TCHP vs. SGRT
TCHP (T. Rowe Price Blue Chip Growth ETF) and SGRT (SMART Earnings Growth 30 ETF) are both Large Cap Growth Equities funds. Both are actively managed. A 0.62 correlation means they provide meaningful diversification when combined. TCHP charges 0.57%/yr vs 0.59%/yr for SGRT.
Performance
TCHP vs. SGRT - Performance Comparison
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Returns By Period
In the year-to-date period, TCHP achieves a 3.99% return, which is significantly lower than SGRT's 51.46% return.
TCHP
- 1D
- -1.29%
- 1M
- 3.68%
- YTD
- 3.99%
- 6M
- 4.18%
- 1Y
- 20.05%
- 3Y*
- 24.50%
- 5Y*
- 11.66%
- 10Y*
- —
SGRT
- 1D
- 0.03%
- 1M
- 14.68%
- YTD
- 51.46%
- 6M
- 56.17%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TCHP vs. SGRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TCHP T. Rowe Price Blue Chip Growth ETF | 3.99% | 6.97% |
SGRT SMART Earnings Growth 30 ETF | 51.46% | 25.25% |
Correlation
The correlation between TCHP and SGRT is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025 | 0.62 |
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Return for Risk
TCHP vs. SGRT — Risk / Return Rank
TCHP
SGRT
TCHP vs. SGRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Blue Chip Growth ETF (TCHP) and SMART Earnings Growth 30 ETF (SGRT). 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.
| TCHP | SGRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.22 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | — | — |
| Martin ratioReturn relative to average drawdown | 3.84 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TCHP | SGRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 3.81 | -3.24 |
Drawdowns
TCHP vs. SGRT - Drawdown Comparison
The maximum TCHP drawdown since its inception was -42.34%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for TCHP and SGRT.
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Drawdown Indicators
| TCHP | SGRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.34% | -17.87% | -24.47% |
Max Drawdown (1Y)Largest decline over 1 year | -17.50% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.92% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -42.34% | — | — |
Current DrawdownCurrent decline from peak | -2.21% | 0.00% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -11.47% | -3.11% | -8.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.23% | — | — |
Volatility
TCHP vs. SGRT - Volatility Comparison
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Volatility by Period
| TCHP | SGRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.12% | 33.41% | -17.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.43% | 33.41% | -9.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.18% | 33.41% | -10.23% |
TCHP vs. SGRT - Expense Ratio Comparison
TCHP has a 0.57% expense ratio, which is lower than SGRT's 0.59% expense ratio.
Dividends
TCHP vs. SGRT - Dividend Comparison
TCHP has not paid dividends to shareholders, while SGRT's dividend yield for the trailing twelve months is around 0.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SGRT SMART Earnings Growth 30 ETF | 0.11% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% |
TCHP T. Rowe Price Blue Chip Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% |
Frequently Asked Questions
TCHP and SGRT have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TCHP is cheaper at 0.57% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TCHP is cheaper with a 0.57% expense ratio, compared with 0.59% for SGRT.
SGRT has the higher dividend yield at 0.11%, compared with 0.00% for TCHP.
Their fees differ too: 0.57% for TCHP and 0.59% for SGRT.
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