TTEQ vs. PRSCX

Last updated Jul 14, 2026

TTEQ (T. Rowe Price Technology ETF) and PRSCX (T. Rowe Price Science And Technology Fund) are both Technology Equities funds from T. Rowe Price. Both are actively managed. Over the past year, TTEQ returned 41.24% vs 49.31% for PRSCX. Their correlation of 0.90 suggests significant overlap in exposure. TTEQ charges 0.63%/yr vs 0.80%/yr for PRSCX.

Performance

TTEQ vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Technology ETF (TTEQ) 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 TTEQ having a 26.85% return and PRSCX slightly lower at 26.30%.

TTEQ

• 1D: -3.65%
• 1M: -3.19%
• 6M: 22.73%
• YTD: 26.85%
• 1Y: 41.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PRSCX

• 1D: 0.21%
• 1M: -4.81%
• 6M: 22.49%
• YTD: 26.30%
• 1Y: 49.31%
• 3Y*: 33.86%
• 5Y*: 15.12%
• 10Y*: 21.52%

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

TTEQ vs. PRSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TTEQ T. Rowe Price Technology ETF	26.85%	24.25%	0.78%
PRSCX T. Rowe Price Science And Technology Fund	26.30%	24.28%	7.83%

Correlation

The correlation between TTEQ and PRSCX is 0.90, 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	0.90
Correlation (All Time) Calculated using the full available price history since Oct 24, 2024	0.90

The correlation between TTEQ and PRSCX has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.

Return for Risk

TTEQ vs. PRSCX — Risk / Return Rank

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

TTEQ

TTEQ Risk / Return Rank: 55
TTEQ Sharpe Ratio Rank: 56
TTEQ Sortino Ratio Rank: 51
TTEQ Omega Ratio Rank: 54
TTEQ Calmar Ratio Rank: 60
TTEQ Martin Ratio Rank: 53

PRSCX

PRSCX Risk / Return Rank: 56
PRSCX Sharpe Ratio Rank: 52
PRSCX Sortino Ratio Rank: 41
PRSCX Omega Ratio Rank: 50
PRSCX Calmar Ratio Rank: 78
PRSCX Martin Ratio Rank: 58

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.

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.

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.

	TTEQ	PRSCX	Difference
Sharpe ratio: Return per unit of total volatility	1.51	1.62	-0.11
Sortino ratio: Return per unit of downside risk	2.01	2.05	-0.04
Omega ratio: Gain probability vs. loss probability	1.27	1.29	-0.02
Calmar ratio: Return relative to maximum drawdown	2.39	2.83	-0.44
Martin ratio: Return relative to average drawdown	7.22	9.09	-1.87

TTEQ vs. PRSCX - Sharpe Ratio Comparison

The current TTEQ Sharpe Ratio is 1.51, which is comparable to the PRSCX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of TTEQ 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.

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.

Drawdown Indicators

	TTEQ	PRSCX	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-9.12%	-12.87%	+3.75%
Average Drawdown Average peak-to-trough decline	-4.85%	-29.83%	+24.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.73%	5.51%	+0.22%

Volatility

TTEQ vs. PRSCX - Volatility Comparison

The current volatility for T. Rowe Price Technology ETF (TTEQ) is 12.71%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 18.83%. 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.

Volatility by Period

	TTEQ	PRSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.71%	18.83%	-6.12%
Volatility (6M) Calculated over the trailing 6-month period	23.62%	27.93%	-4.31%
Volatility (1Y) Calculated over the trailing 1-year period	27.42%	31.38%	-3.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.97%	29.28%	-0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.97%	25.56%	+3.41%

TTEQ vs. PRSCX - Expense Ratio Comparison

TTEQ has a 0.63% expense ratio, which is lower than PRSCX's 0.80% 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 9.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRSCX T. Rowe Price Science And Technology Fund	9.13%	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

Can I hold both TTEQ and PRSCX in my portfolio?

With a correlation of 0.90, TTEQ 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, TTEQ or PRSCX?

PRSCX has higher volatility (18.83%) compared to TTEQ (12.71%). In terms of maximum drawdown, TTEQ dropped -26.97% vs PRSCX's -85.26%.

Which has better risk-adjusted returns?

PRSCX currently has the higher Sharpe Ratio (1.62 vs 1.51), 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.