TCHP vs. BIBL

Last updated Jun 25, 2026

TCHP (T. Rowe Price Blue Chip Growth ETF) and BIBL (Inspire 100 ETF) are both Large Cap Growth Equities funds. TCHP is actively managed, while BIBL is passively managed. Over the past 5 years, TCHP returned 9.21%/yr vs 10.29%/yr for BIBL. A 0.76 correlation means they provide meaningful diversification when combined. TCHP charges 0.57%/yr vs 0.35%/yr for BIBL.

Performance

TCHP vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Blue Chip Growth ETF (TCHP) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TCHP achieves a -1.95% return, which is significantly lower than BIBL's 24.90% return.

TCHP

• 1D: -0.22%
• 1M: -5.29%
• YTD: -1.95%
• 6M: -3.17%
• 1Y: 10.84%
• 3Y*: 21.33%
• 5Y*: 9.21%
• 10Y*: —

BIBL

• 1D: 0.27%
• 1M: 4.70%
• YTD: 24.90%
• 6M: 23.10%
• 1Y: 38.99%
• 3Y*: 22.52%
• 5Y*: 10.29%
• 10Y*: —

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

TCHP vs. BIBL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TCHP T. Rowe Price Blue Chip Growth ETF	-1.95%	18.40%	36.06%	50.10%	-37.81%	18.08%	11.58%
BIBL Inspire 100 ETF	24.90%	17.27%	12.49%	17.87%	-23.26%	27.44%	14.50%

Correlation

The correlation between TCHP and BIBL is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (All Time) Calculated using the full available price history since Aug 5, 2020	0.76

Over the past year, the correlation between TCHP and BIBL has dropped to 0.53 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

TCHP vs. BIBL - Sectors Allocation Comparison

Sectors	TCHP	BIBL
Technology	48.0%	31.9%
Consumer Cyclical	16.9%	0.3%
Communication Services	16.2%	-
Financial Services	7.5%	8.5%
Healthcare	6.0%	4.1%
Industrials	3.5%	27.2%
Consumer Defensive	0.7%	0.4%
Basic Materials	0.7%	4.3%
Utilities	0.5%	3.3%
Energy	-	6.0%
Real Estate	-	13.7%

Return for Risk

TCHP vs. BIBL — Risk / Return Rank

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

TCHP

TCHP Risk / Return Rank: 19
TCHP Sharpe Ratio Rank: 20
TCHP Sortino Ratio Rank: 19
TCHP Omega Ratio Rank: 18
TCHP Calmar Ratio Rank: 17
TCHP Martin Ratio Rank: 19

BIBL

BIBL Risk / Return Rank: 84
BIBL Sharpe Ratio Rank: 83
BIBL Sortino Ratio Rank: 80
BIBL Omega Ratio Rank: 78
BIBL Calmar Ratio Rank: 86
BIBL Martin Ratio Rank: 90

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.

TCHP vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth ETF (TCHP) and Inspire 100 ETF (BIBL). 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.

	TCHP	BIBL	Difference
Sharpe ratio: Return per unit of total volatility	0.64	2.39	-1.75
Sortino ratio: Return per unit of downside risk	0.97	3.17	-2.20
Omega ratio: Gain probability vs. loss probability	1.12	1.41	-0.29
Calmar ratio: Return relative to maximum drawdown	0.62	4.38	-3.76
Martin ratio: Return relative to average drawdown	2.01	18.61	-16.60

TCHP vs. BIBL - Sharpe Ratio Comparison

The current TCHP Sharpe Ratio is 0.64, which is lower than the BIBL Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of TCHP and BIBL, 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

TCHP vs. BIBL - Drawdown Comparison

The maximum TCHP drawdown since its inception was -42.34%, which is greater than BIBL's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for TCHP and BIBL.

Drawdown Indicators

	TCHP	BIBL	Difference
Max Drawdown Largest peak-to-trough decline	-42.34%	-36.12%	-6.22%
Max Drawdown (1Y) Largest decline over 1 year	-17.50%	-8.94%	-8.56%
Max Drawdown (3Y) Largest decline over 3 years	-22.92%	-20.60%	-2.32%
Max Drawdown (5Y) Largest decline over 5 years	-42.34%	-30.85%	-11.49%
Current Drawdown Current decline from peak	-7.79%	-1.92%	-5.87%
Average Drawdown Average peak-to-trough decline	-11.40%	-7.00%	-4.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.40%	2.10%	+3.30%

Volatility

TCHP vs. BIBL - Volatility Comparison

T. Rowe Price Blue Chip Growth ETF (TCHP) and Inspire 100 ETF (BIBL) have volatilities of 6.74% and 6.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TCHP	BIBL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.74%	6.81%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	13.38%	13.65%	-0.27%
Volatility (1Y) Calculated over the trailing 1-year period	17.13%	16.44%	+0.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.58%	19.76%	+3.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.21%	21.11%	+2.10%

TCHP vs. BIBL - Expense Ratio Comparison

TCHP has a 0.57% expense ratio, which is higher than BIBL's 0.35% expense ratio.

Dividends

TCHP vs. BIBL - Dividend Comparison

TCHP has not paid dividends to shareholders, while BIBL's dividend yield for the trailing twelve months is around 0.94%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BIBL Inspire 100 ETF	0.94%	1.01%	0.92%	1.02%	0.98%	17.87%	1.67%	1.30%	1.49%	0.31%
TCHP T. Rowe Price Blue Chip Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.02%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TCHP and BIBL in my portfolio?

TCHP and BIBL have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TCHP or BIBL?

BIBL has higher volatility (6.81%) compared to TCHP (6.74%). In terms of maximum drawdown, TCHP dropped -42.34% vs BIBL's -36.12%.

Which ETF is better, TCHP or BIBL?

On 5-year performance, BIBL leads with 10.29% vs 9.21% for TCHP. On fees, BIBL is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TCHP or BIBL?

Over the 5-year period, BIBL has performed better with a 10.29% return vs 9.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TCHP or BIBL?

BIBL is cheaper with a 0.35% expense ratio, compared with 0.57% for TCHP.

Which ETF pays a higher dividend yield, TCHP or BIBL?

BIBL has the higher dividend yield at 0.94%, compared with 0.00% for TCHP.

What is the main difference between TCHP and BIBL?

They also come from different issuers: T. Rowe Price and Inspire. Their fees differ too: 0.57% for TCHP and 0.35% for BIBL.

Which has better risk-adjusted returns?

BIBL currently has the higher Sharpe Ratio (2.39 vs 0.64), 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.