TEQI vs. TVAL

In the year-to-date period, TEQI achieves a 2.42% return, which is significantly lower than TVAL's 2.82% return.

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TEQI has a 0.54% expense ratio, which is higher than TVAL's 0.33% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income ETF (TEQI) and T. Rowe Price Value ETF (TVAL). 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 comparable to the TVAL Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of TEQI and TVAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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

The maximum TEQI drawdown since its inception was -17.82%, which is greater than TVAL's maximum drawdown of -14.84%. Use the drawdown chart below to compare losses from any high point for TEQI and TVAL. For additional features, visit the drawdowns tool.

T. Rowe Price Equity Income ETF (TEQI) and T. Rowe Price Value ETF (TVAL) have volatilities of 4.76% and 4.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.