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TEQI vs. TCHP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TEQI and TCHP is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

TEQI vs. TCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Equity Income ETF (TEQI) and T. Rowe Price Blue Chip Growth ETF (TCHP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TEQI:

0.38

TCHP:

0.65

Sortino Ratio

TEQI:

0.72

TCHP:

1.09

Omega Ratio

TEQI:

1.10

TCHP:

1.15

Calmar Ratio

TEQI:

0.48

TCHP:

0.75

Martin Ratio

TEQI:

1.78

TCHP:

2.45

Ulcer Index

TEQI:

3.98%

TCHP:

6.99%

Daily Std Dev

TEQI:

16.27%

TCHP:

25.71%

Max Drawdown

TEQI:

-17.82%

TCHP:

-42.34%

Current Drawdown

TEQI:

-4.19%

TCHP:

-6.15%

Returns By Period

In the year-to-date period, TEQI achieves a 2.42% return, which is significantly higher than TCHP's -1.50% return.


TEQI

YTD

2.42%

1M

7.07%

6M

-2.76%

1Y

6.16%

5Y*

N/A

10Y*

N/A

TCHP

YTD

-1.50%

1M

11.30%

6M

-1.66%

1Y

16.68%

5Y*

N/A

10Y*

N/A

*Annualized

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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 Rank

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

TEQI
The Risk-Adjusted Performance Rank of TEQI is 5050
Overall Rank
The Sharpe Ratio Rank of TEQI is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of TEQI is 4646
Sortino Ratio Rank
The Omega Ratio Rank of TEQI is 4848
Omega Ratio Rank
The Calmar Ratio Rank of TEQI is 5757
Calmar Ratio Rank
The Martin Ratio Rank of TEQI is 5454
Martin Ratio Rank

TCHP
The Risk-Adjusted Performance Rank of TCHP is 7070
Overall Rank
The Sharpe Ratio Rank of TCHP is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of TCHP is 6969
Sortino Ratio Rank
The Omega Ratio Rank of TCHP is 7070
Omega Ratio Rank
The Calmar Ratio Rank of TCHP is 7575
Calmar Ratio Rank
The Martin Ratio Rank of TCHP is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current TEQI Sharpe Ratio is 0.38, which is lower than the TCHP Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of TEQI and TCHP, 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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Dividends

TEQI vs. TCHP - Dividend Comparison

TEQI's dividend yield for the trailing twelve months is around 1.68%, while TCHP has not paid dividends to shareholders.


TTM20242023202220212020
TEQI
T. Rowe Price Equity Income ETF
1.68%1.86%2.12%2.32%3.03%0.82%
TCHP
T. Rowe Price Blue Chip Growth ETF
0.00%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.


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Volatility

TEQI vs. TCHP - Volatility Comparison

The current volatility for T. Rowe Price Equity Income ETF (TEQI) is 4.76%, while T. Rowe Price Blue Chip Growth ETF (TCHP) has a volatility of 8.24%. 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.


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