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TCHP vs. SGRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TCHP vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Blue Chip Growth ETF (TCHP) and SMART Earnings Growth 30 ETF (SGRT). 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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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

SGRT
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. 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.


TCHPSGRTDifference
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

TCHP vs. SGRT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TCHPSGRTDifference

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


TCHPSGRTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.21%

0.00%

-2.21%

Average Drawdown

Average peak-to-trough decline

-11.47%

-3.11%

-8.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.23%

Volatility

TCHP vs. SGRT - Volatility Comparison


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Volatility by Period


TCHPSGRTDifference

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%.


PositionTTM20252024202320222021
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.

Portfolio Optimizer

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