpe Ratio Rank of XLRE is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of XLRE is 6767
Sortino Ratio Rank
The Omega Ratio Rank of XLRE is 6363
Omega Ratio Rank
The Calmar Ratio Rank of XLRE is 6060
Calmar Ratio Rank
The Martin Ratio Rank of XLRE is 6363
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. XLRE - Risk-Adjusted Performance 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.


The current PRSCX Sharpe Ratio is 0.05, which is lower than the XLRE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of PRSCX and XLRE, 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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Dividends

PRSCX vs. XLRE - Dividend Comparison

PRSCX has not paid dividends to shareholders, while XLRE's dividend yield for the trailing twelve months is around 3.32%.


TTM2024202320222021202020192018201720162015
PRSCX
T. Rowe Price Science And Technology Fund
0.00%0.00%0.00%0.00%0.00%0.54%0.81%0.00%0.00%0.00%0.00%
XLRE
Real Estate Select Sector SPDR Fund
3.32%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%

Drawdowns

PRSCX vs. XLRE - Drawdown Comparison

The maximum PRSCX drawdown since its inception was -87.38%, 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. For additional features, visit the drawdowns tool.


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Volatility

PRSCX vs. XLRE - Volatility Comparison

T. Rowe Price Science And Technology Fund (PRSCX) has a higher volatility of 7.23% compared to Real Estate Select Sector SPDR Fund (XLRE) at 4.71%. 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.


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