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TCHP vs. RFDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TCHP vs. RFDA - Performance Comparison

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

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Returns By Period

In the year-to-date period, TCHP achieves a 3.99% return, which is significantly lower than RFDA's 11.40% return.


TCHP

1D
-1.29%
1M
3.68%
YTD
3.99%
6M
4.18%
1Y
20.05%
3Y*
24.50%
5Y*
11.66%
10Y*

RFDA

1D
-0.92%
1M
4.27%
YTD
11.40%
6M
12.25%
1Y
29.49%
3Y*
19.19%
5Y*
13.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCHP vs. RFDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TCHP
T. Rowe Price Blue Chip Growth ETF
3.99%18.40%36.06%50.10%-37.81%18.08%11.37%
RFDA
RiverFront Dynamic US Dividend Advantage ETF
11.40%16.42%20.12%16.98%-8.58%25.94%11.16%

Correlation

The correlation between TCHP and RFDA is 0.69, 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

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2020

0.77

The correlation between TCHP and RFDA has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

TCHP vs. RFDA - Sectors Allocation Comparison


Sectors
TCHP
RFDA

Technology

47.9%
19.9%

Consumer Cyclical

16.2%
7.0%

Communication Services

15.7%
8.8%

Financial Services

8.0%
14.7%

Healthcare

6.6%
8.8%

Industrials

3.6%
8.9%

Consumer Defensive

0.8%
7.6%

Basic Materials

0.8%
1.8%

Utilities

0.5%
5.0%

Energy

-

12.5%

Real Estate

-

5.0%

Technology

TCHP
47.9%
RFDA
19.9%

Consumer Cyclical

TCHP
16.2%
RFDA
7.0%

Communication Services

TCHP
15.7%
RFDA
8.8%

Financial Services

TCHP
8.0%
RFDA
14.7%

Healthcare

TCHP
6.6%
RFDA
8.8%

Industrials

TCHP
3.6%
RFDA
8.9%

Consumer Defensive

TCHP
0.8%
RFDA
7.6%

Basic Materials

TCHP
0.8%
RFDA
1.8%

Utilities

TCHP
0.5%
RFDA
5.0%

Energy

TCHP

-

RFDA
12.5%

Real Estate

TCHP

-

RFDA
5.0%

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Return for Risk

TCHP vs. RFDA — Risk / Return Rank

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

TCHP
TCHP Risk / Return Rank: 3030
Overall Rank
TCHP Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TCHP Sortino Ratio Rank: 3232
Sortino Ratio Rank
TCHP Omega Ratio Rank: 3232
Omega Ratio Rank
TCHP Calmar Ratio Rank: 2424
Calmar Ratio Rank
TCHP Martin Ratio Rank: 2727
Martin Ratio Rank

RFDA
RFDA Risk / Return Rank: 8383
Overall Rank
RFDA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RFDA Sortino Ratio Rank: 7878
Sortino Ratio Rank
RFDA Omega Ratio Rank: 7979
Omega Ratio Rank
RFDA Calmar Ratio Rank: 9090
Calmar Ratio Rank
RFDA Martin Ratio Rank: 8989
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.

TCHP vs. RFDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth ETF (TCHP) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). 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.


TCHPRFDADifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.22

1.47

-0.25

Calmar ratioReturn relative to maximum drawdown

1.15

5.44

-4.29

Martin ratioReturn relative to average drawdown

3.84

19.87

-16.03

TCHP vs. RFDA - Sharpe Ratio Comparison

The current TCHP Sharpe Ratio is 1.25, which is lower than the RFDA Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of TCHP and RFDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TCHPRFDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

2.55

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.84

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.79

-0.22

Drawdowns

TCHP vs. RFDA - Drawdown Comparison

The maximum TCHP drawdown since its inception was -42.34%, which is greater than RFDA's maximum drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for TCHP and RFDA.


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Drawdown Indicators


TCHPRFDADifference

Max Drawdown

Largest peak-to-trough decline

-42.34%

-34.60%

-7.74%

Max Drawdown (1Y)

Largest decline over 1 year

-17.50%

-5.45%

-12.05%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

-19.35%

-3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-42.34%

-19.35%

-22.99%

Current Drawdown

Current decline from peak

-2.21%

-0.92%

-1.29%

Average Drawdown

Average peak-to-trough decline

-11.47%

-3.74%

-7.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.23%

1.49%

+3.74%

Volatility

TCHP vs. RFDA - Volatility Comparison

T. Rowe Price Blue Chip Growth ETF (TCHP) has a higher volatility of 3.84% compared to RiverFront Dynamic US Dividend Advantage ETF (RFDA) at 2.66%. This indicates that TCHP's price experiences larger fluctuations and is considered to be riskier than RFDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCHPRFDADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

2.66%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

8.47%

+3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

11.64%

+4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.43%

15.73%

+7.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.18%

16.85%

+6.33%

TCHP vs. RFDA - Expense Ratio Comparison

TCHP has a 0.57% expense ratio, which is higher than RFDA's 0.52% expense ratio.


Dividends

TCHP vs. RFDA - Dividend Comparison

TCHP has not paid dividends to shareholders, while RFDA's dividend yield for the trailing twelve months is around 1.77%.


PositionTTM2025202420232022202120202019201820172016
RFDA
RiverFront Dynamic US Dividend Advantage ETF
1.77%1.89%2.23%2.68%3.57%1.44%1.62%1.87%2.44%1.90%0.98%
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%0.00%

Frequently Asked Questions


TCHP and RFDA have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TCHP has higher volatility (3.84%) compared to RFDA (2.66%). In terms of maximum drawdown, TCHP dropped -42.34% vs RFDA's -34.60%.

On 5-year performance, RFDA leads with 13.17% vs 11.66% for TCHP. On fees, RFDA is cheaper at 0.52% per year. On volatility, RFDA has been the lower-risk option at 2.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RFDA has performed better with a 13.17% return vs 11.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RFDA is cheaper with a 0.52% expense ratio, compared with 0.57% for TCHP.

RFDA has the higher dividend yield at 1.77%, compared with 0.00% for TCHP.

They also come from different issuers: T. Rowe Price and SS&C. Their fees differ too: 0.57% for TCHP and 0.52% for RFDA.

RFDA currently has the higher Sharpe Ratio (2.55 vs 1.25), 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.

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