TEQI vs. TCHP
Compare and contrast key facts about T. Rowe Price Equity Income ETF (TEQI) and T. Rowe Price Blue Chip Growth ETF (TCHP).
TEQI and TCHP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TEQI is an actively managed fund by T. Rowe Price Group, Inc.. It was launched on Aug 4, 2020. TCHP is an actively managed fund by T. Rowe Price Group, Inc.. It was launched on Aug 4, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEQI or TCHP.
Key characteristics
| TEQI | TCHP | |
|---|---|---|
| YTD Return | 18.42% | 36.22% |
| 1Y Return | 32.33% | 47.93% |
| 3Y Return (Ann) | 8.21% | 7.11% |
| Sharpe Ratio | 2.92 | 2.69 |
| Sortino Ratio | 4.14 | 3.49 |
| Omega Ratio | 1.53 | 1.49 |
| Calmar Ratio | 3.32 | 2.63 |
| Martin Ratio | 20.57 | 14.09 |
| Ulcer Index | 1.51% | 3.31% |
| Daily Std Dev | 10.63% | 17.32% |
| Max Drawdown | -17.82% | -42.34% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TEQI and TCHP is 0.55, 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.
Performance
TEQI vs. TCHP - Performance Comparison
In the year-to-date period, TEQI achieves a 18.42% return, which is significantly lower than TCHP's 36.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TEQI vs. TCHP - Expense Ratio Comparison
TEQI has a 0.54% expense ratio, which is lower than TCHP's 0.57% expense ratio.
Risk-Adjusted Performance
TEQI vs. TCHP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income ETF (TEQI) and T. Rowe Price Blue Chip Growth ETF (TCHP). 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.
Dividends
TEQI vs. TCHP - Dividend Comparison
TEQI's dividend yield for the trailing twelve months is around 1.83%, while TCHP has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
TEQI T. Rowe Price Equity Income ETF | 1.83% | 2.12% | 2.32% | 3.03% | 0.82% |
TCHP T. Rowe Price Blue Chip Growth ETF | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% |
Drawdowns
TEQI vs. TCHP - Drawdown Comparison
The maximum TEQI drawdown since its inception was -17.82%, smaller than the maximum TCHP drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for TEQI and TCHP. For additional features, visit the drawdowns tool.
Volatility
TEQI vs. TCHP - Volatility Comparison
The current volatility for T. Rowe Price Equity Income ETF (TEQI) is 3.53%, while T. Rowe Price Blue Chip Growth ETF (TCHP) has a volatility of 4.92%. This indicates that TEQI experiences smaller price fluctuations and is considered to be less risky than TCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.