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TEMR vs. THYF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TEMR vs. THYF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Emerging Markets Equity Research ETF (TEMR) and T. Rowe Price U.S. High Yield ETF (THYF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TEMR

1D
-2.26%
1M
-9.70%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

THYF

1D
-0.16%
1M
-0.51%
6M
1.00%
YTD
1.55%
1Y
4.80%
3Y*
7.57%
5Y*
10Y*
ALL TIME*
8.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$55.08K$37.97K$35.36K
$505.67K$618.14K$1.02M

TEMR vs. THYF - Yearly Performance Comparison


Correlation

The correlation between TEMR and THYF is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 12, 2026

0.62

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Return for Risk

TEMR vs. THYF — Risk / Return Rank

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

TEMR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


THYF
THYF Risk / Return Rank: 5959
Overall Rank
THYF Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
THYF Sortino Ratio Rank: 6262
Sortino Ratio Rank
THYF Omega Ratio Rank: 6060
Omega Ratio Rank
THYF Calmar Ratio Rank: 4949
Calmar Ratio Rank
THYF Martin Ratio Rank: 6565
Martin Ratio Rank
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.

TEMR vs. THYF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Emerging Markets Equity Research ETF (TEMR) and T. Rowe Price U.S. High Yield ETF (THYF). 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.


TEMRTHYFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.72

Martin ratioReturn relative to average drawdown

7.71

TEMR vs. THYF - Sharpe Ratio Comparison


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Drawdowns

TEMR vs. THYF - Drawdown Comparison

The maximum TEMR drawdown since its inception was -14.32%, which is greater than THYF's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for TEMR and THYF.


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Drawdown Indicators


TEMRTHYFDifference

Max Drawdown

Largest peak-to-trough decline

-14.32%

-5.24%

-9.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-5.07%

Current Drawdown

Current decline from peak

-14.32%

-0.83%

-13.49%

Average Drawdown

Average peak-to-trough decline

-3.66%

-0.79%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

Volatility

TEMR vs. THYF - Volatility Comparison


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Volatility by Period


TEMRTHYFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

33.01%

3.55%

+29.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.01%

5.73%

+27.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.01%

5.73%

+27.28%

TEMR vs. THYF - Expense Ratio Comparison

TEMR has a 0.40% expense ratio, which is lower than THYF's 0.56% expense ratio.


Dividends

TEMR vs. THYF - Dividend Comparison

TEMR has not paid dividends to shareholders, while THYF's dividend yield for the trailing twelve months is around 6.96%.


PositionTTM2025202420232022
TEMR
T. Rowe Price Emerging Markets Equity Research ETF
0.00%0.00%0.00%0.00%0.00%
THYF
T. Rowe Price U.S. High Yield ETF
6.96%7.17%7.30%8.02%1.50%

Frequently Asked Questions


TEMR and THYF have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TEMR is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TEMR is cheaper with a 0.40% expense ratio, compared with 0.56% for THYF.

THYF has the higher dividend yield at 6.96%, compared with 0.00% for TEMR.

TEMR is categorized as Actively Managed, while THYF is High Yield Bonds. Their fees differ too: 0.40% for TEMR and 0.56% for THYF.

Portfolio Optimizer

Find the right allocation for TEMR and THYF

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