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PRTIX vs. PRSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRTIX vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX) and T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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PRTIX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRTIX
T. Rowe Price U.S. Treasury Intermediate Index Fund
-0.30%10.59%0.65%3.49%-12.61%-2.99%8.05%6.65%1.02%1.24%
PRSCX
T. Rowe Price Science And Technology Fund
-7.22%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Returns By Period

In the year-to-date period, PRTIX achieves a -0.30% return, which is significantly higher than PRSCX's -7.22% return. Over the past 10 years, PRTIX has underperformed PRSCX with an annualized return of 1.12%, while PRSCX has yielded a comparatively higher 18.91% annualized return.


PRTIX

1D
0.20%
1M
-1.55%
YTD
-0.30%
6M
1.56%
1Y
6.44%
3Y*
3.65%
5Y*
0.10%
10Y*
1.12%

PRSCX

1D
4.45%
1M
-10.27%
YTD
-7.22%
6M
-5.06%
1Y
35.53%
3Y*
25.22%
5Y*
9.13%
10Y*
18.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRTIX vs. PRSCX - Expense Ratio Comparison

PRTIX has a 0.27% expense ratio, which is lower than PRSCX's 0.84% expense ratio.


Return for Risk

PRTIX vs. PRSCX — Risk / Return Rank

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

PRTIX
PRTIX Risk / Return Rank: 8080
Overall Rank
PRTIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PRTIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
PRTIX Omega Ratio Rank: 7272
Omega Ratio Rank
PRTIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PRTIX Martin Ratio Rank: 7777
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 7171
Overall Rank
PRSCX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 7777
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 7171
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 7373
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 5959
Martin Ratio Rank
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.

PRTIX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX) and T. Rowe Price Science And Technology Fund (PRSCX). 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.


PRTIXPRSCXDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.38

+0.17

Sortino ratio

Return per unit of downside risk

2.31

1.98

+0.33

Omega ratio

Gain probability vs. loss probability

1.29

1.27

+0.01

Calmar ratio

Return relative to maximum drawdown

2.56

1.75

+0.81

Martin ratio

Return relative to average drawdown

8.14

5.78

+2.36

PRTIX vs. PRSCX - Sharpe Ratio Comparison

The current PRTIX Sharpe Ratio is 1.55, which is comparable to the PRSCX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of PRTIX and PRSCX, 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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Sharpe Ratios by Period


PRTIXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.38

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.34

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.78

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.48

+0.41

Correlation

The correlation between PRTIX and PRSCX is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

PRTIX vs. PRSCX - Dividend Comparison

PRTIX's dividend yield for the trailing twelve months is around 6.48%, less than PRSCX's 12.42% yield.


TTM20252024202320222021202020192018201720162015
PRTIX
T. Rowe Price U.S. Treasury Intermediate Index Fund
6.48%6.44%3.87%3.99%1.17%0.76%2.80%2.08%1.86%1.60%2.25%2.48%
PRSCX
T. Rowe Price Science And Technology Fund
12.42%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%

Drawdowns

PRTIX vs. PRSCX - Drawdown Comparison

The maximum PRTIX drawdown since its inception was -18.93%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for PRTIX and PRSCX.


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Drawdown Indicators


PRTIXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-18.93%

-85.26%

+66.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-17.99%

+15.10%

Max Drawdown (5Y)

Largest decline over 5 years

-17.70%

-46.19%

+28.49%

Max Drawdown (10Y)

Largest decline over 10 years

-18.93%

-46.19%

+27.26%

Current Drawdown

Current decline from peak

-3.54%

-14.33%

+10.79%

Average Drawdown

Average peak-to-trough decline

-2.94%

-30.01%

+27.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

5.45%

-4.54%

Volatility

PRTIX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price U.S. Treasury Intermediate Index Fund (PRTIX) is 1.29%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 10.11%. This indicates that PRTIX experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRTIXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

10.11%

-8.82%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

17.96%

-15.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.59%

27.58%

-22.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.13%

27.42%

-21.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.13%

24.54%

-19.41%