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TGLB vs. TCHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGLB vs. TCHP - Performance Comparison

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

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Returns By Period

In the year-to-date period, TGLB achieves a 8.79% return, which is significantly higher than TCHP's 1.16% return.


TGLB

1D
-3.09%
1M
0.39%
YTD
8.79%
6M
8.19%
1Y
3Y*
5Y*
10Y*

TCHP

1D
-3.28%
1M
-1.21%
YTD
1.16%
6M
0.86%
1Y
16.84%
3Y*
23.24%
5Y*
11.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGLB vs. TCHP - Yearly Performance Comparison


Correlation

The correlation between TGLB and TCHP is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.81

TGLB vs. TCHP - Sectors Allocation Comparison


Sectors
TGLB
TCHP

Technology

32.3%
47.9%

Financial Services

15.7%
8.0%

Communication Services

9.0%
15.7%

Consumer Cyclical

8.4%
16.2%

Industrials

6.5%
3.6%

Basic Materials

6.0%
0.8%

Energy

3.5%

-

Healthcare

3.1%
6.6%

Consumer Defensive

1.1%
0.8%

Utilities

0.9%
0.5%

Real Estate

-

-

Technology

TGLB
32.3%
TCHP
47.9%

Financial Services

TGLB
15.7%
TCHP
8.0%

Communication Services

TGLB
9.0%
TCHP
15.7%

Consumer Cyclical

TGLB
8.4%
TCHP
16.2%

Industrials

TGLB
6.5%
TCHP
3.6%

Basic Materials

TGLB
6.0%
TCHP
0.8%

Energy

TGLB
3.5%
TCHP

-

Healthcare

TGLB
3.1%
TCHP
6.6%

Consumer Defensive

TGLB
1.1%
TCHP
0.8%

Utilities

TGLB
0.9%
TCHP
0.5%

Real Estate

TGLB

-

TCHP

-

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Return for Risk

TGLB vs. TCHP — Risk / Return Rank

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

TGLB

TCHP
TCHP Risk / Return Rank: 2626
Overall Rank
TCHP Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TCHP Sortino Ratio Rank: 2828
Sortino Ratio Rank
TCHP Omega Ratio Rank: 2828
Omega Ratio Rank
TCHP Calmar Ratio Rank: 2222
Calmar Ratio Rank
TCHP Martin Ratio Rank: 2525
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.

TGLB vs. TCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Equity ETF (TGLB) 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.


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

TGLB vs. TCHP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TGLBTCHPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.55

+0.40

Drawdowns

TGLB vs. TCHP - Drawdown Comparison

The maximum TGLB drawdown since its inception was -9.78%, smaller than the maximum TCHP drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for TGLB and TCHP.


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Drawdown Indicators


TGLBTCHPDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-42.34%

+32.56%

Max Drawdown (1Y)

Largest decline over 1 year

-17.50%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

Max Drawdown (5Y)

Largest decline over 5 years

-42.34%

Current Drawdown

Current decline from peak

-3.48%

-4.87%

+1.39%

Average Drawdown

Average peak-to-trough decline

-1.80%

-11.45%

+9.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

Volatility

TGLB vs. TCHP - Volatility Comparison


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Volatility by Period


TGLBTCHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

16.47%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

23.47%

-9.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

23.21%

-9.15%

TGLB vs. TCHP - Expense Ratio Comparison

TGLB has a 0.46% expense ratio, which is lower than TCHP's 0.57% expense ratio.


Dividends

TGLB vs. TCHP - Dividend Comparison

TGLB's dividend yield for the trailing twelve months is around 0.18%, while TCHP has not paid dividends to shareholders.


PositionTTM20252024202320222021
TCHP
T. Rowe Price Blue Chip Growth ETF
0.00%0.00%0.00%0.00%0.00%0.02%
TGLB
T. Rowe Price Global Equity ETF
0.18%0.20%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TGLB and TCHP have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TGLB is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TGLB is cheaper with a 0.46% expense ratio, compared with 0.57% for TCHP.

TGLB has the higher dividend yield at 0.18%, compared with 0.00% for TCHP.

TGLB is categorized as Global Equities, while TCHP is Large Cap Growth Equities. Their fees differ too: 0.46% for TGLB and 0.57% for TCHP.

Portfolio Optimizer

Find the right allocation for TGLB and TCHP

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