AVGW vs. TCAL

Last updated Apr 1, 2026

Compare and contrast key facts about Roundhill AVGO WeeklyPay™ ETF (AVGW) and T. Rowe Price Capital Appreciation Premium Income ETF (TCAL).

AVGW and TCAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVGW is an actively managed fund by Roundhill. It was launched on Jul 24, 2025. TCAL is an actively managed fund by T. Rowe Price. It was launched on Mar 26, 2025.

Performance

AVGW vs. TCAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill AVGO WeeklyPay™ ETF (AVGW) and T. Rowe Price Capital Appreciation Premium Income ETF (TCAL). The values are adjusted to include any dividend payments, if applicable.

AVGW vs. TCAL - Yearly Performance Comparison

	2026 (YTD)	2025
AVGW Roundhill AVGO WeeklyPay™ ETF	-13.46%	20.91%
TCAL T. Rowe Price Capital Appreciation Premium Income ETF	-2.47%	0.01%

Returns By Period

In the year-to-date period, AVGW achieves a -13.46% return, which is significantly lower than TCAL's -2.47% return.

AVGW

• 1D: 6.58%
• 1M: -4.34%
• YTD: -13.46%
• 6M: -10.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TCAL

• 1D: 0.99%
• 1M: -5.52%
• YTD: -2.47%
• 6M: -2.85%
• 1Y: -1.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AVGW vs. TCAL - Expense Ratio Comparison

AVGW has a 0.99% expense ratio, which is higher than TCAL's 0.34% expense ratio.

AVGW

Roundhill AVGO WeeklyPay™ ETF

TCAL

T. Rowe Price Capital Appreciation Premium Income ETF

Return for Risk

AVGW vs. TCAL — Risk / Return Rank

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

TCAL

TCAL Risk / Return Rank: 9
TCAL Sharpe Ratio Rank: 10
TCAL Sortino Ratio Rank: 8
TCAL Omega Ratio Rank: 8
TCAL Calmar Ratio Rank: 11
TCAL Martin Ratio Rank: 10

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.

AVGW vs. TCAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill AVGO WeeklyPay™ ETF (AVGW) and T. Rowe Price Capital Appreciation Premium Income ETF (TCAL). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	AVGW	TCAL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.13	-0.08	+0.21

Correlation

The correlation between AVGW and TCAL is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

AVGW vs. TCAL - Dividend Comparison

AVGW's dividend yield for the trailing twelve months is around 55.75%, more than TCAL's 11.74% yield.

	TTM	2025
AVGW Roundhill AVGO WeeklyPay™ ETF	55.75%	31.15%
TCAL T. Rowe Price Capital Appreciation Premium Income ETF	11.74%	8.34%

Drawdowns

AVGW vs. TCAL - Drawdown Comparison

The maximum AVGW drawdown since its inception was -34.65%, which is greater than TCAL's maximum drawdown of -7.24%. Use the drawdown chart below to compare losses from any high point for AVGW and TCAL.

Drawdown Indicators

	AVGW	TCAL	Difference
Max Drawdown Largest peak-to-trough decline	-34.65%	-7.24%	-27.41%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.24%	—
Current Drawdown Current decline from peak	-30.35%	-5.52%	-24.83%
Average Drawdown Average peak-to-trough decline	-13.61%	-1.59%	-12.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.13%	—

Volatility

Volatility by Period

	AVGW	TCAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.61%	—
Volatility (1Y) Calculated over the trailing 1-year period	54.19%	11.70%	+42.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.19%	11.68%	+42.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.19%	11.68%	+42.51%