TSNIX vs. MRK
TSNIX (T. Rowe Price Science & Technology Fund I Class) is Technology Equities fund actively managed by T. Rowe Price, while MRK (Merck & Co., Inc.) is a stock. Over the past 10 years, TSNIX returned 21.77%/yr vs 11.47%/yr for MRK. At a 0.11 correlation, their price movements are largely independent.
Performance
TSNIX vs. MRK - Performance Comparison
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Returns By Period
In the year-to-date period, TSNIX achieves a 26.37% return, which is significantly higher than MRK's 19.56% return. Over the past 10 years, TSNIX has outperformed MRK with an annualized return of 21.77%, while MRK has yielded a comparatively lower 11.47% annualized return.
TSNIX
- 1D
- 0.21%
- 1M
- -4.80%
- 6M
- 22.57%
- YTD
- 26.37%
- 1Y
- 49.50%
- 3Y*
- 34.02%
- 5Y*
- 15.22%
- 10Y*
- 21.77%
MRK
- 1D
- 0.40%
- 1M
- 4.93%
- 6M
- 15.26%
- YTD
- 19.56%
- 1Y
- 53.76%
- 3Y*
- 8.22%
- 5Y*
- 13.31%
- 10Y*
- 11.47%
TSNIX vs. MRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSNIX T. Rowe Price Science & Technology Fund I Class | 26.37% | 24.45% | 40.65% | 53.94% | -35.29% | 5.72% | 46.10% | 55.54% | -7.41% | 39.56% |
MRK Merck & Co., Inc. | 19.56% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
Correlation
The correlation between TSNIX and MRK is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2016 | 0.11 |
The correlation between TSNIX and MRK shifts across timeframes, from -0.12 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TSNIX vs. MRK — Risk / Return Rank
TSNIX
MRK
TSNIX vs. MRK - 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 Merck & Co., Inc. (MRK). 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.
| TSNIX | MRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 4.75 | -1.89 |
| Martin ratioReturn relative to average drawdown | 9.17 | 11.66 | -2.49 |
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Drawdowns
TSNIX vs. MRK - Drawdown Comparison
The maximum TSNIX drawdown since its inception was -46.22%, smaller than the maximum MRK drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for TSNIX and MRK.
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Drawdown Indicators
| TSNIX | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.22% | -68.61% | +22.39% |
Max Drawdown (1Y)Largest decline over 1 year | -17.97% | -11.37% | -6.60% |
Max Drawdown (3Y)Largest decline over 3 years | -31.04% | -43.44% | +12.40% |
Max Drawdown (5Y)Largest decline over 5 years | -46.22% | -43.44% | -2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -46.22% | -43.44% | -2.78% |
Current DrawdownCurrent decline from peak | -12.86% | -4.27% | -8.59% |
Average DrawdownAverage peak-to-trough decline | -8.69% | -18.81% | +10.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.50% | 4.63% | +0.87% |
Volatility
TSNIX vs. MRK - Volatility Comparison
T. Rowe Price Science & Technology Fund I Class (TSNIX) has a higher volatility of 18.82% compared to Merck & Co., Inc. (MRK) at 9.28%. This indicates that TSNIX's price experiences larger fluctuations and is considered to be riskier than MRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSNIX | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.82% | 9.28% | +9.54% |
Volatility (6M)Calculated over the trailing 6-month period | 27.93% | 19.28% | +8.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.44% | 27.89% | +3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.30% | 23.98% | +5.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.60% | 23.06% | +2.54% |
Dividends
TSNIX vs. MRK - Dividend Comparison
TSNIX's dividend yield for the trailing twelve months is around 9.23%, more than MRK's 2.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRK Merck & Co., Inc. | 2.71% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
TSNIX T. Rowe Price Science & Technology Fund I Class | 9.23% | 11.66% | 9.62% | 0.00% | 7.82% | 33.71% | 14.00% | 11.91% | 36.28% | 13.35% | 3.82% | 0.00% |
Frequently Asked Questions
TSNIX and MRK have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSNIX has higher volatility (18.82%) compared to MRK (9.28%). In terms of maximum drawdown, TSNIX dropped -46.22% vs MRK's -68.61%.
MRK currently has the higher Sharpe Ratio (1.94 vs 1.63), 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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