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TCHP vs. FBCG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TCHP and FBCG is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

TCHP vs. FBCG - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
9.25%
10.71%
TCHP
FBCG

Key characteristics

Sharpe Ratio

TCHP:

1.48

FBCG:

1.44

Sortino Ratio

TCHP:

2.02

FBCG:

1.96

Omega Ratio

TCHP:

1.27

FBCG:

1.26

Calmar Ratio

TCHP:

2.07

FBCG:

1.96

Martin Ratio

TCHP:

7.80

FBCG:

7.21

Ulcer Index

TCHP:

3.46%

FBCG:

4.17%

Daily Std Dev

TCHP:

18.25%

FBCG:

20.97%

Max Drawdown

TCHP:

-42.34%

FBCG:

-43.56%

Current Drawdown

TCHP:

-3.76%

FBCG:

-4.25%

Returns By Period

In the year-to-date period, TCHP achieves a 1.02% return, which is significantly higher than FBCG's 0.80% return.


TCHP

YTD

1.02%

1M

-3.21%

6M

9.24%

1Y

23.05%

5Y*

N/A

10Y*

N/A

FBCG

YTD

0.80%

1M

-3.95%

6M

10.71%

1Y

25.64%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


TCHP vs. FBCG - Expense Ratio Comparison

TCHP has a 0.57% expense ratio, which is lower than FBCG's 0.59% expense ratio.


FBCG
Fidelity Blue Chip Growth ETF
Expense ratio chart for FBCG: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for TCHP: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Risk-Adjusted Performance

TCHP vs. FBCG — Risk-Adjusted Performance Rank

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

TCHP
The Risk-Adjusted Performance Rank of TCHP is 6464
Overall Rank
The Sharpe Ratio Rank of TCHP is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of TCHP is 6161
Sortino Ratio Rank
The Omega Ratio Rank of TCHP is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TCHP is 6767
Calmar Ratio Rank
The Martin Ratio Rank of TCHP is 6767
Martin Ratio Rank

FBCG
The Risk-Adjusted Performance Rank of FBCG is 6161
Overall Rank
The Sharpe Ratio Rank of FBCG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FBCG is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FBCG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FBCG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FBCG is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TCHP vs. FBCG - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for TCHP, currently valued at 1.48, compared to the broader market0.002.004.001.481.44
The chart of Sortino ratio for TCHP, currently valued at 2.02, compared to the broader market0.005.0010.002.021.96
The chart of Omega ratio for TCHP, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.26
The chart of Calmar ratio for TCHP, currently valued at 2.07, compared to the broader market0.005.0010.0015.002.071.96
The chart of Martin ratio for TCHP, currently valued at 7.80, compared to the broader market0.0020.0040.0060.0080.00100.007.807.21
TCHP
FBCG

The current TCHP Sharpe Ratio is 1.48, which is comparable to the FBCG Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of TCHP and FBCG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.48
1.44
TCHP
FBCG

Dividends

TCHP vs. FBCG - Dividend Comparison

TCHP has not paid dividends to shareholders, while FBCG's dividend yield for the trailing twelve months is around 0.12%.


TTM20242023202220212020
TCHP
T. Rowe Price Blue Chip Growth ETF
0.00%0.00%0.00%0.00%0.02%0.00%
FBCG
Fidelity Blue Chip Growth ETF
0.12%0.12%0.02%0.00%0.00%0.01%

Drawdowns

TCHP vs. FBCG - Drawdown Comparison

The maximum TCHP drawdown since its inception was -42.34%, roughly equal to the maximum FBCG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for TCHP and FBCG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.76%
-4.25%
TCHP
FBCG

Volatility

TCHP vs. FBCG - Volatility Comparison

The current volatility for T. Rowe Price Blue Chip Growth ETF (TCHP) is 5.31%, while Fidelity Blue Chip Growth ETF (FBCG) has a volatility of 7.03%. This indicates that TCHP experiences smaller price fluctuations and is considered to be less risky than FBCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
5.31%
7.03%
TCHP
FBCG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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