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TCHP vs. TOUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

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

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TCHP vs. TOUS - Yearly Performance Comparison


2026 (YTD)202520242023
TCHP
T. Rowe Price Blue Chip Growth ETF
-10.79%18.40%36.06%11.79%
TOUS
T. Rowe Price International Equity ETF
2.03%34.00%3.63%3.38%

Returns By Period

In the year-to-date period, TCHP achieves a -10.79% return, which is significantly lower than TOUS's 2.03% return.


TCHP

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

TOUS

1D
1.91%
1M
-5.17%
YTD
2.03%
6M
5.56%
1Y
22.45%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCHP vs. TOUS - Expense Ratio Comparison

TCHP has a 0.57% expense ratio, which is higher than TOUS's 0.50% expense ratio.


Return for Risk

TCHP vs. TOUS — 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

TOUS
TOUS Risk / Return Rank: 6969
Overall Rank
TOUS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TOUS Sortino Ratio Rank: 7070
Sortino Ratio Rank
TOUS Omega Ratio Rank: 6969
Omega Ratio Rank
TOUS Calmar Ratio Rank: 6868
Calmar Ratio Rank
TOUS Martin Ratio Rank: 6666
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. TOUS - 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 International Equity ETF (TOUS). 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.


TCHPTOUSDifference

Sharpe ratio

Return per unit of total volatility

0.68

1.30

-0.62

Sortino ratio

Return per unit of downside risk

1.15

1.83

-0.68

Omega ratio

Gain probability vs. loss probability

1.16

1.27

-0.11

Calmar ratio

Return relative to maximum drawdown

0.96

1.84

-0.88

Martin ratio

Return relative to average drawdown

3.29

7.08

-3.79

TCHP vs. TOUS - Sharpe Ratio Comparison

The current TCHP Sharpe Ratio is 0.68, which is lower than the TOUS Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of TCHP and TOUS, 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


TCHPTOUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

1.30

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.99

-0.54

Correlation

The correlation between TCHP and TOUS is 0.57, 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.


Dividends

TCHP vs. TOUS - Dividend Comparison

TCHP has not paid dividends to shareholders, while TOUS's dividend yield for the trailing twelve months is around 1.71%.


TTM20252024202320222021
TCHP
T. Rowe Price Blue Chip Growth ETF
0.00%0.00%0.00%0.00%0.00%0.02%
TOUS
T. Rowe Price International Equity ETF
1.71%1.74%3.01%0.50%0.00%0.00%

Drawdowns

TCHP vs. TOUS - Drawdown Comparison

The maximum TCHP drawdown since its inception was -42.34%, which is greater than TOUS's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for TCHP and TOUS.


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Drawdown Indicators


TCHPTOUSDifference

Max Drawdown

Largest peak-to-trough decline

-42.34%

-14.29%

-28.05%

Max Drawdown (1Y)

Largest decline over 1 year

-17.50%

-12.23%

-5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-42.34%

Current Drawdown

Current decline from peak

-13.51%

-7.61%

-5.90%

Average Drawdown

Average peak-to-trough decline

-11.71%

-2.79%

-8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

3.18%

+1.92%

Volatility

TCHP vs. TOUS - Volatility Comparison

The current volatility for T. Rowe Price Blue Chip Growth ETF (TCHP) is 7.12%, while T. Rowe Price International Equity ETF (TOUS) has a volatility of 7.64%. This indicates that TCHP experiences smaller price fluctuations and is considered to be less risky than TOUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCHPTOUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

7.64%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

11.42%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

23.06%

17.35%

+5.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.44%

14.86%

+8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.37%

14.86%

+8.51%