TRULX vs. PRISX

In the year-to-date period, TRULX achieves a 1.17% return, which is significantly lower than PRISX's 4.46% return. Both investments have delivered pretty close results over the past 10 years, with TRULX having a 8.50% annualized return and PRISX not far behind at 8.20%.

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TRULX has a 0.64% expense ratio, which is lower than PRISX's 0.88% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price US Large-Cap Core (TRULX) and T. Rowe Price Financial Services Fund (PRISX). 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.

The current TRULX Sharpe Ratio is 0.10, which is lower than the PRISX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of TRULX and PRISX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TRULX's dividend yield for the trailing twelve months is around 6.58%, less than PRISX's 8.37% yield.

The maximum TRULX drawdown since its inception was -33.68%, smaller than the maximum PRISX drawdown of -71.82%. Use the drawdown chart below to compare losses from any high point for TRULX and PRISX.

The current volatility for T. Rowe Price US Large-Cap Core (TRULX) is 4.50%, while T. Rowe Price Financial Services Fund (PRISX) has a volatility of 5.08%. This indicates that TRULX experiences smaller price fluctuations and is considered to be less risky than PRISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.