TCHP vs. TTEQ

Last updated Aug 4, 2026

TCHP (T. Rowe Price Blue Chip Growth ETF) and TTEQ (T. Rowe Price Technology ETF) are both exchange-traded funds - TCHP is a Large Cap Growth Equities fund actively managed by T. Rowe Price, while TTEQ is a Technology Equities fund actively managed by T. Rowe Price. Both are actively managed. Over the past year, TCHP returned 8.87% vs 37.21% for TTEQ. Their correlation of 0.88 means they have usually moved in the same direction. TCHP charges 0.57%/yr vs 0.63%/yr for TTEQ.

Performance

TCHP vs. TTEQ - 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 Technology ETF (TTEQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TCHP achieves a 0.24% return, which is significantly lower than TTEQ's 24.10% return.

TCHP

• 1D: 2.36%
• 1M: 1.40%
• 6M: 2.10%
• YTD: 0.24%
• 1Y: 8.87%
• 3Y*: 21.26%
• 5Y*: 8.81%
• 10Y*: —
• ALL TIME*: 12.13%

TTEQ

• 1D: 2.45%
• 1M: -3.75%
• 6M: 21.55%
• YTD: 24.10%
• 1Y: 37.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
TCHP T. Rowe Price Blue Chip Growth ETF	$8.53M	$10.40M	$11.99M
TTEQ T. Rowe Price Technology ETF	$5.57M	$4.83M	$6.14M

TCHP vs. TTEQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TCHP T. Rowe Price Blue Chip Growth ETF	0.24%	18.40%	4.88%
TTEQ T. Rowe Price Technology ETF	24.10%	24.25%	0.78%

Correlation

The correlation between TCHP and TTEQ is 0.84, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.84
Correlation (All Time) Calculated using the full available price history since Oct 24, 2024	0.88

The correlation between TCHP and TTEQ has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

TCHP vs. TTEQ - Sectors Allocation Comparison

Sectors	TCHP	TTEQ
Technology	51.6%	76.8%
Communication Services	17.8%	6.5%
Consumer Cyclical	11.8%	4.2%
Financial Services	6.9%	3.6%
Healthcare	5.9%	0.0%
Industrials	5.3%	1.6%
Basic Materials	0.4%	0.5%
Utilities	0.4%	-
Consumer Defensive	0.0%	-
Energy	-	-
Real Estate	-	-

Return for Risk

TCHP vs. TTEQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TCHP

TCHP Risk / Return Rank: 22
TCHP Sharpe Ratio Rank: 23
TCHP Sortino Ratio Rank: 22
TCHP Omega Ratio Rank: 22
TCHP Calmar Ratio Rank: 20
TCHP Martin Ratio Rank: 22

TTEQ

TTEQ Risk / Return Rank: 49
TTEQ Sharpe Ratio Rank: 50
TTEQ Sortino Ratio Rank: 47
TTEQ Omega Ratio Rank: 47
TTEQ Calmar Ratio Rank: 54
TTEQ Martin Ratio Rank: 48

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TCHP vs. TTEQ - 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 Technology ETF (TTEQ). 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.

	TCHP	TTEQ	Difference
Sharpe ratio: Return per unit of total volatility	0.49	1.30	-0.81
Sortino ratio: Return per unit of downside risk	0.80	1.80	-1.00
Omega ratio: Gain probability vs. loss probability	1.10	1.23	-0.14
Calmar ratio: Return relative to maximum drawdown	0.51	2.02	-1.51
Martin ratio: Return relative to average drawdown	1.50	5.78	-4.27

TCHP vs. TTEQ - Sharpe Ratio Comparison

The current TCHP Sharpe Ratio is 0.49, which is lower than the TTEQ Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of TCHP and TTEQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TCHP vs. TTEQ - Drawdown Comparison

The maximum TCHP drawdown since its inception was -42.34%, which is greater than TTEQ's maximum drawdown of -26.97%. Use the drawdown chart below to compare losses from any high point for TCHP and TTEQ.

Drawdown Indicators

	TCHP	TTEQ	Difference
Max Drawdown Largest peak-to-trough decline	-42.34%	-26.97%	-15.37%
Max Drawdown (1Y) Largest decline over 1 year	-17.50%	-18.53%	+1.03%
Max Drawdown (3Y) Largest decline over 3 years	-22.92%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-42.34%	—	—
Current Drawdown Current decline from peak	-5.73%	-11.09%	+5.36%
Average Drawdown Average peak-to-trough decline	-11.33%	-5.09%	-6.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.91%	6.46%	-0.55%

Volatility

TCHP vs. TTEQ - Volatility Comparison

The current volatility for T. Rowe Price Blue Chip Growth ETF (TCHP) is 6.66%, while T. Rowe Price Technology ETF (TTEQ) has a volatility of 11.43%. This indicates that TCHP experiences smaller price fluctuations and is considered to be less risky than TTEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TCHP	TTEQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.66%	11.43%	-4.77%
Volatility (6M) Calculated over the trailing 6-month period	14.69%	25.11%	-10.42%
Volatility (1Y) Calculated over the trailing 1-year period	18.24%	28.89%	-10.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.73%	29.40%	-5.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.20%	29.40%	-6.20%

TCHP vs. TTEQ - Expense Ratio Comparison

TCHP has a 0.57% expense ratio, which is lower than TTEQ's 0.63% expense ratio.

Dividends

TCHP vs. TTEQ - Dividend Comparison

Neither TCHP nor TTEQ has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
TCHP T. Rowe Price Blue Chip Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.02%
TTEQ T. Rowe Price Technology ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TCHP and TTEQ in my portfolio?

TCHP and TTEQ have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TCHP or TTEQ?

TTEQ has higher volatility (11.43%) compared to TCHP (6.66%). In terms of maximum drawdown, TCHP dropped -42.34% vs TTEQ's -26.97%.

Which ETF is better, TCHP or TTEQ?

On 1-year performance, TTEQ leads with 37.21% vs 8.87% for TCHP. On fees, TCHP is cheaper at 0.57% per year. On volatility, TCHP has been the lower-risk option at 6.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TCHP or TTEQ?

Over the 1-year period, TTEQ has performed better with a 37.21% return vs 8.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TCHP or TTEQ?

TCHP is cheaper with a 0.57% expense ratio, compared with 0.63% for TTEQ.

Which ETF pays a higher dividend yield, TCHP or TTEQ?

TCHP and TTEQ have nearly identical dividend yields, around 0.00%.

What is the main difference between TCHP and TTEQ?

TCHP is categorized as Large Cap Growth Equities, while TTEQ is Technology Equities. Their fees differ too: 0.57% for TCHP and 0.63% for TTEQ.

Which has better risk-adjusted returns?

TTEQ currently has the higher Sharpe Ratio (1.30 vs 0.49), 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.