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PRVIX vs. PRSCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRVIX vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Small-Cap Value Fund Class I (PRVIX) and T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRVIX achieves a 17.26% return, which is significantly lower than PRSCX's 41.41% return. Over the past 10 years, PRVIX has underperformed PRSCX with an annualized return of 10.74%, while PRSCX has yielded a comparatively higher 23.56% annualized return.


PRVIX

1D
1.15%
1M
3.65%
YTD
17.26%
6M
16.21%
1Y
32.84%
3Y*
16.40%
5Y*
6.57%
10Y*
10.74%

PRSCX

1D
2.32%
1M
21.76%
YTD
41.41%
6M
38.56%
1Y
83.87%
3Y*
40.30%
5Y*
18.72%
10Y*
23.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRVIX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRVIX
T. Rowe Price Small-Cap Value Fund Class I
17.26%8.44%10.96%12.46%-18.42%25.60%12.58%25.95%-11.49%12.86%
PRSCX
T. Rowe Price Science And Technology Fund
41.41%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Correlation

The correlation between PRVIX and PRSCX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2015

0.64

The correlation between PRVIX and PRSCX shifts across timeframes, from 0.49 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PRVIX vs. PRSCX — Risk / Return Rank

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

PRVIX
PRVIX Risk / Return Rank: 6464
Overall Rank
PRVIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PRVIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PRVIX Omega Ratio Rank: 4747
Omega Ratio Rank
PRVIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
PRVIX Martin Ratio Rank: 8080
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 9191
Overall Rank
PRSCX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 8686
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 9191
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.

PRVIX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund Class I (PRVIX) 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.


PRVIXPRSCXDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.37

1.59

-0.21

Calmar ratioReturn relative to maximum drawdown

4.02

5.02

-0.99

Martin ratioReturn relative to average drawdown

15.00

18.70

-3.70

PRVIX vs. PRSCX - Sharpe Ratio Comparison

The current PRVIX Sharpe Ratio is 2.15, which is lower than the PRSCX Sharpe Ratio of 3.79. The chart below compares the historical Sharpe Ratios of PRVIX and PRSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PRVIXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

3.79

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.68

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.96

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.52

-0.01

Drawdowns

PRVIX vs. PRSCX - Drawdown Comparison

The maximum PRVIX drawdown since its inception was -40.95%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for PRVIX and PRSCX.


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Drawdown Indicators


PRVIXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-40.95%

-85.26%

+44.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-17.99%

+9.06%

Max Drawdown (3Y)

Largest decline over 3 years

-24.57%

-31.06%

+6.49%

Max Drawdown (5Y)

Largest decline over 5 years

-28.00%

-46.19%

+18.19%

Max Drawdown (10Y)

Largest decline over 10 years

-40.95%

-46.19%

+5.24%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.33%

-29.89%

+21.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

4.75%

-2.39%

Volatility

PRVIX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price Small-Cap Value Fund Class I (PRVIX) is 4.48%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 9.43%. This indicates that PRVIX 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


PRVIXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

9.43%

-4.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.31%

19.91%

-7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

23.82%

-7.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

27.82%

-7.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.06%

24.81%

-3.75%

PRVIX vs. PRSCX - Expense Ratio Comparison

PRVIX has a 0.66% expense ratio, which is lower than PRSCX's 0.84% expense ratio.


Dividends

PRVIX vs. PRSCX - Dividend Comparison

PRVIX's dividend yield for the trailing twelve months is around 10.33%, more than PRSCX's 8.15% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PRVIX
T. Rowe Price Small-Cap Value Fund Class I
10.33%12.11%9.96%3.40%5.54%7.15%2.12%4.72%9.61%3.79%3.88%22.61%

Frequently Asked Questions


PRVIX and PRSCX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRSCX has higher volatility (9.43%) compared to PRVIX (4.48%). In terms of maximum drawdown, PRVIX dropped -40.95% vs PRSCX's -85.26%.

PRSCX currently has the higher Sharpe Ratio (3.79 vs 2.15), 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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