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TSNIX vs. PREIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSNIX vs. PREIX - 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 T. Rowe Price Equity Index 500 Fund (PREIX). The values are adjusted to include any dividend payments, if applicable.

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TSNIX vs. PREIX - 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%
PREIX
T. Rowe Price Equity Index 500 Fund
-7.11%19.24%24.78%26.07%-18.27%28.48%18.17%31.47%-4.59%21.01%

Returns By Period

In the year-to-date period, TSNIX achieves a -11.15% return, which is significantly lower than PREIX's -7.11% return. Over the past 10 years, TSNIX has outperformed PREIX with an annualized return of 18.63%, while PREIX has yielded a comparatively lower 13.66% 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%

PREIX

1D
-0.39%
1M
-7.70%
YTD
-7.11%
6M
-3.40%
1Y
15.76%
3Y*
17.48%
5Y*
11.51%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSNIX vs. PREIX - Expense Ratio Comparison

TSNIX has a 0.67% expense ratio, which is higher than PREIX's 0.15% expense ratio.


Return for Risk

TSNIX vs. PREIX — 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

PREIX
PREIX Risk / Return Rank: 5252
Overall Rank
PREIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PREIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
PREIX Omega Ratio Rank: 5656
Omega Ratio Rank
PREIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
PREIX Martin Ratio Rank: 5959
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. PREIX - 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 T. Rowe Price Equity Index 500 Fund (PREIX). 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.


TSNIXPREIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.91

+0.28

Sortino ratio

Return per unit of downside risk

1.74

1.40

+0.35

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

1.43

1.16

+0.27

Martin ratio

Return relative to average drawdown

4.79

5.66

-0.87

TSNIX vs. PREIX - Sharpe Ratio Comparison

The current TSNIX Sharpe Ratio is 1.19, which is higher than the PREIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of TSNIX and PREIX, 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


TSNIXPREIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.91

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.68

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.76

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.59

+0.19

Correlation

The correlation between TSNIX and PREIX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TSNIX vs. PREIX - Dividend Comparison

TSNIX's dividend yield for the trailing twelve months is around 13.13%, more than PREIX's 3.97% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
PREIX
T. Rowe Price Equity Index 500 Fund
3.97%3.66%1.17%1.32%1.50%1.56%1.97%2.13%2.60%1.30%2.03%2.02%

Drawdowns

TSNIX vs. PREIX - Drawdown Comparison

The maximum TSNIX drawdown since its inception was -46.22%, smaller than the maximum PREIX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for TSNIX and PREIX.


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Drawdown Indicators


TSNIXPREIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.22%

-55.32%

+9.10%

Max Drawdown (1Y)

Largest decline over 1 year

-17.97%

-12.12%

-5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-46.22%

-24.60%

-21.62%

Max Drawdown (10Y)

Largest decline over 10 years

-46.22%

-33.81%

-12.41%

Current Drawdown

Current decline from peak

-17.97%

-8.93%

-9.04%

Average Drawdown

Average peak-to-trough decline

-8.81%

-8.76%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

2.49%

+2.87%

Volatility

TSNIX vs. PREIX - Volatility Comparison

T. Rowe Price Science & Technology Fund I Class (TSNIX) has a higher volatility of 8.82% compared to T. Rowe Price Equity Index 500 Fund (PREIX) at 4.25%. This indicates that TSNIX's price experiences larger fluctuations and is considered to be riskier than PREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSNIXPREIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.82%

4.25%

+4.57%

Volatility (6M)

Calculated over the trailing 6-month period

17.50%

9.03%

+8.47%

Volatility (1Y)

Calculated over the trailing 1-year period

27.35%

18.09%

+9.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.37%

16.95%

+10.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.54%

18.06%

+6.48%