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TPLGX vs. PRSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPLGX vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) and T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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TPLGX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
-14.47%18.66%35.22%49.63%-38.49%17.84%34.70%30.15%2.18%36.49%
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, TPLGX achieves a -14.47% return, which is significantly lower than PRSCX's -11.17% return. Over the past 10 years, TPLGX has underperformed PRSCX with an annualized return of 14.45%, while PRSCX has yielded a comparatively higher 18.39% annualized return.


TPLGX

1D
-0.34%
1M
-8.80%
YTD
-14.47%
6M
-12.97%
1Y
11.57%
3Y*
20.82%
5Y*
8.15%
10Y*
14.45%

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

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TPLGX vs. PRSCX - Expense Ratio Comparison

TPLGX has a 0.57% expense ratio, which is lower than PRSCX's 0.84% expense ratio.


Return for Risk

TPLGX vs. PRSCX — Risk / Return Rank

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

TPLGX
TPLGX Risk / Return Rank: 2121
Overall Rank
TPLGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TPLGX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TPLGX Omega Ratio Rank: 2323
Omega Ratio Rank
TPLGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
TPLGX Martin Ratio Rank: 1818
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 6565
Overall Rank
PRSCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 6565
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 5353
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.

TPLGX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) 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.


TPLGXPRSCXDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.18

-0.66

Sortino ratio

Return per unit of downside risk

0.92

1.73

-0.81

Omega ratio

Gain probability vs. loss probability

1.13

1.24

-0.11

Calmar ratio

Return relative to maximum drawdown

0.51

1.53

-1.03

Martin ratio

Return relative to average drawdown

1.78

5.13

-3.35

TPLGX vs. PRSCX - Sharpe Ratio Comparison

The current TPLGX Sharpe Ratio is 0.52, which is lower than the PRSCX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of TPLGX and PRSCX, 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


TPLGXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.18

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.32

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.76

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.48

+0.04

Correlation

The correlation between TPLGX and PRSCX is 0.89, 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

TPLGX vs. PRSCX - Dividend Comparison

TPLGX's dividend yield for the trailing twelve months is around 23.73%, more than PRSCX's 12.97% yield.


TTM20252024202320222021202020192018201720162015
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
23.73%20.30%12.87%3.70%4.39%8.81%0.59%0.60%1.65%1.39%0.25%0.44%
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

TPLGX vs. PRSCX - Drawdown Comparison

The maximum TPLGX drawdown since its inception was -54.57%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for TPLGX and PRSCX.


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Drawdown Indicators


TPLGXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-54.57%

-85.26%

+30.69%

Max Drawdown (1Y)

Largest decline over 1 year

-17.15%

-17.99%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-43.45%

-46.19%

+2.74%

Max Drawdown (10Y)

Largest decline over 10 years

-43.45%

-46.19%

+2.74%

Current Drawdown

Current decline from peak

-17.15%

-17.99%

+0.84%

Average Drawdown

Average peak-to-trough decline

-8.71%

-30.02%

+21.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

5.37%

-0.49%

Volatility

TPLGX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) is 5.55%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 8.82%. This indicates that TPLGX 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


TPLGXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

8.82%

-3.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.76%

17.49%

-5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

22.38%

27.29%

-4.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.27%

27.36%

-3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.84%

24.50%

-1.66%