TCAF vs. USD=X
TCAF (T. Rowe Price Capital Appreciation Equity ETF) is Large Cap Blend Equities fund actively managed by T. Rowe Price, while USD=X (USD Cash) is a currency. Over the past year, TCAF returned 16.10% vs 0.00% for USD=X.
Performance
TCAF vs. USD=X - Performance Comparison
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Returns By Period
TCAF
- 1D
- 0.18%
- 1M
- -0.77%
- YTD
- 4.37%
- 6M
- 5.06%
- 1Y
- 16.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
TCAF vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TCAF T. Rowe Price Capital Appreciation Equity ETF | 4.37% | 15.45% | 20.93% | 9.71% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
TCAF vs. USD=X — Risk / Return Rank
TCAF
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TCAF vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Capital Appreciation Equity ETF (TCAF) and USD Cash (USD=X). 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.
| TCAF | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.25 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | — | — |
| Martin ratioReturn relative to average drawdown | 5.64 | — | — |
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Drawdowns
TCAF vs. USD=X - Drawdown Comparison
The maximum TCAF drawdown since its inception was -16.37%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TCAF and USD=X.
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Drawdown Indicators
| TCAF | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.37% | 0.00% | -16.37% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | 0.00% | -11.33% |
Max Drawdown (3Y)Largest decline over 3 years | — | 0.00% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | 0.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -2.97% | 0.00% | -2.97% |
Average DrawdownAverage peak-to-trough decline | -2.07% | 0.00% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 0.00% | +2.86% |
Volatility
TCAF vs. USD=X - Volatility Comparison
T. Rowe Price Capital Appreciation Equity ETF (TCAF) has a higher volatility of 3.60% compared to USD Cash (USD=X) at 0.00%. This indicates that TCAF's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TCAF | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 0.00% | +3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 0.00% | +9.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 0.00% | +11.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.98% | 0.00% | +13.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.98% | 0.00% | +13.98% |
Frequently Asked Questions
TCAF has higher volatility (3.60%) compared to USD=X (0.00%). In terms of maximum drawdown, TCAF dropped -16.37% vs USD=X's 0.00%.
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