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TSNIX vs. TROIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSNIX vs. TROIX - 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 Overseas Stock Fund Class I (TROIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSNIX achieves a 19.63% return, which is significantly higher than TROIX's 12.05% return. Over the past 10 years, TSNIX has outperformed TROIX with an annualized return of 20.79%, while TROIX has yielded a comparatively lower 9.70% annualized return.


TSNIX

1D
3.32%
1M
-3.84%
6M
10.68%
YTD
19.63%
1Y
38.36%
3Y*
29.28%
5Y*
14.85%
10Y*
20.79%
ALL TIME*
21.62%

TROIX

1D
2.66%
1M
1.40%
6M
6.52%
YTD
12.05%
1Y
27.22%
3Y*
15.82%
5Y*
9.08%
10Y*
9.70%
ALL TIME*
8.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

TSNIX vs. TROIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSNIX
T. Rowe Price Science & Technology Fund I Class
19.63%24.45%40.65%53.94%-35.29%5.72%46.10%55.54%-7.41%39.56%
TROIX
T. Rowe Price Overseas Stock Fund Class I
12.05%31.93%2.96%16.60%-15.38%12.43%9.33%23.04%-14.85%27.25%

Correlation

The correlation between TSNIX and TROIX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (3Y)
Balances recent behavior with more history.

0.60

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.66

Correlation (10Y)
Provides a long-term view across more market conditions.

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2016

0.69

The correlation between TSNIX and TROIX has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.

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Return for Risk

TSNIX vs. TROIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TSNIX
TSNIX Risk / Return Rank: 4040
Overall Rank
TSNIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TSNIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
TSNIX Omega Ratio Rank: 3939
Omega Ratio Rank
TSNIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
TSNIX Martin Ratio Rank: 3737
Martin Ratio Rank

TROIX
TROIX Risk / Return Rank: 6464
Overall Rank
TROIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TROIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
TROIX Omega Ratio Rank: 6565
Omega Ratio Rank
TROIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
TROIX Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TSNIX vs. TROIX - 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 Overseas Stock Fund Class I (TROIX). 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.


TSNIXTROIXDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.22

1.29

-0.07

Calmar ratioReturn relative to maximum drawdown

1.87

2.10

-0.23

Martin ratioReturn relative to average drawdown

5.50

7.80

-2.30

TSNIX vs. TROIX - Sharpe Ratio Comparison

The current TSNIX Sharpe Ratio is 1.18, which is comparable to the TROIX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of TSNIX and TROIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TSNIX vs. TROIX - Drawdown Comparison

The maximum TSNIX drawdown since its inception was -46.22%, which is greater than TROIX's maximum drawdown of -36.11%. Use the drawdown chart below to compare losses from any high point for TSNIX and TROIX.


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Drawdown Indicators


TSNIXTROIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.22%

-36.11%

-10.11%

Max Drawdown (1Y)

Largest decline over 1 year

-20.15%

-12.42%

-7.73%

Max Drawdown (3Y)

Largest decline over 3 years

-31.04%

-14.09%

-16.95%

Max Drawdown (5Y)

Largest decline over 5 years

-46.22%

-29.37%

-16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-46.22%

-36.11%

-10.11%

Current Drawdown

Current decline from peak

-17.50%

0.00%

-17.50%

Average Drawdown

Average peak-to-trough decline

-8.73%

-6.63%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.74%

3.33%

+3.41%

Volatility

TSNIX vs. TROIX - Volatility Comparison

T. Rowe Price Science & Technology Fund I Class (TSNIX) has a higher volatility of 11.29% compared to T. Rowe Price Overseas Stock Fund Class I (TROIX) at 4.62%. This indicates that TSNIX's price experiences larger fluctuations and is considered to be riskier than TROIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSNIXTROIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.29%

4.62%

+6.67%

Volatility (6M)

Calculated over the trailing 6-month period

28.30%

13.88%

+14.42%

Volatility (1Y)

Calculated over the trailing 1-year period

31.91%

16.11%

+15.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.37%

16.20%

+13.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.65%

16.68%

+8.97%

TSNIX vs. TROIX - Expense Ratio Comparison

Both TSNIX and TROIX have an expense ratio of 0.67%.


Dividends

TSNIX vs. TROIX - Dividend Comparison

TSNIX's dividend yield for the trailing twelve months is around 9.75%, more than TROIX's 1.92% yield.


PositionTTM20252024202320222021202020192018201720162015
TROIX
T. Rowe Price Overseas Stock Fund Class I
1.92%2.15%2.60%2.32%2.54%1.88%1.66%2.14%3.44%1.95%2.54%2.11%
TSNIX
T. Rowe Price Science & Technology Fund I Class
9.75%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 TROIX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSNIX has higher volatility (11.29%) compared to TROIX (4.62%). In terms of maximum drawdown, TSNIX dropped -46.22% vs TROIX's -36.11%.

TROIX currently has the higher Sharpe Ratio (1.62 vs 1.18), 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.

Portfolio Optimizer

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