TCAF vs. PVAL

In the year-to-date period, TCAF achieves a 0.51% return, which is significantly lower than PVAL's 3.92% return.

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TCAF has a 0.31% expense ratio, which is lower than PVAL's 0.55% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation Equity ETF (TCAF) and Putnam Focused Large Cap Value ETF (PVAL). 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 TCAF Sharpe Ratio is 0.63, which is comparable to the PVAL Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of TCAF and PVAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TCAF's dividend yield for the trailing twelve months is around 0.43%, less than PVAL's 1.27% yield.

The maximum TCAF drawdown since its inception was -16.37%, roughly equal to the maximum PVAL drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for TCAF and PVAL. For additional features, visit the drawdowns tool.

T. Rowe Price Capital Appreciation Equity ETF (TCAF) has a higher volatility of 5.94% compared to Putnam Focused Large Cap Value ETF (PVAL) at 4.81%. This indicates that TCAF's price experiences larger fluctuations and is considered to be riskier than PVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.