RPLCX vs. PRSCX
Compare and contrast key facts about T. Rowe Price Institutional Long Duration Credit Fund (RPLCX) and T. Rowe Price Science And Technology Fund (PRSCX).
RPLCX is managed by T. Rowe Price. It was launched on Jun 2, 2013. PRSCX is managed by T. Rowe Price. It was launched on Sep 29, 1987.
Performance
RPLCX vs. PRSCX - Performance Comparison
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RPLCX vs. PRSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPLCX T. Rowe Price Institutional Long Duration Credit Fund | -2.19% | 7.65% | -1.84% | 9.05% | -27.00% | -0.19% | 16.73% | 23.72% | -6.27% | 11.03% |
PRSCX T. Rowe Price Science And Technology Fund | -11.17% | 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, RPLCX achieves a -2.19% return, which is significantly higher than PRSCX's -11.17% return. Over the past 10 years, RPLCX has underperformed PRSCX with an annualized return of 2.24%, while PRSCX has yielded a comparatively higher 18.39% annualized return.
RPLCX
- 1D
- 0.82%
- 1M
- -4.42%
- YTD
- -2.19%
- 6M
- -2.05%
- 1Y
- 2.64%
- 3Y*
- 2.11%
- 5Y*
- -2.19%
- 10Y*
- 2.24%
PRSCX
- 1D
- -2.31%
- 1M
- -13.60%
- YTD
- -11.17%
- 6M
- -8.13%
- 1Y
- 30.89%
- 3Y*
- 23.42%
- 5Y*
- 8.65%
- 10Y*
- 18.39%
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RPLCX vs. PRSCX - Expense Ratio Comparison
RPLCX has a 0.45% expense ratio, which is lower than PRSCX's 0.84% expense ratio.
Return for Risk
RPLCX vs. PRSCX — Risk / Return Rank
RPLCX
PRSCX
RPLCX vs. PRSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Institutional Long Duration Credit Fund (RPLCX) 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.
| RPLCX | PRSCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | 1.18 | -0.78 |
Sortino ratioReturn per unit of downside risk | 0.61 | 1.73 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.24 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.53 | -0.76 |
Martin ratioReturn relative to average drawdown | 1.99 | 5.13 | -3.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RPLCX | PRSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.18 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.32 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.76 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.48 | -0.14 |
Correlation
The correlation between RPLCX and PRSCX is -0.03. 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
RPLCX vs. PRSCX - Dividend Comparison
RPLCX's dividend yield for the trailing twelve months is around 5.00%, less than PRSCX's 12.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPLCX T. Rowe Price Institutional Long Duration Credit Fund | 5.00% | 5.32% | 5.17% | 4.15% | 3.54% | 6.09% | 7.16% | 13.58% | 4.33% | 4.07% | 3.79% | 4.70% |
PRSCX T. Rowe Price Science And Technology Fund | 12.97% | 11.53% | 9.43% | 0.00% | 7.83% | 33.69% | 13.90% | 10.91% | 36.03% | 13.21% | 3.68% | 18.51% |
Drawdowns
RPLCX vs. PRSCX - Drawdown Comparison
The maximum RPLCX drawdown since its inception was -35.21%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for RPLCX and PRSCX.
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Drawdown Indicators
| RPLCX | PRSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.21% | -85.26% | +50.05% |
Max Drawdown (1Y)Largest decline over 1 year | -5.80% | -17.99% | +12.19% |
Max Drawdown (5Y)Largest decline over 5 years | -35.21% | -46.19% | +10.98% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | -46.19% | +10.98% |
Current DrawdownCurrent decline from peak | -19.31% | -17.99% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -10.01% | -30.02% | +20.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 5.37% | -3.12% |
Volatility
RPLCX vs. PRSCX - Volatility Comparison
The current volatility for T. Rowe Price Institutional Long Duration Credit Fund (RPLCX) is 3.32%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 8.82%. This indicates that RPLCX 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
| RPLCX | PRSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 8.82% | -5.50% |
Volatility (6M)Calculated over the trailing 6-month period | 5.32% | 17.49% | -12.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.79% | 27.29% | -18.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.64% | 27.36% | -15.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.59% | 24.50% | -13.91% |