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TSNIX vs. TROIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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TSNIX vs. TROIX - 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%
TROIX
T. Rowe Price Overseas Stock Fund Class I
-3.46%31.93%2.96%16.60%-15.38%12.43%9.33%23.04%-14.85%27.25%

Returns By Period

In the year-to-date period, TSNIX achieves a -11.15% return, which is significantly lower than TROIX's -3.46% return. Over the past 10 years, TSNIX has outperformed TROIX with an annualized return of 18.63%, while TROIX has yielded a comparatively lower 8.42% 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%

TROIX

1D
0.26%
1M
-11.95%
YTD
-3.46%
6M
1.71%
1Y
19.54%
3Y*
12.66%
5Y*
6.54%
10Y*
8.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSNIX vs. TROIX - Expense Ratio Comparison

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


Return for Risk

TSNIX vs. TROIX — 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

TROIX
TROIX Risk / Return Rank: 5757
Overall Rank
TROIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TROIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
TROIX Omega Ratio Rank: 5353
Omega Ratio Rank
TROIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
TROIX Martin Ratio Rank: 5656
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. 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.


TSNIXTROIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.09

+0.10

Sortino ratio

Return per unit of downside risk

1.74

1.54

+0.21

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

1.43

1.43

0.00

Martin ratio

Return relative to average drawdown

4.79

5.50

-0.71

TSNIX vs. TROIX - Sharpe Ratio Comparison

The current TSNIX Sharpe Ratio is 1.19, which is comparable to the TROIX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of TSNIX and TROIX, 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


TSNIXTROIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.09

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.42

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.50

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.45

+0.33

Correlation

The correlation between TSNIX and TROIX 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. TROIX - Dividend Comparison

TSNIX's dividend yield for the trailing twelve months is around 13.13%, more than TROIX's 2.22% 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%
TROIX
T. Rowe Price Overseas Stock Fund Class I
2.22%2.15%2.60%2.32%2.54%1.88%1.66%2.14%3.44%1.95%2.54%2.11%

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

-17.97%

-12.42%

-5.55%

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

-17.97%

-12.20%

-5.77%

Average Drawdown

Average peak-to-trough decline

-8.81%

-6.76%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

3.25%

+2.11%

Volatility

TSNIX vs. TROIX - Volatility Comparison

T. Rowe Price Science & Technology Fund I Class (TSNIX) has a higher volatility of 8.82% compared to T. Rowe Price Overseas Stock Fund Class I (TROIX) at 7.41%. 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

8.82%

7.41%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

17.50%

11.10%

+6.40%

Volatility (1Y)

Calculated over the trailing 1-year period

27.35%

17.19%

+10.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.37%

15.80%

+11.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.54%

16.83%

+7.71%