THISX vs. VGHCX
THISX (T. Rowe Price Health Sciences Fund Class I) and VGHCX (Vanguard Health Care Fund Investor Shares) are both Health & Biotech Equities funds. Both are actively managed. Over the past 5 years, THISX returned 5.69%/yr vs 6.98%/yr for VGHCX. Their correlation of 0.90 suggests significant overlap in exposure. THISX charges 0.67%/yr vs 0.33%/yr for VGHCX.
Performance
THISX vs. VGHCX - Performance Comparison
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Returns By Period
In the year-to-date period, THISX achieves a 0.31% return, which is significantly higher than VGHCX's -0.94% return.
THISX
- 1D
- 1.78%
- 1M
- 2.64%
- YTD
- 0.31%
- 6M
- -0.58%
- 1Y
- 23.85%
- 3Y*
- 12.26%
- 5Y*
- 5.69%
- 10Y*
- —
VGHCX
- 1D
- 0.93%
- 1M
- 0.54%
- YTD
- -0.94%
- 6M
- -1.48%
- 1Y
- 21.58%
- 3Y*
- 9.63%
- 5Y*
- 6.98%
- 10Y*
- 9.74%
THISX vs. VGHCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
THISX T. Rowe Price Health Sciences Fund Class I | 0.31% | 17.92% | 16.75% | 3.17% | -12.11% | 13.62% | 30.35% | 38.29% | 1.20% | 26.96% |
VGHCX Vanguard Health Care Fund Investor Shares | -0.94% | 19.63% | 8.99% | 5.46% | -1.05% | 14.36% | 12.57% | 22.93% | 1.03% | 19.59% |
Correlation
The correlation between THISX and VGHCX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.90 |
The correlation between THISX and VGHCX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
THISX vs. VGHCX — Risk / Return Rank
THISX
VGHCX
THISX vs. VGHCX - 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 Vanguard Health Care Fund Investor Shares (VGHCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| THISX | VGHCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.42 | -0.50 |
| Martin ratioReturn relative to average drawdown | 5.41 | 6.46 | -1.05 |
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Drawdowns
THISX vs. VGHCX - Drawdown Comparison
The maximum THISX drawdown since its inception was -28.97%, smaller than the maximum VGHCX drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for THISX and VGHCX.
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Drawdown Indicators
| THISX | VGHCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.97% | -36.93% | +7.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -9.20% | -3.58% |
Max Drawdown (3Y)Largest decline over 3 years | -15.80% | -16.08% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -27.53% | -16.95% | -10.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.18% | — |
Current DrawdownCurrent decline from peak | -2.85% | -3.99% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -7.16% | -5.24% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 3.44% | +1.09% |
Volatility
THISX vs. VGHCX - Volatility Comparison
T. Rowe Price Health Sciences Fund Class I (THISX) has a higher volatility of 5.39% compared to Vanguard Health Care Fund Investor Shares (VGHCX) at 4.74%. This indicates that THISX's price experiences larger fluctuations and is considered to be riskier than VGHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THISX | VGHCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 4.74% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 10.65% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 14.95% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.48% | 18.24% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.96% | 17.66% | +2.30% |
THISX vs. VGHCX - Expense Ratio Comparison
THISX has a 0.67% expense ratio, which is higher than VGHCX's 0.33% expense ratio.
Dividends
THISX vs. VGHCX - Dividend Comparison
THISX's dividend yield for the trailing twelve months is around 12.22%, more than VGHCX's 6.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THISX T. Rowe Price Health Sciences Fund Class I | 12.22% | 12.25% | 26.10% | 5.20% | 1.76% | 7.62% | 7.25% | 12.58% | 6.70% | 7.55% | 0.00% | 0.00% |
VGHCX Vanguard Health Care Fund Investor Shares | 6.67% | 6.00% | 22.72% | 7.17% | 5.44% | 8.31% | 7.96% | 11.82% | 9.10% | 7.30% | 8.54% | 8.16% |
Frequently Asked Questions
With a correlation of 0.94, THISX and VGHCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
THISX has higher volatility (5.39%) compared to VGHCX (4.74%). In terms of maximum drawdown, THISX dropped -28.97% vs VGHCX's -36.93%.
THISX currently has the higher Sharpe Ratio (1.56 vs 1.49), 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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