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WIREX vs. PRSCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WIREX and PRSCX is 0.82, 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.


Performance

WIREX vs. PRSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wireless Fund (WIREX) and T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

WIREX:

0.25

PRSCX:

0.32

Sortino Ratio

WIREX:

0.45

PRSCX:

0.49

Omega Ratio

WIREX:

1.06

PRSCX:

1.07

Calmar Ratio

WIREX:

0.19

PRSCX:

0.20

Martin Ratio

WIREX:

0.54

PRSCX:

0.56

Ulcer Index

WIREX:

9.42%

PRSCX:

10.86%

Daily Std Dev

WIREX:

30.12%

PRSCX:

29.58%

Max Drawdown

WIREX:

-92.02%

PRSCX:

-85.26%

Current Drawdown

WIREX:

-8.22%

PRSCX:

-12.59%

Returns By Period

In the year-to-date period, WIREX achieves a -3.34% return, which is significantly higher than PRSCX's -7.00% return. Both investments have delivered pretty close results over the past 10 years, with WIREX having a 15.21% annualized return and PRSCX not far ahead at 15.59%.


WIREX

YTD

-3.34%

1M

9.06%

6M

-2.77%

1Y

7.53%

3Y*

21.30%

5Y*

17.61%

10Y*

15.21%

PRSCX

YTD

-7.00%

1M

7.80%

6M

-5.29%

1Y

9.97%

3Y*

21.88%

5Y*

13.96%

10Y*

15.59%

*Annualized

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Wireless Fund

WIREX vs. PRSCX - Expense Ratio Comparison

WIREX has a 1.95% expense ratio, which is higher than PRSCX's 0.84% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

WIREX vs. PRSCX — Risk-Adjusted Performance Rank

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

WIREX
The Risk-Adjusted Performance Rank of WIREX is 2121
Overall Rank
The Sharpe Ratio Rank of WIREX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of WIREX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of WIREX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of WIREX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of WIREX is 2020
Martin Ratio Rank

PRSCX
The Risk-Adjusted Performance Rank of PRSCX is 2323
Overall Rank
The Sharpe Ratio Rank of PRSCX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of PRSCX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of PRSCX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of PRSCX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of PRSCX is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WIREX vs. PRSCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wireless Fund (WIREX) 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.


The current WIREX Sharpe Ratio is 0.25, which is comparable to the PRSCX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of WIREX and PRSCX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

WIREX vs. PRSCX - Dividend Comparison

WIREX's dividend yield for the trailing twelve months is around 2.01%, less than PRSCX's 10.14% yield.


TTM20242023202220212020201920182017201620152014
WIREX
Wireless Fund
2.01%1.95%0.45%6.80%16.58%11.36%21.52%5.51%0.00%0.00%0.00%2.96%
PRSCX
T. Rowe Price Science And Technology Fund
10.14%9.43%0.00%7.83%33.69%13.90%5.86%36.03%13.21%3.68%18.51%17.17%

Drawdowns

WIREX vs. PRSCX - Drawdown Comparison

The maximum WIREX drawdown since its inception was -92.02%, which is greater than PRSCX's maximum drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for WIREX and PRSCX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

WIREX vs. PRSCX - Volatility Comparison

Wireless Fund (WIREX) and T. Rowe Price Science And Technology Fund (PRSCX) have volatilities of 6.20% and 6.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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