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SHSSX vs. THISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHSSX vs. THISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Health Sciences Opportunities Fund Class Institutional (SHSSX) and T. Rowe Price Health Sciences Fund Class I (THISX). The values are adjusted to include any dividend payments, if applicable.

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SHSSX vs. THISX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHSSX
Health Sciences Opportunities Fund Class Institutional
-6.87%16.13%4.00%3.86%-5.72%12.17%19.54%25.63%8.24%23.69%
THISX
T. Rowe Price Health Sciences Fund Class I
-9.61%17.92%16.75%3.17%-12.11%13.62%30.35%38.29%1.20%26.96%

Returns By Period

In the year-to-date period, SHSSX achieves a -6.87% return, which is significantly higher than THISX's -9.61% return.


SHSSX

1D
0.31%
1M
-9.09%
YTD
-6.87%
6M
4.09%
1Y
4.34%
3Y*
6.17%
5Y*
4.28%
10Y*
9.97%

THISX

1D
0.37%
1M
-9.32%
YTD
-9.61%
6M
4.41%
1Y
6.58%
3Y*
9.52%
5Y*
5.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHSSX vs. THISX - Expense Ratio Comparison

SHSSX has a 0.84% expense ratio, which is higher than THISX's 0.67% expense ratio.


Return for Risk

SHSSX vs. THISX — Risk / Return Rank

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

SHSSX
SHSSX Risk / Return Rank: 1212
Overall Rank
SHSSX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SHSSX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SHSSX Omega Ratio Rank: 1010
Omega Ratio Rank
SHSSX Calmar Ratio Rank: 1515
Calmar Ratio Rank
SHSSX Martin Ratio Rank: 1212
Martin Ratio Rank

THISX
THISX Risk / Return Rank: 1313
Overall Rank
THISX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
THISX Sortino Ratio Rank: 1212
Sortino Ratio Rank
THISX Omega Ratio Rank: 1111
Omega Ratio Rank
THISX Calmar Ratio Rank: 1515
Calmar Ratio Rank
THISX Martin Ratio Rank: 1313
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.

SHSSX vs. THISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Health Sciences Opportunities Fund Class Institutional (SHSSX) and T. Rowe Price Health Sciences Fund Class I (THISX). 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.


SHSSXTHISXDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.33

-0.04

Sortino ratio

Return per unit of downside risk

0.52

0.58

-0.06

Omega ratio

Gain probability vs. loss probability

1.06

1.07

-0.01

Calmar ratio

Return relative to maximum drawdown

0.43

0.42

+0.01

Martin ratio

Return relative to average drawdown

1.02

1.23

-0.22

SHSSX vs. THISX - Sharpe Ratio Comparison

The current SHSSX Sharpe Ratio is 0.29, which is comparable to the THISX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SHSSX and THISX, 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


SHSSXTHISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

0.33

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.28

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.63

+0.06

Correlation

The correlation between SHSSX and THISX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SHSSX vs. THISX - Dividend Comparison

SHSSX's dividend yield for the trailing twelve months is around 10.63%, less than THISX's 13.56% yield.


TTM20252024202320222021202020192018201720162015
SHSSX
Health Sciences Opportunities Fund Class Institutional
10.63%9.90%8.68%3.82%7.20%8.96%4.18%3.87%8.44%3.59%2.33%12.29%
THISX
T. Rowe Price Health Sciences Fund Class I
13.56%12.25%26.10%5.20%1.76%7.62%7.25%12.58%6.70%7.55%0.00%0.00%

Drawdowns

SHSSX vs. THISX - Drawdown Comparison

The maximum SHSSX drawdown since its inception was -35.40%, which is greater than THISX's maximum drawdown of -28.97%. Use the drawdown chart below to compare losses from any high point for SHSSX and THISX.


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Drawdown Indicators


SHSSXTHISXDifference

Max Drawdown

Largest peak-to-trough decline

-35.40%

-28.97%

-6.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.83%

-12.78%

+2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-17.90%

-27.53%

+9.63%

Max Drawdown (10Y)

Largest decline over 10 years

-28.34%

Current Drawdown

Current decline from peak

-9.56%

-12.46%

+2.90%

Average Drawdown

Average peak-to-trough decline

-5.98%

-7.18%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

4.37%

-0.20%

Volatility

SHSSX vs. THISX - Volatility Comparison

The current volatility for Health Sciences Opportunities Fund Class Institutional (SHSSX) is 4.61%, while T. Rowe Price Health Sciences Fund Class I (THISX) has a volatility of 5.30%. This indicates that SHSSX experiences smaller price fluctuations and is considered to be less risky than THISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHSSXTHISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

5.30%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

10.70%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

18.41%

-2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

18.29%

-4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

19.99%

-3.46%