PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRSCX vs. XLRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRSCX and XLRE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
4.81%
0.98%
PRSCX
XLRE

Key characteristics

Sharpe Ratio

PRSCX:

1.17

XLRE:

0.32

Sortino Ratio

PRSCX:

1.63

XLRE:

0.54

Omega Ratio

PRSCX:

1.21

XLRE:

1.07

Calmar Ratio

PRSCX:

0.61

XLRE:

0.20

Martin Ratio

PRSCX:

5.05

XLRE:

1.16

Ulcer Index

PRSCX:

5.62%

XLRE:

4.48%

Daily Std Dev

PRSCX:

24.25%

XLRE:

16.35%

Max Drawdown

PRSCX:

-87.38%

XLRE:

-38.83%

Current Drawdown

PRSCX:

-31.57%

XLRE:

-13.93%

Returns By Period

In the year-to-date period, PRSCX achieves a 0.56% return, which is significantly higher than XLRE's -1.18% return.


PRSCX

YTD

0.56%

1M

-3.36%

6M

3.71%

1Y

29.02%

5Y*

2.65%

10Y*

3.85%

XLRE

YTD

-1.18%

1M

-4.67%

6M

0.02%

1Y

5.86%

5Y*

3.75%

10Y*

N/A

*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. XLRE - Expense Ratio Comparison

PRSCX has a 0.84% expense ratio, which is higher than XLRE's 0.13% 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 XLRE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

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 6060
Overall Rank
The Sharpe Ratio Rank of PRSCX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSCX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of PRSCX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of PRSCX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of PRSCX is 6262
Martin Ratio Rank

XLRE
The Risk-Adjusted Performance Rank of XLRE is 1818
Overall Rank
The Sharpe Ratio Rank of XLRE is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of XLRE is 1717
Sortino Ratio Rank
The Omega Ratio Rank of XLRE is 1717
Omega Ratio Rank
The Calmar Ratio Rank of XLRE is 1818
Calmar Ratio Rank
The Martin Ratio Rank of XLRE is 1919
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.


Sharpe ratio
The chart of Sharpe ratio for PRSCX, currently valued at 1.17, compared to the broader market-1.000.001.002.003.004.001.170.36
The chart of Sortino ratio for PRSCX, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.630.59
The chart of Omega ratio for PRSCX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.07
The chart of Calmar ratio for PRSCX, currently valued at 0.76, compared to the broader market0.005.0010.0015.0020.000.760.23
The chart of Martin ratio for PRSCX, currently valued at 5.05, compared to the broader market0.0020.0040.0060.0080.005.051.31
PRSCX
XLRE

The current PRSCX Sharpe Ratio is 1.17, which is higher than the XLRE Sharpe Ratio of 0.32. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.17
0.36
PRSCX
XLRE

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 3.47%.


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
3.47%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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-18.98%
-13.93%
PRSCX
XLRE

Volatility

PRSCX vs. XLRE - Volatility Comparison

T. Rowe Price Science And Technology Fund (PRSCX) has a higher volatility of 9.90% compared to Real Estate Select Sector SPDR Fund (XLRE) at 6.26%. 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.90%
6.26%
PRSCX
XLRE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab