PortfoliosLab logoPortfoliosLab logo
TRCSX vs. PRSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRCSX vs. PRSCX - Performance Comparison

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

Loading graphics...

TRCSX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TRCSX
T. Rowe Price Small-Cap Index Fund
-2.44%12.72%11.36%16.97%-20.47%4.05%
PRSCX
T. Rowe Price Science And Technology Fund
-11.17%24.28%40.49%53.77%-35.40%2.16%

Returns By Period

In the year-to-date period, TRCSX achieves a -2.44% return, which is significantly higher than PRSCX's -11.17% return.


TRCSX

1D
-1.46%
1M
-8.19%
YTD
-2.44%
6M
-0.28%
1Y
21.46%
3Y*
11.73%
5Y*
10Y*

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TRCSX vs. PRSCX - Expense Ratio Comparison

TRCSX has a 0.14% expense ratio, which is lower than PRSCX's 0.84% expense ratio.


Return for Risk

TRCSX vs. PRSCX — Risk / Return Rank

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

TRCSX
TRCSX Risk / Return Rank: 2828
Overall Rank
TRCSX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TRCSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TRCSX Omega Ratio Rank: 3535
Omega Ratio Rank
TRCSX Calmar Ratio Rank: 1111
Calmar Ratio Rank
TRCSX Martin Ratio Rank: 1111
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.

TRCSX vs. PRSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Index Fund (TRCSX) 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.


TRCSXPRSCXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.18

-0.33

Sortino ratio

Return per unit of downside risk

1.36

1.73

-0.37

Omega ratio

Gain probability vs. loss probability

1.17

1.24

-0.07

Calmar ratio

Return relative to maximum drawdown

0.27

1.53

-1.26

Martin ratio

Return relative to average drawdown

0.87

5.13

-4.25

TRCSX vs. PRSCX - Sharpe Ratio Comparison

The current TRCSX Sharpe Ratio is 0.86, which is comparable to the PRSCX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of TRCSX 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.


Loading graphics...

Sharpe Ratios by Period


TRCSXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.18

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.48

-0.32

Correlation

The correlation between TRCSX and PRSCX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TRCSX vs. PRSCX - Dividend Comparison

TRCSX's dividend yield for the trailing twelve months is around 2.45%, less than PRSCX's 12.97% yield.


TTM20252024202320222021202020192018201720162015
TRCSX
T. Rowe Price Small-Cap Index Fund
2.45%2.39%3.18%1.27%1.58%1.69%0.00%0.00%0.00%0.00%0.00%0.00%
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

TRCSX vs. PRSCX - Drawdown Comparison

The maximum TRCSX drawdown since its inception was -31.94%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for TRCSX and PRSCX.


Loading graphics...

Drawdown Indicators


TRCSXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-31.94%

-85.26%

+53.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.23%

-17.99%

+3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-46.19%

Max Drawdown (10Y)

Largest decline over 10 years

-46.19%

Current Drawdown

Current decline from peak

-10.96%

-17.99%

+7.03%

Average Drawdown

Average peak-to-trough decline

-13.95%

-30.02%

+16.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

5.37%

+1.95%

Volatility

TRCSX vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price Small-Cap Index Fund (TRCSX) is 6.65%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 8.82%. This indicates that TRCSX 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.


Loading graphics...

Volatility by Period


TRCSXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

8.82%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

14.43%

17.49%

-3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

25.77%

27.29%

-1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.20%

27.36%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.20%

24.50%

-1.30%