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

Correlation

The correlation between TCHP and TEQI is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

TCHP vs. TEQI - 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 Equity Income ETF (TEQI). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
43.10%
71.46%
TCHP
TEQI

Key characteristics

Sharpe Ratio

TCHP:

0.18

TEQI:

0.28

Sortino Ratio

TCHP:

0.42

TEQI:

0.49

Omega Ratio

TCHP:

1.06

TEQI:

1.07

Calmar Ratio

TCHP:

0.19

TEQI:

0.30

Martin Ratio

TCHP:

0.71

TEQI:

1.28

Ulcer Index

TCHP:

6.22%

TEQI:

3.45%

Daily Std Dev

TCHP:

24.95%

TEQI:

15.72%

Max Drawdown

TCHP:

-42.34%

TEQI:

-17.82%

Current Drawdown

TCHP:

-18.37%

TEQI:

-10.28%

Returns By Period

In the year-to-date period, TCHP achieves a -14.32% return, which is significantly lower than TEQI's -4.09% return.


TCHP

YTD

-14.32%

1M

-7.06%

6M

-11.05%

1Y

5.78%

5Y*

N/A

10Y*

N/A

TEQI

YTD

-4.09%

1M

-7.68%

6M

-7.58%

1Y

4.41%

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. TEQI - Expense Ratio Comparison

TCHP has a 0.57% expense ratio, which is higher than TEQI's 0.54% expense ratio.


TCHP
T. Rowe Price Blue Chip Growth ETF
Expense ratio chart for TCHP: current value is 0.57%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TCHP: 0.57%
Expense ratio chart for TEQI: current value is 0.54%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TEQI: 0.54%

Risk-Adjusted Performance

TCHP vs. TEQI — 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 4646
Overall Rank
The Sharpe Ratio Rank of TCHP is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of TCHP is 4646
Sortino Ratio Rank
The Omega Ratio Rank of TCHP is 4646
Omega Ratio Rank
The Calmar Ratio Rank of TCHP is 4848
Calmar Ratio Rank
The Martin Ratio Rank of TCHP is 4545
Martin Ratio Rank

TEQI
The Risk-Adjusted Performance Rank of TEQI is 5353
Overall Rank
The Sharpe Ratio Rank of TEQI is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of TEQI is 5151
Sortino Ratio Rank
The Omega Ratio Rank of TEQI is 5252
Omega Ratio Rank
The Calmar Ratio Rank of TEQI is 5757
Calmar Ratio Rank
The Martin Ratio Rank of TEQI is 5656
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. TEQI - 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 Equity Income ETF (TEQI). 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 0.18, compared to the broader market-1.000.001.002.003.004.00
TCHP: 0.18
TEQI: 0.28
The chart of Sortino ratio for TCHP, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.00
TCHP: 0.42
TEQI: 0.49
The chart of Omega ratio for TCHP, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
TCHP: 1.06
TEQI: 1.07
The chart of Calmar ratio for TCHP, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.00
TCHP: 0.19
TEQI: 0.30
The chart of Martin ratio for TCHP, currently valued at 0.71, compared to the broader market0.0020.0040.0060.00
TCHP: 0.71
TEQI: 1.28

The current TCHP Sharpe Ratio is 0.18, which is lower than the TEQI Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of TCHP and TEQI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.18
0.28
TCHP
TEQI

Dividends

TCHP vs. TEQI - Dividend Comparison

TCHP has not paid dividends to shareholders, while TEQI's dividend yield for the trailing twelve months is around 1.80%.


TTM20242023202220212020
TCHP
T. Rowe Price Blue Chip Growth ETF
0.00%0.00%0.00%0.00%0.02%0.00%
TEQI
T. Rowe Price Equity Income ETF
1.80%1.86%2.12%2.32%3.03%0.82%

Drawdowns

TCHP vs. TEQI - Drawdown Comparison

The maximum TCHP drawdown since its inception was -42.34%, which is greater than TEQI's maximum drawdown of -17.82%. Use the drawdown chart below to compare losses from any high point for TCHP and TEQI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.37%
-10.28%
TCHP
TEQI

Volatility

TCHP vs. TEQI - Volatility Comparison

T. Rowe Price Blue Chip Growth ETF (TCHP) has a higher volatility of 16.18% compared to T. Rowe Price Equity Income ETF (TEQI) at 11.65%. This indicates that TCHP's price experiences larger fluctuations and is considered to be riskier than TEQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.18%
11.65%
TCHP
TEQI
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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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