PRULX vs. PRSCX
PRULX (T. Rowe Price U.S. Treasury Long Term Index Fund) and PRSCX (T. Rowe Price Science And Technology Fund) are both mutual funds - PRULX is a Government Bonds fund managed by T. Rowe Price, while PRSCX is a Technology Equities fund actively managed by T. Rowe Price. Over the past 10 years, PRULX returned -1.14%/yr vs 20.70%/yr for PRSCX. Their -0.13 correlation means they have often moved in opposite directions in the past. PRULX charges 0.29%/yr vs 0.80%/yr for PRSCX.
Performance
PRULX vs. PRSCX - Performance Comparison
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Returns By Period
In the year-to-date period, PRULX achieves a -3.51% return, which is significantly lower than PRSCX's 22.05% return. Over the past 10 years, PRULX has underperformed PRSCX with an annualized return of -1.14%, while PRSCX has yielded a comparatively higher 20.70% annualized return.
PRULX
- 1D
- 0.30%
- 1M
- -3.42%
- 6M
- -2.88%
- YTD
- -3.51%
- 1Y
- -0.82%
- 3Y*
- 0.42%
- 5Y*
- -7.37%
- 10Y*
- -1.14%
- ALL TIME*
- 4.98%
PRSCX
- 1D
- 1.81%
- 1M
- -1.84%
- 6M
- 15.72%
- YTD
- 22.05%
- 1Y
- 37.46%
- 3Y*
- 31.37%
- 5Y*
- 15.01%
- 10Y*
- 20.70%
- ALL TIME*
- 13.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRULX vs. PRSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRULX T. Rowe Price U.S. Treasury Long Term Index Fund | -3.51% | 6.69% | -5.71% | 2.90% | -30.45% | -5.22% | 18.34% | 22.58% | -1.86% | 8.23% |
PRSCX T. Rowe Price Science And Technology Fund | 22.05% | 24.28% | 40.49% | 53.77% | -35.40% | 5.83% | 45.94% | 53.80% | -7.52% | 39.38% |
Correlation
The correlation between PRULX and PRSCX is 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1990 | -0.13 |
The correlation between PRULX and PRSCX shifts across timeframes, from -0.13 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PRULX vs. PRSCX — Risk / Return Rank
PRULX
PRSCX
PRULX vs. PRSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRULX | PRSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.25 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 2.12 | -2.21 |
| Martin ratioReturn relative to average drawdown | -0.22 | 6.08 | -6.30 |
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Drawdowns
PRULX vs. PRSCX - Drawdown Comparison
The maximum PRULX drawdown since its inception was -47.40%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for PRULX and PRSCX.
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Drawdown Indicators
| PRULX | PRSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.40% | -85.26% | +37.86% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -20.17% | +12.94% |
Max Drawdown (3Y)Largest decline over 3 years | -13.44% | -31.06% | +17.62% |
Max Drawdown (5Y)Largest decline over 5 years | -42.35% | -46.19% | +3.84% |
Max Drawdown (10Y)Largest decline over 10 years | -47.40% | -46.19% | -1.21% |
Current DrawdownCurrent decline from peak | -38.86% | -15.80% | -23.06% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -29.81% | +20.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 6.91% | -3.71% |
Volatility
PRULX vs. PRSCX - Volatility Comparison
The current volatility for T. Rowe Price U.S. Treasury Long Term Index Fund (PRULX) is 2.27%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 7.42%. This indicates that PRULX 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
| PRULX | PRSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.27% | 7.42% | -5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 28.18% | -21.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.82% | 31.85% | -23.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.55% | 29.36% | -14.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.92% | 25.63% | -11.71% |
PRULX vs. PRSCX - Expense Ratio Comparison
PRULX has a 0.29% expense ratio, which is lower than PRSCX's 0.80% expense ratio.
Dividends
PRULX vs. PRSCX - Dividend Comparison
PRULX's dividend yield for the trailing twelve months is around 5.18%, less than PRSCX's 9.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRSCX T. Rowe Price Science And Technology Fund | 9.44% | 11.53% | 9.43% | 0.00% | 7.83% | 33.69% | 13.90% | 10.91% | 36.03% | 13.21% | 3.68% | 18.51% |
PRULX T. Rowe Price U.S. Treasury Long Term Index Fund | 5.18% | 5.21% | 4.88% | 3.84% | 2.07% | 1.72% | 20.34% | 16.60% | 2.62% | 2.48% | 4.65% | 5.09% |
Frequently Asked Questions
PRULX and PRSCX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRSCX has higher volatility (7.42%) compared to PRULX (2.27%). In terms of maximum drawdown, PRULX dropped -47.40% vs PRSCX's -85.26%.
PRSCX currently has the higher Sharpe Ratio (1.34 vs -0.08), 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.
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