PortfoliosLab logoPortfoliosLab logo
TACN vs. BLUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TACN vs. BLUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Active Core International Equity ETF (TACN) and Bluemonte Diversified Income ETF (BLUI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TACN achieves a 11.00% return, which is significantly higher than BLUI's 4.44% return.


TACN

1D
-0.54%
1M
-0.15%
6M
7.27%
YTD
11.00%
1Y
3Y*
5Y*
10Y*

BLUI

1D
0.31%
1M
0.74%
6M
3.13%
YTD
4.44%
1Y
8.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TACN vs. BLUI - Yearly Performance Comparison


Correlation

The correlation between TACN and BLUI is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.49

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TACN vs. BLUI — Risk / Return Rank

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

TACN

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


BLUI
BLUI Risk / Return Rank: 8585
Overall Rank
BLUI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BLUI Sortino Ratio Rank: 8787
Sortino Ratio Rank
BLUI Omega Ratio Rank: 8888
Omega Ratio Rank
BLUI Calmar Ratio Rank: 8181
Calmar Ratio Rank
BLUI Martin Ratio Rank: 8888
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.

TACN vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Active Core International Equity ETF (TACN) and Bluemonte Diversified Income ETF (BLUI). 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.


TACNBLUIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

3.40

Martin ratioReturn relative to average drawdown

14.91

TACN vs. BLUI - Sharpe Ratio Comparison


Loading charts...

Drawdowns

TACN vs. BLUI - Drawdown Comparison

The maximum TACN drawdown since its inception was -10.98%, which is greater than BLUI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for TACN and BLUI.


Loading charts...

Drawdown Indicators


TACNBLUIDifference

Max Drawdown

Largest peak-to-trough decline

-10.98%

-2.43%

-8.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

Current Drawdown

Current decline from peak

-1.11%

0.00%

-1.11%

Average Drawdown

Average peak-to-trough decline

-2.37%

-0.35%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

Volatility

TACN vs. BLUI - Volatility Comparison


Loading charts...

Volatility by Period


TACNBLUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.42%

3.85%

+13.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

3.88%

+13.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

3.88%

+13.54%

TACN vs. BLUI - Expense Ratio Comparison

TACN has a 0.20% expense ratio, which is lower than BLUI's 0.75% expense ratio.


Dividends

TACN vs. BLUI - Dividend Comparison

TACN has not paid dividends to shareholders, while BLUI's dividend yield for the trailing twelve months is around 5.02%.


Frequently Asked Questions


TACN and BLUI have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TACN is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TACN is cheaper with a 0.20% expense ratio, compared with 0.75% for BLUI.

BLUI has the higher dividend yield at 5.02%, compared with 0.00% for TACN.

TACN is categorized as Actively Managed, while BLUI is Multisector Bonds. They also come from different issuers: T. Rowe Price and Bluemonte. Their fees differ too: 0.20% for TACN and 0.75% for BLUI.

Portfolio Optimizer

Find the right allocation for TACN and BLUI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer