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TSNIX vs. ALTEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSNIX vs. ALTEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Science & Technology Fund I Class (TSNIX) and Firsthand Alternative Energy Fund (ALTEX). The values are adjusted to include any dividend payments, if applicable.

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TSNIX vs. ALTEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSNIX
T. Rowe Price Science & Technology Fund I Class
-11.15%24.45%40.65%53.94%-35.29%5.72%46.10%55.54%-7.41%39.56%
ALTEX
Firsthand Alternative Energy Fund
9.56%6.62%-6.79%-2.31%-18.26%-5.09%83.88%55.04%-18.56%27.35%

Returns By Period

In the year-to-date period, TSNIX achieves a -11.15% return, which is significantly lower than ALTEX's 9.56% return. Over the past 10 years, TSNIX has outperformed ALTEX with an annualized return of 18.63%, while ALTEX has yielded a comparatively lower 8.92% annualized return.


TSNIX

1D
-2.30%
1M
-13.59%
YTD
-11.15%
6M
-8.09%
1Y
31.06%
3Y*
23.56%
5Y*
8.74%
10Y*
18.63%

ALTEX

1D
-4.06%
1M
-10.18%
YTD
9.56%
6M
-9.08%
1Y
41.48%
3Y*
-1.40%
5Y*
-4.12%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSNIX vs. ALTEX - Expense Ratio Comparison

TSNIX has a 0.67% expense ratio, which is lower than ALTEX's 1.98% expense ratio.


Return for Risk

TSNIX vs. ALTEX — Risk / Return Rank

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

TSNIX
TSNIX Risk / Return Rank: 6161
Overall Rank
TSNIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TSNIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
TSNIX Omega Ratio Rank: 6262
Omega Ratio Rank
TSNIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
TSNIX Martin Ratio Rank: 4747
Martin Ratio Rank

ALTEX
ALTEX Risk / Return Rank: 5252
Overall Rank
ALTEX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ALTEX Sortino Ratio Rank: 5555
Sortino Ratio Rank
ALTEX Omega Ratio Rank: 5858
Omega Ratio Rank
ALTEX Calmar Ratio Rank: 5555
Calmar Ratio Rank
ALTEX Martin Ratio Rank: 3232
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.

TSNIX vs. ALTEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Science & Technology Fund I Class (TSNIX) and Firsthand Alternative Energy Fund (ALTEX). 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.


TSNIXALTEXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.10

+0.09

Sortino ratio

Return per unit of downside risk

1.74

1.49

+0.25

Omega ratio

Gain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.43

1.31

+0.12

Martin ratio

Return relative to average drawdown

4.79

3.48

+1.31

TSNIX vs. ALTEX - Sharpe Ratio Comparison

The current TSNIX Sharpe Ratio is 1.19, which is comparable to the ALTEX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of TSNIX and ALTEX, 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


TSNIXALTEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.10

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.06

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.18

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.03

+0.74

Correlation

The correlation between TSNIX and ALTEX is 0.69, 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

TSNIX vs. ALTEX - Dividend Comparison

TSNIX's dividend yield for the trailing twelve months is around 13.13%, while ALTEX has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
TSNIX
T. Rowe Price Science & Technology Fund I Class
13.13%11.66%9.62%0.00%7.82%33.71%14.00%11.91%36.28%13.35%3.82%
ALTEX
Firsthand Alternative Energy Fund
0.00%0.00%1.50%3.43%0.00%0.00%0.00%9.12%0.05%0.25%0.00%

Drawdowns

TSNIX vs. ALTEX - Drawdown Comparison

The maximum TSNIX drawdown since its inception was -46.22%, smaller than the maximum ALTEX drawdown of -75.48%. Use the drawdown chart below to compare losses from any high point for TSNIX and ALTEX.


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Drawdown Indicators


TSNIXALTEXDifference

Max Drawdown

Largest peak-to-trough decline

-46.22%

-75.48%

+29.26%

Max Drawdown (1Y)

Largest decline over 1 year

-17.97%

-28.91%

+10.94%

Max Drawdown (5Y)

Largest decline over 5 years

-46.22%

-75.48%

+29.26%

Max Drawdown (10Y)

Largest decline over 10 years

-46.22%

-75.48%

+29.26%

Current Drawdown

Current decline from peak

-17.97%

-27.66%

+9.69%

Average Drawdown

Average peak-to-trough decline

-8.81%

-37.55%

+28.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

10.86%

-5.50%

Volatility

TSNIX vs. ALTEX - Volatility Comparison

The current volatility for T. Rowe Price Science & Technology Fund I Class (TSNIX) is 8.82%, while Firsthand Alternative Energy Fund (ALTEX) has a volatility of 11.76%. This indicates that TSNIX experiences smaller price fluctuations and is considered to be less risky than ALTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSNIXALTEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.82%

11.76%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

17.50%

32.97%

-15.47%

Volatility (1Y)

Calculated over the trailing 1-year period

27.35%

38.72%

-11.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.37%

67.75%

-40.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.54%

51.07%

-26.53%