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TACN vs. TCHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TACN vs. TCHP - 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 T. Rowe Price Blue Chip Growth ETF (TCHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TACN achieves a 10.93% return, which is significantly higher than TCHP's 0.60% return.


TACN

1D
0.39%
1M
2.67%
6M
8.65%
YTD
10.93%
1Y
3Y*
5Y*
10Y*

TCHP

1D
1.44%
1M
-0.08%
6M
0.34%
YTD
0.60%
1Y
10.00%
3Y*
22.23%
5Y*
9.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TACN vs. TCHP - Yearly Performance Comparison


Correlation

The correlation between TACN and TCHP is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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Return for Risk

TACN vs. TCHP — 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.


TCHP
TCHP Risk / Return Rank: 1919
Overall Rank
TCHP Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TCHP Sortino Ratio Rank: 1919
Sortino Ratio Rank
TCHP Omega Ratio Rank: 1919
Omega Ratio Rank
TCHP Calmar Ratio Rank: 1818
Calmar Ratio Rank
TCHP Martin Ratio Rank: 2020
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. TCHP - 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 T. Rowe Price Blue Chip Growth ETF (TCHP). 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.


TACNTCHPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.57

Martin ratioReturn relative to average drawdown

1.80

TACN vs. TCHP - Sharpe Ratio Comparison


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Drawdowns

TACN vs. TCHP - Drawdown Comparison

The maximum TACN drawdown since its inception was -10.98%, smaller than the maximum TCHP drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for TACN and TCHP.


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Drawdown Indicators


TACNTCHPDifference

Max Drawdown

Largest peak-to-trough decline

-10.98%

-42.34%

+31.36%

Max Drawdown (1Y)

Largest decline over 1 year

-17.50%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

Max Drawdown (5Y)

Largest decline over 5 years

-42.34%

Current Drawdown

Current decline from peak

-1.18%

-5.39%

+4.21%

Average Drawdown

Average peak-to-trough decline

-2.42%

-11.37%

+8.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

Volatility

TACN vs. TCHP - Volatility Comparison


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Volatility by Period


TACNTCHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

Volatility (6M)

Calculated over the trailing 6-month period

13.87%

Volatility (1Y)

Calculated over the trailing 1-year period

17.59%

17.38%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

23.63%

-6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

23.19%

-5.60%

TACN vs. TCHP - Expense Ratio Comparison

TACN has a 0.20% expense ratio, which is lower than TCHP's 0.57% expense ratio.


Dividends

TACN vs. TCHP - Dividend Comparison

Neither TACN nor TCHP has paid dividends to shareholders.


PositionTTM20252024202320222021
TACN
T. Rowe Price Active Core International Equity ETF
0.00%0.00%0.00%0.00%0.00%0.00%
TCHP
T. Rowe Price Blue Chip Growth ETF
0.00%0.00%0.00%0.00%0.00%0.02%

Frequently Asked Questions


TACN and TCHP have a correlation of 0.60, 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 0.57% for TCHP.

TACN and TCHP have nearly identical dividend yields, around 0.00%.

TACN is categorized as Actively Managed, while TCHP is Large Cap Growth Equities. Their fees differ too: 0.20% for TACN and 0.57% for TCHP.

Portfolio Optimizer

Find the right allocation for TACN and TCHP

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

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