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TCHP vs. TOUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, TCHP achieves a -1.95% return, which is significantly lower than TOUS's 9.19% return.


TCHP

1D
-0.22%
1M
-5.29%
YTD
-1.95%
6M
-3.17%
1Y
10.84%
3Y*
21.33%
5Y*
9.21%
10Y*

TOUS

1D
0.00%
1M
0.43%
YTD
9.19%
6M
9.00%
1Y
20.27%
3Y*
17.54%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCHP vs. TOUS - Yearly Performance Comparison


2026 (YTD)202520242023
TCHP
T. Rowe Price Blue Chip Growth ETF
-1.95%18.40%36.06%13.29%
TOUS
T. Rowe Price International Equity ETF
9.19%34.00%3.63%3.45%

Correlation

The correlation between TCHP and TOUS is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2023

0.57

The correlation between TCHP and TOUS has been stable across timeframes, ranging from 0.57 to 0.58 - a consistent structural relationship.

TCHP vs. TOUS - Sectors Allocation Comparison


Sectors
TCHP
TOUS

Technology

48.0%
15.0%

Consumer Cyclical

16.9%
7.4%

Communication Services

16.2%
4.9%

Financial Services

7.5%
21.8%

Healthcare

6.0%
9.7%

Industrials

3.5%
19.1%

Consumer Defensive

0.7%
7.2%

Basic Materials

0.7%
5.4%

Utilities

0.5%
3.1%

Energy

-

4.9%

Real Estate

-

1.7%

Technology

TCHP
48.0%
TOUS
15.0%

Consumer Cyclical

TCHP
16.9%
TOUS
7.4%

Communication Services

TCHP
16.2%
TOUS
4.9%

Financial Services

TCHP
7.5%
TOUS
21.8%

Healthcare

TCHP
6.0%
TOUS
9.7%

Industrials

TCHP
3.5%
TOUS
19.1%

Consumer Defensive

TCHP
0.7%
TOUS
7.2%

Basic Materials

TCHP
0.7%
TOUS
5.4%

Utilities

TCHP
0.5%
TOUS
3.1%

Energy

TCHP

-

TOUS
4.9%

Real Estate

TCHP

-

TOUS
1.7%

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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: 1919
Overall Rank
TCHP Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TCHP Sortino Ratio Rank: 1919
Sortino Ratio Rank
TCHP Omega Ratio Rank: 1818
Omega Ratio Rank
TCHP Calmar Ratio Rank: 1717
Calmar Ratio Rank
TCHP Martin Ratio Rank: 1919
Martin Ratio Rank

TOUS
TOUS Risk / Return Rank: 4040
Overall Rank
TOUS Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TOUS Sortino Ratio Rank: 4141
Sortino Ratio Rank
TOUS Omega Ratio Rank: 4040
Omega Ratio Rank
TOUS Calmar Ratio Rank: 3636
Calmar Ratio Rank
TOUS Martin Ratio Rank: 4141
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TCHPTOUSDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.12

1.24

-0.12

Calmar ratioReturn relative to maximum drawdown

0.62

1.66

-1.04

Martin ratioReturn relative to average drawdown

2.01

6.04

-4.03

TCHP vs. TOUS - Sharpe Ratio Comparison

The current TCHP Sharpe Ratio is 0.64, which is lower than the TOUS Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of TCHP and TOUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 (3Y)

Largest decline over 3 years

-22.92%

-14.29%

-8.63%

Max Drawdown (5Y)

Largest decline over 5 years

-42.34%

Current Drawdown

Current decline from peak

-7.79%

-2.03%

-5.76%

Average Drawdown

Average peak-to-trough decline

-11.40%

-2.80%

-8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

3.36%

+2.04%

Volatility

TCHP vs. TOUS - Volatility Comparison

T. Rowe Price Blue Chip Growth ETF (TCHP) has a higher volatility of 6.74% compared to T. Rowe Price International Equity ETF (TOUS) at 5.25%. This indicates that TCHP's price experiences larger fluctuations and is considered to be riskier 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

6.74%

5.25%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.38%

13.73%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

15.90%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.58%

15.30%

+8.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.21%

15.30%

+7.91%

TCHP vs. TOUS - Expense Ratio Comparison

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


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 1.59%.


PositionTTM20252024202320222021
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
1.59%1.74%3.01%0.50%0.00%0.00%

Frequently Asked Questions


TCHP and TOUS have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TCHP has higher volatility (6.74%) compared to TOUS (5.25%). In terms of maximum drawdown, TCHP dropped -42.34% vs TOUS's -14.29%.

On 3-year performance, TCHP leads with 21.33% vs 17.54% for TOUS. On fees, TOUS is cheaper at 0.50% per year. On volatility, TOUS has been the lower-risk option at 5.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TCHP has performed better with a 21.33% return vs 17.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TOUS is cheaper with a 0.50% expense ratio, compared with 0.57% for TCHP.

TOUS has the higher dividend yield at 1.59%, compared with 0.00% for TCHP.

TCHP is categorized as Large Cap Growth Equities, while TOUS is Foreign Large Cap Equities. Their fees differ too: 0.57% for TCHP and 0.50% for TOUS.

TOUS currently has the higher Sharpe Ratio (1.28 vs 0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TCHP and TOUS

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