VFH vs. PRISX
Compare and contrast key facts about Vanguard Financials ETF (VFH) and T. Rowe Price Financial Services Fund (PRISX).
VFH is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Financials 25/50 Index. It was launched on Jan 26, 2004. PRISX is managed by BlackRock. It was launched on Sep 30, 1996.
Performance
VFH vs. PRISX - Performance Comparison
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VFH vs. PRISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFH Vanguard Financials ETF | -9.19% | 14.91% | 30.44% | 14.17% | -12.31% | 35.22% | -1.96% | 31.57% | -13.52% | 19.99% |
PRISX T. Rowe Price Financial Services Fund | -8.15% | 26.17% | 30.87% | 14.95% | -10.99% | 37.83% | 5.65% | 32.84% | -10.12% | 19.17% |
Returns By Period
In the year-to-date period, VFH achieves a -9.19% return, which is significantly lower than PRISX's -8.15% return. Over the past 10 years, VFH has underperformed PRISX with an annualized return of 12.30%, while PRISX has yielded a comparatively higher 14.98% annualized return.
VFH
- 1D
- 0.02%
- 1M
- -3.54%
- YTD
- -9.19%
- 6M
- -6.32%
- 1Y
- 2.78%
- 3Y*
- 17.95%
- 5Y*
- 9.33%
- 10Y*
- 12.30%
PRISX
- 1D
- 2.30%
- 1M
- -3.68%
- YTD
- -8.15%
- 6M
- 2.88%
- 1Y
- 14.73%
- 3Y*
- 23.42%
- 5Y*
- 11.97%
- 10Y*
- 14.98%
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VFH vs. PRISX - Expense Ratio Comparison
VFH has a 0.10% expense ratio, which is lower than PRISX's 0.88% expense ratio.
Return for Risk
VFH vs. PRISX — Risk / Return Rank
VFH
PRISX
VFH vs. PRISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials ETF (VFH) and T. Rowe Price Financial Services Fund (PRISX). 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.
| VFH | PRISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 0.69 | -0.55 |
Sortino ratioReturn per unit of downside risk | 0.32 | 1.05 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.15 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.14 | -0.96 |
Martin ratioReturn relative to average drawdown | 0.54 | 3.30 | -2.76 |
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
| VFH | PRISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.69 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.59 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.68 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.43 | -0.19 |
Correlation
The correlation between VFH and PRISX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VFH vs. PRISX - Dividend Comparison
VFH's dividend yield for the trailing twelve months is around 1.61%, less than PRISX's 13.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFH Vanguard Financials ETF | 1.61% | 1.55% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% |
PRISX T. Rowe Price Financial Services Fund | 13.88% | 12.75% | 8.74% | 2.00% | 2.08% | 3.00% | 10.22% | 6.14% | 11.97% | 4.68% | 1.00% | 3.86% |
Drawdowns
VFH vs. PRISX - Drawdown Comparison
The maximum VFH drawdown since its inception was -78.61%, which is greater than PRISX's maximum drawdown of -67.34%. Use the drawdown chart below to compare losses from any high point for VFH and PRISX.
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Drawdown Indicators
| VFH | PRISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.61% | -67.34% | -11.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.75% | -13.92% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | -26.95% | +1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -44.42% | -42.86% | -1.56% |
Current DrawdownCurrent decline from peak | -11.95% | -11.04% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -18.62% | -11.28% | -7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 4.81% | +0.18% |
Volatility
VFH vs. PRISX - Volatility Comparison
The current volatility for Vanguard Financials ETF (VFH) is 4.85%, while T. Rowe Price Financial Services Fund (PRISX) has a volatility of 5.22%. This indicates that VFH experiences smaller price fluctuations and is considered to be less risky than PRISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFH | PRISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 5.22% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.75% | 13.88% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.93% | 21.61% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.37% | 20.48% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.55% | 21.97% | +0.58% |