THISX vs. GGHCX

Last updated Apr 1, 2026

Compare and contrast key facts about T. Rowe Price Health Sciences Fund Class I (THISX) and Invesco Health Care Fund (GGHCX).

THISX is an actively managed fund by T. Rowe Price. It was launched on Dec 29, 1995. GGHCX is managed by Invesco. It was launched on Aug 6, 1989.

Performance

THISX vs. GGHCX - Performance Comparison

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

THISX vs. GGHCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
GGHCX Invesco Health Care Fund	-8.65%	15.48%	3.96%	3.05%	-13.53%	12.05%	14.52%	32.01%	0.27%	13.81%

Returns By Period

In the year-to-date period, THISX achieves a -9.61% return, which is significantly lower than GGHCX's -8.65% return.

THISX

• 1D: 0.37%
• 1M: -9.32%
• YTD: -9.61%
• 6M: 4.41%
• 1Y: 6.58%
• 3Y*: 9.52%
• 5Y*: 5.15%
• 10Y*: —

GGHCX

• 1D: 0.65%
• 1M: -8.58%
• YTD: -8.65%
• 6M: -1.69%
• 1Y: 1.85%
• 3Y*: 5.07%
• 5Y*: 2.41%
• 10Y*: 6.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

THISX vs. GGHCX - Expense Ratio Comparison

THISX has a 0.67% expense ratio, which is lower than GGHCX's 1.04% expense ratio.

GGHCX

Invesco Health Care Fund

THISX

T. Rowe Price Health Sciences Fund Class I

Return for Risk

THISX vs. GGHCX — Risk / Return Rank

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

THISX

THISX Risk / Return Rank: 13
THISX Sharpe Ratio Rank: 12
THISX Sortino Ratio Rank: 12
THISX Omega Ratio Rank: 11
THISX Calmar Ratio Rank: 15
THISX Martin Ratio Rank: 13

GGHCX

GGHCX Risk / Return Rank: 7
GGHCX Sharpe Ratio Rank: 7
GGHCX Sortino Ratio Rank: 7
GGHCX Omega Ratio Rank: 6
GGHCX Calmar Ratio Rank: 8
GGHCX Martin Ratio Rank: 8

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.

THISX vs. GGHCX - Risk-Adjusted Trends Comparison

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

	THISX	GGHCX	Difference
Sharpe ratio Return per unit of total volatility	0.33	0.12	+0.21
Sortino ratio Return per unit of downside risk	0.58	0.28	+0.30
Omega ratio Gain probability vs. loss probability	1.07	1.04	+0.04
Calmar ratio Return relative to maximum drawdown	0.42	0.10	+0.32
Martin ratio Return relative to average drawdown	1.23	0.32	+0.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

THISX vs. GGHCX - Sharpe Ratio Comparison

The current THISX Sharpe Ratio is 0.33, which is higher than the GGHCX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of THISX and GGHCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	THISX	GGHCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.33	0.12	+0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.16	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.57	+0.06

Correlation

The correlation between THISX and GGHCX 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

THISX vs. GGHCX - Dividend Comparison

THISX's dividend yield for the trailing twelve months is around 13.56%, more than GGHCX's 6.22% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
GGHCX Invesco Health Care Fund	6.22%	5.69%	5.17%	0.00%	0.00%	24.69%	6.44%	3.51%	8.81%	6.88%	2.24%	15.07%

Drawdowns

THISX vs. GGHCX - Drawdown Comparison

The maximum THISX drawdown since its inception was -28.97%, smaller than the maximum GGHCX drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for THISX and GGHCX.

Drawdown Indicators

	THISX	GGHCX	Difference
Max Drawdown Largest peak-to-trough decline	-28.97%	-40.23%	+11.26%
Max Drawdown (1Y) Largest decline over 1 year	-12.78%	-13.53%	+0.75%
Max Drawdown (5Y) Largest decline over 5 years	-27.53%	-25.37%	-2.16%
Max Drawdown (10Y) Largest decline over 10 years	—	-29.34%	—
Current Drawdown Current decline from peak	-12.46%	-12.96%	+0.50%
Average Drawdown Average peak-to-trough decline	-7.18%	-8.82%	+1.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.37%	4.41%	-0.04%

Volatility

THISX vs. GGHCX - Volatility Comparison

T. Rowe Price Health Sciences Fund Class I (THISX) has a higher volatility of 5.30% compared to Invesco Health Care Fund (GGHCX) at 4.60%. This indicates that THISX's price experiences larger fluctuations and is considered to be riskier than GGHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	THISX	GGHCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.30%	4.60%	+0.70%
Volatility (6M) Calculated over the trailing 6-month period	10.70%	9.05%	+1.65%
Volatility (1Y) Calculated over the trailing 1-year period	18.41%	15.67%	+2.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.29%	15.50%	+2.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.99%	17.49%	+2.50%