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TTEQ vs. PRSCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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

TTEQ vs. PRSCX - Yearly Performance Comparison


2026 (YTD)20252024
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

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

TTEQ
TTEQ Risk / Return Rank: 7878
Overall Rank
TTEQ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TTEQ Sortino Ratio Rank: 7979
Sortino Ratio Rank
TTEQ Omega Ratio Rank: 7979
Omega Ratio Rank
TTEQ Calmar Ratio Rank: 7777
Calmar Ratio Rank
TTEQ Martin Ratio Rank: 6868
Martin Ratio Rank

PRSCX
PRSCX Risk / Return Rank: 9191
Overall Rank
PRSCX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 8686
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 9191
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.

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.


TTEQPRSCXDifference

Sharpe ratio

Return per unit of total volatility

2.87

3.79

-0.92

Sortino ratio

Return per unit of downside risk

3.53

4.40

-0.86

Omega ratio

Gain probability vs. loss probability

1.47

1.59

-0.11

Calmar ratio

Return relative to maximum drawdown

3.86

5.02

-1.16

Martin ratio

Return relative to average drawdown

12.43

18.70

-6.27

TTEQ vs. PRSCX - Sharpe Ratio Comparison

The current TTEQ Sharpe Ratio is 2.87, which is comparable to the PRSCX Sharpe Ratio of 3.79. 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.


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Sharpe Ratios by Period


TTEQPRSCXDifference

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


TTEQPRSCXDifference

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

-0.82%

0.00%

-0.82%

Average Drawdown

Average peak-to-trough decline

-4.76%

-29.89%

+25.13%

Ulcer Index

Depth 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


TTEQPRSCXDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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