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THISX vs. SHSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THISX vs. SHSAX - 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 BlackRock Health Sciences Opportunities Portfolio (SHSAX). The values are adjusted to include any dividend payments, if applicable.

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THISX vs. SHSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SHSAX
BlackRock Health Sciences Opportunities Portfolio
-6.94%15.85%3.73%3.59%-5.94%11.88%19.44%25.27%7.93%23.41%

Returns By Period

In the year-to-date period, THISX achieves a -9.61% return, which is significantly lower than SHSAX's -6.94% return.


THISX

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

SHSAX

1D
0.28%
1M
-9.11%
YTD
-6.94%
6M
3.97%
1Y
4.06%
3Y*
5.89%
5Y*
4.02%
10Y*
9.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THISX vs. SHSAX - Expense Ratio Comparison

THISX has a 0.67% expense ratio, which is lower than SHSAX's 1.09% expense ratio.


Return for Risk

THISX vs. SHSAX — Risk / Return Rank

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

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

SHSAX
SHSAX Risk / Return Rank: 1212
Overall Rank
SHSAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SHSAX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SHSAX Omega Ratio Rank: 1111
Omega Ratio Rank
SHSAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SHSAX Martin Ratio Rank: 1212
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.

THISX vs. SHSAX - 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 BlackRock Health Sciences Opportunities Portfolio (SHSAX). 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.


THISXSHSAXDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.28

+0.06

Sortino ratio

Return per unit of downside risk

0.58

0.50

+0.09

Omega ratio

Gain probability vs. loss probability

1.07

1.06

+0.01

Calmar ratio

Return relative to maximum drawdown

0.42

0.40

+0.02

Martin ratio

Return relative to average drawdown

1.23

0.94

+0.29

THISX vs. SHSAX - Sharpe Ratio Comparison

The current THISX Sharpe Ratio is 0.33, which is comparable to the SHSAX Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of THISX and SHSAX, 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


THISXSHSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.28

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.28

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.72

-0.09

Correlation

The correlation between THISX and SHSAX 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. SHSAX - Dividend Comparison

THISX's dividend yield for the trailing twelve months is around 13.56%, more than SHSAX's 11.43% yield.


TTM20252024202320222021202020192018201720162015
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%
SHSAX
BlackRock Health Sciences Opportunities Portfolio
11.43%10.63%9.18%3.84%7.44%9.20%4.34%3.89%8.56%3.53%2.43%12.58%

Drawdowns

THISX vs. SHSAX - Drawdown Comparison

The maximum THISX drawdown since its inception was -28.97%, smaller than the maximum SHSAX drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for THISX and SHSAX.


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Drawdown Indicators


THISXSHSAXDifference

Max Drawdown

Largest peak-to-trough decline

-28.97%

-35.49%

+6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-9.87%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-27.53%

-17.99%

-9.54%

Max Drawdown (10Y)

Largest decline over 10 years

-28.36%

Current Drawdown

Current decline from peak

-12.46%

-9.62%

-2.84%

Average Drawdown

Average peak-to-trough decline

-7.18%

-6.17%

-1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

4.20%

+0.17%

Volatility

THISX vs. SHSAX - Volatility Comparison

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


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Volatility by Period


THISXSHSAXDifference

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%

9.72%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

16.30%

+2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.29%

14.18%

+4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.99%

16.53%

+3.46%