TRVLX vs. PRGTX
TRVLX (T. Rowe Price Value Fund) and PRGTX (T. Rowe Price Global Technology Fund) are both mutual funds - TRVLX is a Large Cap Value Equities fund managed by T. Rowe Price, while PRGTX is a Technology Equities fund managed by T. Rowe Price. Over the past 10 years, TRVLX returned 11.85%/yr vs 19.64%/yr for PRGTX. A 0.71 correlation means they provide meaningful diversification when combined. TRVLX charges 0.65%/yr vs 0.95%/yr for PRGTX.
Performance
TRVLX vs. PRGTX - Performance Comparison
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Returns By Period
In the year-to-date period, TRVLX achieves a 13.98% return, which is significantly lower than PRGTX's 41.85% return. Over the past 10 years, TRVLX has underperformed PRGTX with an annualized return of 11.85%, while PRGTX has yielded a comparatively higher 19.64% annualized return.
TRVLX
- 1D
- 0.55%
- 1M
- 1.28%
- YTD
- 13.98%
- 6M
- 13.42%
- 1Y
- 22.90%
- 3Y*
- 16.94%
- 5Y*
- 10.46%
- 10Y*
- 11.85%
PRGTX
- 1D
- 4.32%
- 1M
- 6.93%
- YTD
- 41.85%
- 6M
- 43.19%
- 1Y
- 74.68%
- 3Y*
- 38.16%
- 5Y*
- 9.93%
- 10Y*
- 19.64%
TRVLX vs. PRGTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRVLX T. Rowe Price Value Fund | 13.98% | 12.20% | 14.98% | 12.16% | -11.37% | 29.86% | 10.48% | 26.20% | -9.44% | 17.35% |
PRGTX T. Rowe Price Global Technology Fund | 41.85% | 27.28% | 33.12% | 55.92% | -55.53% | 8.85% | 75.77% | 34.22% | -10.07% | 47.09% |
Correlation
The correlation between TRVLX and PRGTX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.71 |
Over the past year, the correlation between TRVLX and PRGTX has dropped to 0.38 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
TRVLX vs. PRGTX — Risk / Return Rank
TRVLX
PRGTX
TRVLX vs. PRGTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Value Fund (TRVLX) and T. Rowe Price Global Technology Fund (PRGTX). 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.
| TRVLX | PRGTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.48 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 5.69 | -2.34 |
| Martin ratioReturn relative to average drawdown | 13.14 | 16.90 | -3.77 |
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Drawdowns
TRVLX vs. PRGTX - Drawdown Comparison
The maximum TRVLX drawdown since its inception was -60.22%, smaller than the maximum PRGTX drawdown of -71.18%. Use the drawdown chart below to compare losses from any high point for TRVLX and PRGTX.
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Drawdown Indicators
| TRVLX | PRGTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.22% | -71.18% | +10.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -13.06% | +6.01% |
Max Drawdown (3Y)Largest decline over 3 years | -13.01% | -26.67% | +13.66% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -65.29% | +44.94% |
Max Drawdown (10Y)Largest decline over 10 years | -38.65% | -65.29% | +26.64% |
Current DrawdownCurrent decline from peak | -0.64% | -1.62% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -7.50% | -21.51% | +14.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 4.38% | -2.60% |
Volatility
TRVLX vs. PRGTX - Volatility Comparison
The current volatility for T. Rowe Price Value Fund (TRVLX) is 3.49%, while T. Rowe Price Global Technology Fund (PRGTX) has a volatility of 13.52%. This indicates that TRVLX experiences smaller price fluctuations and is considered to be less risky than PRGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRVLX | PRGTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 13.52% | -10.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 22.05% | -13.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.05% | 25.95% | -14.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.24% | 32.17% | -17.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 28.63% | -11.26% |
TRVLX vs. PRGTX - Expense Ratio Comparison
TRVLX has a 0.65% expense ratio, which is lower than PRGTX's 0.95% expense ratio.
Dividends
TRVLX vs. PRGTX - Dividend Comparison
TRVLX's dividend yield for the trailing twelve months is around 4.00%, while PRGTX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRGTX T. Rowe Price Global Technology Fund | 0.00% | 0.00% | 0.00% | 0.00% | 3.28% | 27.71% | 5.05% | 0.15% | 24.67% | 15.81% | 9.46% | 10.03% |
TRVLX T. Rowe Price Value Fund | 4.00% | 4.56% | 8.50% | 2.97% | 10.09% | 10.92% | 2.33% | 1.69% | 11.09% | 5.89% | 3.06% | 8.77% |
Frequently Asked Questions
TRVLX and PRGTX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRGTX has higher volatility (13.52%) compared to TRVLX (3.49%). In terms of maximum drawdown, TRVLX dropped -60.22% vs PRGTX's -71.18%.
PRGTX currently has the higher Sharpe Ratio (2.86 vs 2.13), 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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