TSNIX vs. PRSCX

Last updated Jun 4, 2026

TSNIX (T. Rowe Price Science & Technology Fund I Class) and PRSCX (T. Rowe Price Science And Technology Fund) are both Technology Equities funds from T. Rowe Price. Over the past 10 years, TSNIX returned 23.81%/yr vs 23.56%/yr for PRSCX. With a 1.00 correlation, they move nearly in lockstep. TSNIX charges 0.67%/yr vs 0.84%/yr for PRSCX.

Performance

TSNIX vs. PRSCX - 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 Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with TSNIX having a 41.46% return and PRSCX slightly lower at 41.41%. Both investments have delivered pretty close results over the past 10 years, with TSNIX having a 23.81% annualized return and PRSCX not far behind at 23.56%.

TSNIX

• 1D: 2.32%
• 1M: 21.77%
• YTD: 41.46%
• 6M: 38.63%
• 1Y: 84.08%
• 3Y*: 40.47%
• 5Y*: 18.82%
• 10Y*: 23.81%

PRSCX

• 1D: 2.32%
• 1M: 21.76%
• YTD: 41.41%
• 6M: 38.56%
• 1Y: 83.87%
• 3Y*: 40.30%
• 5Y*: 18.72%
• 10Y*: 23.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSNIX vs. PRSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TSNIX T. Rowe Price Science & Technology Fund I Class	41.46%	24.45%	40.65%	53.94%	-35.29%	5.72%	46.10%	55.54%	-7.41%	39.56%
PRSCX T. Rowe Price Science And Technology Fund	41.41%	24.28%	40.49%	53.77%	-35.40%	5.83%	45.94%	53.80%	-7.52%	39.38%

Correlation

The correlation between TSNIX and PRSCX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	1.00
Correlation (5Y) Calculated over the trailing 5-year period	1.00
Correlation (10Y) Calculated over the trailing 10-year period	1.00
Correlation (All Time) Calculated using the full available price history since Mar 28, 2016	1.00

The correlation between TSNIX and PRSCX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

Return for Risk

TSNIX vs. PRSCX — Risk / Return Rank

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

TSNIX

TSNIX Risk / Return Rank: 91
TSNIX Sharpe Ratio Rank: 98
TSNIX Sortino Ratio Rank: 90
TSNIX Omega Ratio Rank: 86
TSNIX Calmar Ratio Rank: 92
TSNIX Martin Ratio Rank: 91

PRSCX

PRSCX Risk / Return Rank: 91
PRSCX Sharpe Ratio Rank: 98
PRSCX Sortino Ratio Rank: 90
PRSCX Omega Ratio Rank: 86
PRSCX Calmar Ratio Rank: 92
PRSCX Martin Ratio Rank: 91

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. PRSCX - 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 Science And Technology Fund (PRSCX). 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.

	TSNIX	PRSCX	Difference
Sharpe ratio Return per unit of total volatility	3.81	3.79	+0.02
Sortino ratio Return per unit of downside risk	4.41	4.40	+0.02
Omega ratio Gain probability vs. loss probability	1.59	1.59	0.00
Calmar ratio Return relative to maximum drawdown	5.06	5.02	+0.05
Martin ratio Return relative to average drawdown	18.86	18.70	+0.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TSNIX vs. PRSCX - Sharpe Ratio Comparison

The current TSNIX Sharpe Ratio is 3.81, which is comparable to the PRSCX Sharpe Ratio of 3.79. The chart below compares the historical Sharpe Ratios of TSNIX and PRSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TSNIX	PRSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.81	3.79	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.68	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.97	0.96	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	0.52	+0.46

Drawdowns

TSNIX vs. PRSCX - Drawdown Comparison

The maximum TSNIX drawdown since its inception was -46.22%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for TSNIX and PRSCX.

Drawdown Indicators

	TSNIX	PRSCX	Difference
Max Drawdown Largest peak-to-trough decline	-46.22%	-85.26%	+39.04%
Max Drawdown (1Y) Largest decline over 1 year	-17.97%	-17.99%	+0.02%
Max Drawdown (3Y) Largest decline over 3 years	-31.04%	-31.06%	+0.02%
Max Drawdown (5Y) Largest decline over 5 years	-46.22%	-46.19%	-0.03%
Max Drawdown (10Y) Largest decline over 10 years	-46.22%	-46.19%	-0.03%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-8.71%	-29.89%	+21.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.74%	4.75%	-0.01%

Volatility

TSNIX vs. PRSCX - Volatility Comparison

T. Rowe Price Science & Technology Fund I Class (TSNIX) and T. Rowe Price Science And Technology Fund (PRSCX) have volatilities of 9.42% and 9.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TSNIX	PRSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.42%	9.43%	-0.01%
Volatility (6M) Calculated over the trailing 6-month period	19.92%	19.91%	+0.01%
Volatility (1Y) Calculated over the trailing 1-year period	23.86%	23.82%	+0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.84%	27.82%	+0.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.85%	24.81%	+0.04%

TSNIX vs. PRSCX - Expense Ratio Comparison

TSNIX has a 0.67% expense ratio, which is lower than PRSCX's 0.84% expense ratio.

Dividends

TSNIX vs. PRSCX - Dividend Comparison

TSNIX's dividend yield for the trailing twelve months is around 8.24%, more than PRSCX's 8.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRSCX T. Rowe Price Science And Technology Fund	8.15%	11.53%	9.43%	0.00%	7.83%	33.69%	13.90%	10.91%	36.03%	13.21%	3.68%	18.51%
TSNIX T. Rowe Price Science & Technology Fund I Class	8.24%	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

Can I hold both TSNIX and PRSCX in my portfolio?

With a correlation of 1.00, TSNIX and PRSCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TSNIX or PRSCX?

PRSCX has higher volatility (9.43%) compared to TSNIX (9.42%). In terms of maximum drawdown, TSNIX dropped -46.22% vs PRSCX's -85.26%.

Which has better risk-adjusted returns?

TSNIX currently has the higher Sharpe Ratio (3.81 vs 3.79), 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.