SGLC vs. TDVG

Last updated Aug 2, 2026

SGLC (SGI U.S. Large Cap Core ETF) and TDVG (T. Rowe Price Dividend Growth ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, SGLC returned 19.42%/yr vs 14.55%/yr for TDVG. Their 0.78 correlation means they have sometimes moved together and sometimes differently. SGLC charges 0.85%/yr vs 0.50%/yr for TDVG.

Performance

SGLC vs. TDVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI U.S. Large Cap Core ETF (SGLC) and T. Rowe Price Dividend Growth ETF (TDVG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGLC achieves a 15.05% return, which is significantly higher than TDVG's 10.93% return.

SGLC

• 1D: 0.41%
• 1M: 1.35%
• 6M: 10.93%
• YTD: 15.05%
• 1Y: 28.98%
• 3Y*: 19.42%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.89%

TDVG

• 1D: -0.24%
• 1M: 0.47%
• 6M: 9.09%
• YTD: 10.93%
• 1Y: 19.23%
• 3Y*: 14.55%
• 5Y*: 10.00%
• 10Y*: —
• ALL TIME*: 13.28%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SGLC SGI U.S. Large Cap Core ETF	$554.91K	$515.82K	$530.23K
TDVG T. Rowe Price Dividend Growth ETF	$2.11M	$3.07M	$2.63M

SGLC vs. TDVG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SGLC SGI U.S. Large Cap Core ETF	15.05%	17.30%	20.19%	19.30%
TDVG T. Rowe Price Dividend Growth ETF	10.93%	14.80%	13.45%	13.11%

Correlation

The correlation between SGLC and TDVG is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.68
Correlation (3Y) Balances recent behavior with more history.	0.77
Correlation (All Time) Calculated using the full available price history since Mar 31, 2023	0.78

The correlation between SGLC and TDVG shifts across timeframes, from 0.68 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

SGLC vs. TDVG - Sectors Allocation Comparison

Sectors	SGLC	TDVG
Technology	36.7%	27.4%
Financial Services	14.5%	19.3%
Communication Services	10.7%	0.8%
Healthcare	9.8%	12.8%
Consumer Cyclical	8.9%	6.7%
Industrials	5.9%	14.4%
Consumer Defensive	3.7%	6.6%
Energy	2.9%	4.5%
Real Estate	2.5%	1.5%
Basic Materials	2.1%	2.8%
Utilities	2.1%	3.2%

Return for Risk

SGLC vs. TDVG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SGLC

SGLC Risk / Return Rank: 80
SGLC Sharpe Ratio Rank: 80
SGLC Sortino Ratio Rank: 78
SGLC Omega Ratio Rank: 79
SGLC Calmar Ratio Rank: 78
SGLC Martin Ratio Rank: 84

TDVG

TDVG Risk / Return Rank: 80
TDVG Sharpe Ratio Rank: 82
TDVG Sortino Ratio Rank: 83
TDVG Omega Ratio Rank: 80
TDVG Calmar Ratio Rank: 73
TDVG Martin Ratio Rank: 81

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SGLC vs. TDVG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Cap Core ETF (SGLC) and T. Rowe Price Dividend Growth ETF (TDVG). 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.

	SGLC	TDVG	Difference
Sharpe ratio: Return per unit of total volatility	1.87	1.87	-0.01
Sortino ratio: Return per unit of downside risk	2.52	2.69	-0.16
Omega ratio: Gain probability vs. loss probability	1.33	1.34	0.00
Calmar ratio: Return relative to maximum drawdown	2.81	2.51	+0.29
Martin ratio: Return relative to average drawdown	11.81	10.48	+1.33

SGLC vs. TDVG - Sharpe Ratio Comparison

The current SGLC Sharpe Ratio is 1.87, which is comparable to the TDVG Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of SGLC and TDVG, 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

SGLC vs. TDVG - Drawdown Comparison

The maximum SGLC drawdown since its inception was -20.24%, which is greater than TDVG's maximum drawdown of -19.20%. Use the drawdown chart below to compare losses from any high point for SGLC and TDVG.

Drawdown Indicators

	SGLC	TDVG	Difference
Max Drawdown Largest peak-to-trough decline	-20.24%	-19.20%	-1.04%
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	-7.24%	-2.43%
Max Drawdown (3Y) Largest decline over 3 years	-20.24%	-14.02%	-6.22%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.20%	—
Current Drawdown Current decline from peak	-0.50%	-0.92%	+0.42%
Average Drawdown Average peak-to-trough decline	-2.41%	-3.67%	+1.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	1.73%	+0.57%

Volatility

SGLC vs. TDVG - Volatility Comparison

SGI U.S. Large Cap Core ETF (SGLC) has a higher volatility of 4.40% compared to T. Rowe Price Dividend Growth ETF (TDVG) at 2.20%. This indicates that SGLC's price experiences larger fluctuations and is considered to be riskier than TDVG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGLC	TDVG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.40%	2.20%	+2.20%
Volatility (6M) Calculated over the trailing 6-month period	11.65%	7.30%	+4.35%
Volatility (1Y) Calculated over the trailing 1-year period	14.55%	9.74%	+4.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.05%	13.87%	+2.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.05%	13.81%	+2.24%

SGLC vs. TDVG - Expense Ratio Comparison

SGLC has a 0.85% expense ratio, which is higher than TDVG's 0.50% expense ratio.

Dividends

SGLC vs. TDVG - Dividend Comparison

SGLC's dividend yield for the trailing twelve months is around 0.20%, less than TDVG's 0.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
SGLC SGI U.S. Large Cap Core ETF	0.20%	0.23%	8.68%	1.49%	0.00%	0.00%	0.00%
TDVG T. Rowe Price Dividend Growth ETF	0.96%	1.00%	1.06%	1.31%	1.15%	0.80%	0.40%

Frequently Asked Questions

Can I hold both SGLC and TDVG in my portfolio?

SGLC and TDVG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGLC or TDVG?

SGLC has higher volatility (4.40%) compared to TDVG (2.20%). In terms of maximum drawdown, SGLC dropped -20.24% vs TDVG's -19.20%.

Which ETF is better, SGLC or TDVG?

On 3-year performance, SGLC leads with 19.42% vs 14.55% for TDVG. On fees, TDVG is cheaper at 0.50% per year. On volatility, TDVG has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SGLC or TDVG?

Over the 3-year period, SGLC has performed better with a 19.42% return vs 14.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SGLC or TDVG?

TDVG is cheaper with a 0.50% expense ratio, compared with 0.85% for SGLC.

Which ETF pays a higher dividend yield, SGLC or TDVG?

TDVG has the higher dividend yield at 0.96%, compared with 0.20% for SGLC.

What is the main difference between SGLC and TDVG?

They also come from different issuers: Summit Global Investments and T. Rowe Price. Their fees differ too: 0.85% for SGLC and 0.50% for TDVG.

Which has better risk-adjusted returns?

TDVG currently has the higher Sharpe Ratio (1.87 vs 1.87), 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.