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TDVG vs. TOUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TDVG vs. TOUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Dividend Growth ETF (TDVG) and T. Rowe Price International Equity ETF (TOUS). The values are adjusted to include any dividend payments, if applicable.

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TDVG vs. TOUS - Yearly Performance Comparison


2026 (YTD)202520242023
TDVG
T. Rowe Price Dividend Growth ETF
-0.44%14.80%13.45%7.98%
TOUS
T. Rowe Price International Equity ETF
0.12%34.00%3.63%3.38%

Returns By Period

In the year-to-date period, TDVG achieves a -0.44% return, which is significantly lower than TOUS's 0.12% return.


TDVG

1D
2.08%
1M
-5.21%
YTD
-0.44%
6M
2.12%
1Y
11.67%
3Y*
13.10%
5Y*
9.61%
10Y*

TOUS

1D
3.29%
1M
-8.96%
YTD
0.12%
6M
4.53%
1Y
20.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TDVG vs. TOUS - Expense Ratio Comparison

Both TDVG and TOUS have an expense ratio of 0.50%.


Return for Risk

TDVG vs. TOUS — Risk / Return Rank

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

TDVG
TDVG Risk / Return Rank: 4949
Overall Rank
TDVG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TDVG Sortino Ratio Rank: 4545
Sortino Ratio Rank
TDVG Omega Ratio Rank: 4848
Omega Ratio Rank
TDVG Calmar Ratio Rank: 4848
Calmar Ratio Rank
TDVG Martin Ratio Rank: 5858
Martin Ratio Rank

TOUS
TOUS Risk / Return Rank: 6666
Overall Rank
TOUS Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TOUS Sortino Ratio Rank: 6767
Sortino Ratio Rank
TOUS Omega Ratio Rank: 6767
Omega Ratio Rank
TOUS Calmar Ratio Rank: 6363
Calmar Ratio Rank
TOUS Martin Ratio Rank: 6363
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.

TDVG vs. TOUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth ETF (TDVG) 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.


TDVGTOUSDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.18

-0.40

Sortino ratio

Return per unit of downside risk

1.19

1.68

-0.49

Omega ratio

Gain probability vs. loss probability

1.18

1.24

-0.07

Calmar ratio

Return relative to maximum drawdown

1.15

1.58

-0.43

Martin ratio

Return relative to average drawdown

5.46

6.14

-0.69

TDVG vs. TOUS - Sharpe Ratio Comparison

The current TDVG Sharpe Ratio is 0.78, which is lower than the TOUS Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of TDVG 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


TDVGTOUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.18

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.94

-0.09

Correlation

The correlation between TDVG and TOUS is 0.69, 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

TDVG vs. TOUS - Dividend Comparison

TDVG's dividend yield for the trailing twelve months is around 1.06%, less than TOUS's 1.74% yield.


TTM202520242023202220212020
TDVG
T. Rowe Price Dividend Growth ETF
1.06%1.00%1.06%1.31%1.15%0.80%0.40%
TOUS
T. Rowe Price International Equity ETF
1.74%1.74%3.01%0.50%0.00%0.00%0.00%

Drawdowns

TDVG vs. TOUS - Drawdown Comparison

The maximum TDVG drawdown since its inception was -19.20%, which is greater than TOUS's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for TDVG and TOUS.


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Drawdown Indicators


TDVGTOUSDifference

Max Drawdown

Largest peak-to-trough decline

-19.20%

-14.29%

-4.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

-12.23%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

Current Drawdown

Current decline from peak

-5.31%

-9.34%

+4.03%

Average Drawdown

Average peak-to-trough decline

-3.84%

-2.78%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

3.15%

-0.79%

Volatility

TDVG vs. TOUS - Volatility Comparison

The current volatility for T. Rowe Price Dividend Growth ETF (TDVG) is 4.12%, while T. Rowe Price International Equity ETF (TOUS) has a volatility of 7.95%. This indicates that TDVG 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


TDVGTOUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

7.95%

-3.83%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

11.27%

-3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

15.03%

17.27%

-2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

14.83%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.04%

14.83%

-0.79%