TTEQ vs. PRSCX
TTEQ (T. Rowe Price Technology ETF) and PRSCX (T. Rowe Price Science And Technology Fund) are both Technology Equities funds from T. Rowe Price. Over the past year, TTEQ returned 66.44% vs 83.87% for PRSCX. Their correlation of 0.90 suggests significant overlap in exposure. TTEQ charges 0.63%/yr vs 0.84%/yr for PRSCX.
Performance
TTEQ vs. PRSCX - Performance Comparison
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Returns By Period
In the year-to-date period, TTEQ achieves a 38.44% return, which is significantly lower than PRSCX's 41.41% return.
TTEQ
- 1D
- -0.82%
- 1M
- 18.60%
- YTD
- 38.44%
- 6M
- 35.90%
- 1Y
- 66.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
TTEQ vs. PRSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TTEQ T. Rowe Price Technology ETF | 38.44% | 24.25% | 3.92% |
PRSCX T. Rowe Price Science And Technology Fund | 41.41% | 24.28% | 7.56% |
Correlation
The correlation between TTEQ and PRSCX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2024 | 0.90 |
The correlation between TTEQ and PRSCX has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.
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Return for Risk
TTEQ vs. PRSCX — Risk / Return Rank
TTEQ
PRSCX
TTEQ vs. PRSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Technology ETF (TTEQ) 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.
| TTEQ | PRSCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.87 | 3.79 | -0.92 |
Sortino ratioReturn per unit of downside risk | 3.53 | 4.40 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.59 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.86 | 5.02 | -1.16 |
Martin ratioReturn relative to average drawdown | 12.43 | 18.70 | -6.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TTEQ | PRSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.87 | 3.79 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.96 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.62 | 0.52 | +1.09 |
Drawdowns
TTEQ vs. PRSCX - Drawdown Comparison
The maximum TTEQ drawdown since its inception was -26.97%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for TTEQ and PRSCX.
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Drawdown Indicators
| TTEQ | PRSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.97% | -85.26% | +58.29% |
Max Drawdown (1Y)Largest decline over 1 year | -17.31% | -17.99% | +0.68% |
Max Drawdown (3Y)Largest decline over 3 years | — | -31.06% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.19% | — |
Current DrawdownCurrent decline from peak | -0.82% | 0.00% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -29.89% | +25.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 4.75% | +0.61% |
Volatility
TTEQ vs. PRSCX - Volatility Comparison
The current volatility for T. Rowe Price Technology ETF (TTEQ) is 7.97%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 9.43%. This indicates that TTEQ experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTEQ | PRSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.97% | 9.43% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 18.88% | 19.91% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.30% | 23.82% | -0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.30% | 27.82% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.30% | 24.81% | +2.49% |
TTEQ vs. PRSCX - Expense Ratio Comparison
TTEQ has a 0.63% expense ratio, which is lower than PRSCX's 0.84% expense ratio.
Dividends
TTEQ vs. PRSCX - Dividend Comparison
TTEQ has not paid dividends to shareholders, while PRSCX's dividend yield for the trailing twelve months is around 8.15%.
| 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% |
TTEQ T. Rowe Price Technology ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TTEQ and PRSCX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRSCX has higher volatility (9.43%) compared to TTEQ (7.97%). In terms of maximum drawdown, TTEQ dropped -26.97% vs PRSCX's -85.26%.
PRSCX currently has the higher Sharpe Ratio (3.79 vs 2.87), 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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