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

Correlation

The correlation between TCHP and TBCIX is 0.91, 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.


Performance

TCHP vs. TBCIX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TCHP:

0.65

TBCIX:

0.27

Sortino Ratio

TCHP:

1.09

TBCIX:

0.57

Omega Ratio

TCHP:

1.15

TBCIX:

1.08

Calmar Ratio

TCHP:

0.75

TBCIX:

0.27

Martin Ratio

TCHP:

2.45

TBCIX:

0.74

Ulcer Index

TCHP:

6.99%

TBCIX:

10.42%

Daily Std Dev

TCHP:

25.71%

TBCIX:

27.02%

Max Drawdown

TCHP:

-42.34%

TBCIX:

-50.64%

Current Drawdown

TCHP:

-6.15%

TBCIX:

-13.11%

Returns By Period

In the year-to-date period, TCHP achieves a -1.50% return, which is significantly lower than TBCIX's -1.28% return.


TCHP

YTD

-1.50%

1M

11.30%

6M

-1.66%

1Y

16.68%

5Y*

N/A

10Y*

N/A

TBCIX

YTD

-1.28%

1M

11.10%

6M

-9.44%

1Y

7.25%

5Y*

8.36%

10Y*

N/A

*Annualized

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TCHP vs. TBCIX - Expense Ratio Comparison

TCHP has a 0.57% expense ratio, which is higher than TBCIX's 0.56% expense ratio.


Risk-Adjusted Performance

TCHP vs. TBCIX — 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 7070
Overall Rank
The Sharpe Ratio Rank of TCHP is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of TCHP is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TCHP is 7070
Omega Ratio Rank
The Calmar Ratio Rank of TCHP is 7575
Calmar Ratio Rank
The Martin Ratio Rank of TCHP is 6767
Martin Ratio Rank

TBCIX
The Risk-Adjusted Performance Rank of TBCIX is 4747
Overall Rank
The Sharpe Ratio Rank of TBCIX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of TBCIX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of TBCIX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of TBCIX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of TBCIX is 4242
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. TBCIX - Risk-Adjusted Performance Comparison

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


The current TCHP Sharpe Ratio is 0.65, which is higher than the TBCIX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of TCHP and TBCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TCHP vs. TBCIX - Dividend Comparison

Neither TCHP nor TBCIX has paid dividends to shareholders.


TTM2024202320222021
TCHP
T. Rowe Price Blue Chip Growth ETF
0.00%0.00%0.00%0.00%0.02%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
0.00%0.00%0.00%0.00%0.00%

Drawdowns

TCHP vs. TBCIX - Drawdown Comparison

The maximum TCHP drawdown since its inception was -42.34%, smaller than the maximum TBCIX drawdown of -50.64%. Use the drawdown chart below to compare losses from any high point for TCHP and TBCIX. For additional features, visit the drawdowns tool.


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Volatility

TCHP vs. TBCIX - Volatility Comparison

T. Rowe Price Blue Chip Growth ETF (TCHP) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) have volatilities of 8.24% and 7.87%, 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.


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