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TCHP vs. TGRW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCHP vs. TGRW - 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 Growth Stock ETF (TGRW). The values are adjusted to include any dividend payments, if applicable.

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TCHP vs. TGRW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TCHP
T. Rowe Price Blue Chip Growth ETF
-10.79%18.40%36.06%50.10%-37.81%18.08%11.37%
TGRW
T. Rowe Price Growth Stock ETF
-11.02%15.62%29.94%48.87%-38.42%14.97%15.75%

Returns By Period

The year-to-date returns for both stocks are quite close, with TCHP having a -10.79% return and TGRW slightly lower at -11.02%.


TCHP

1D
0.68%
1M
-4.84%
YTD
-10.79%
6M
-9.58%
1Y
15.68%
3Y*
22.87%
5Y*
9.20%
10Y*

TGRW

1D
1.10%
1M
-5.00%
YTD
-11.02%
6M
-10.46%
1Y
13.39%
3Y*
19.40%
5Y*
6.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCHP vs. TGRW - Expense Ratio Comparison

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


Return for Risk

TCHP vs. TGRW — Risk / Return Rank

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

TCHP
TCHP Risk / Return Rank: 3636
Overall Rank
TCHP Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TCHP Sortino Ratio Rank: 3939
Sortino Ratio Rank
TCHP Omega Ratio Rank: 3838
Omega Ratio Rank
TCHP Calmar Ratio Rank: 3636
Calmar Ratio Rank
TCHP Martin Ratio Rank: 3535
Martin Ratio Rank

TGRW
TGRW Risk / Return Rank: 3030
Overall Rank
TGRW Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TGRW Sortino Ratio Rank: 3232
Sortino Ratio Rank
TGRW Omega Ratio Rank: 3232
Omega Ratio Rank
TGRW Calmar Ratio Rank: 3030
Calmar Ratio Rank
TGRW Martin Ratio Rank: 2929
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. TGRW - Risk-Adjusted Trends Comparison

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


TCHPTGRWDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.58

+0.10

Sortino ratio

Return per unit of downside risk

1.15

1.01

+0.14

Omega ratio

Gain probability vs. loss probability

1.16

1.14

+0.02

Calmar ratio

Return relative to maximum drawdown

0.96

0.77

+0.19

Martin ratio

Return relative to average drawdown

3.29

2.54

+0.75

TCHP vs. TGRW - Sharpe Ratio Comparison

The current TCHP Sharpe Ratio is 0.68, which is comparable to the TGRW Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of TCHP and TGRW, 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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Sharpe Ratios by Period


TCHPTGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.58

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.29

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.39

+0.06

Correlation

The correlation between TCHP and TGRW is 0.98, 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.


Dividends

TCHP vs. TGRW - Dividend Comparison

Neither TCHP nor TGRW has paid dividends to shareholders.


TTM202520242023202220212020
TCHP
T. Rowe Price Blue Chip Growth ETF
0.00%0.00%0.00%0.00%0.00%0.02%0.00%
TGRW
T. Rowe Price Growth Stock ETF
0.00%0.00%0.00%0.01%0.00%0.40%0.21%

Drawdowns

TCHP vs. TGRW - Drawdown Comparison

The maximum TCHP drawdown since its inception was -42.34%, roughly equal to the maximum TGRW drawdown of -43.33%. Use the drawdown chart below to compare losses from any high point for TCHP and TGRW.


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Drawdown Indicators


TCHPTGRWDifference

Max Drawdown

Largest peak-to-trough decline

-42.34%

-43.33%

+0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-17.50%

-18.84%

+1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-42.34%

-43.33%

+0.99%

Current Drawdown

Current decline from peak

-13.51%

-14.75%

+1.24%

Average Drawdown

Average peak-to-trough decline

-11.71%

-12.72%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

5.69%

-0.59%

Volatility

TCHP vs. TGRW - Volatility Comparison

T. Rowe Price Blue Chip Growth ETF (TCHP) and T. Rowe Price Growth Stock ETF (TGRW) have volatilities of 7.12% and 7.19%, 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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Volatility by Period


TCHPTGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

7.19%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

13.22%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

23.02%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.44%

23.28%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

23.20%

+0.17%