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TRBCX vs. PRSCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRBCX vs. PRSCX - Performance Comparison

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

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Returns By Period

In the year-to-date period, TRBCX achieves a 5.48% return, which is significantly lower than PRSCX's 41.41% return. Over the past 10 years, TRBCX has underperformed PRSCX with an annualized return of 17.69%, while PRSCX has yielded a comparatively higher 23.56% annualized return.


TRBCX

1D
-0.69%
1M
5.17%
YTD
5.48%
6M
5.64%
1Y
22.08%
3Y*
28.80%
5Y*
13.81%
10Y*
17.69%

PRSCX

1D
2.32%
1M
21.76%
YTD
41.41%
6M
38.56%
1Y
83.87%
3Y*
40.30%
5Y*
18.72%
10Y*
23.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRBCX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRBCX
T. Rowe Price Blue Chip Growth Fund
5.48%18.78%48.46%49.42%-38.57%17.54%34.73%29.97%2.00%36.54%
PRSCX
T. Rowe Price Science And Technology Fund
41.41%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Correlation

The correlation between TRBCX and PRSCX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1993

0.85

The correlation between TRBCX and PRSCX shifts across timeframes, from 0.77 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TRBCX vs. PRSCX — Risk / Return Rank

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

TRBCX
TRBCX Risk / Return Rank: 1919
Overall Rank
TRBCX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TRBCX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TRBCX Omega Ratio Rank: 2222
Omega Ratio Rank
TRBCX Calmar Ratio Rank: 1414
Calmar Ratio Rank
TRBCX Martin Ratio Rank: 1616
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 9191
Overall Rank
PRSCX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 8686
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 9191
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.

TRBCX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth Fund (TRBCX) 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.


TRBCXPRSCXDifference
Sharpe ratioReturn per unit of total volatility

-2.42

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

1.25

1.59

-0.34

Calmar ratioReturn relative to maximum drawdown

1.34

5.02

-3.67

Martin ratioReturn relative to average drawdown

4.54

18.70

-14.16

TRBCX vs. PRSCX - Sharpe Ratio Comparison

The current TRBCX Sharpe Ratio is 1.37, which is lower than the PRSCX Sharpe Ratio of 3.79. The chart below compares the historical Sharpe Ratios of TRBCX and PRSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TRBCXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

3.79

-2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.68

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.96

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.52

+0.07

Drawdowns

TRBCX vs. PRSCX - Drawdown Comparison

The maximum TRBCX drawdown since its inception was -54.56%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for TRBCX and PRSCX.


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Drawdown Indicators


TRBCXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-54.56%

-85.26%

+30.70%

Max Drawdown (1Y)

Largest decline over 1 year

-17.01%

-17.99%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-23.08%

-31.06%

+7.98%

Max Drawdown (5Y)

Largest decline over 5 years

-43.63%

-46.19%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-43.63%

-46.19%

+2.56%

Current Drawdown

Current decline from peak

-0.69%

0.00%

-0.69%

Average Drawdown

Average peak-to-trough decline

-11.31%

-29.89%

+18.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.01%

4.75%

+0.26%

Volatility

TRBCX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price Blue Chip Growth Fund (TRBCX) is 3.57%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 9.43%. This indicates that TRBCX 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


TRBCXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

9.43%

-5.86%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

19.91%

-6.54%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

23.82%

-7.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.03%

27.82%

-3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.79%

24.81%

-2.02%

TRBCX vs. PRSCX - Expense Ratio Comparison

TRBCX has a 0.69% expense ratio, which is lower than PRSCX's 0.84% expense ratio.


Dividends

TRBCX vs. PRSCX - Dividend Comparison

TRBCX's dividend yield for the trailing twelve months is around 4.97%, less than PRSCX's 8.15% yield.


PositionTTM20252024202320222021202020192018201720162015
PRSCX
T. Rowe Price Science And Technology Fund
8.15%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%
TRBCX
T. Rowe Price Blue Chip Growth Fund
4.97%5.25%18.16%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%

Frequently Asked Questions


TRBCX and PRSCX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRSCX has higher volatility (9.43%) compared to TRBCX (3.57%). In terms of maximum drawdown, TRBCX dropped -54.56% vs PRSCX's -85.26%.

PRSCX currently has the higher Sharpe Ratio (3.79 vs 1.37), 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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