TGLB vs. VEGA
TGLB (T. Rowe Price Global Equity ETF) and VEGA (AdvisorShares STAR Global Buy-Write ETF) are both Global Equities funds. Over the past year, TGLB returned 13.13% vs 15.56% for VEGA. Their correlation of 0.85 suggests significant overlap in exposure. TGLB charges 0.46%/yr vs 2.02%/yr for VEGA.
Performance
TGLB vs. VEGA - Performance Comparison
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Returns By Period
In the year-to-date period, TGLB achieves a 8.78% return, which is significantly higher than VEGA's 5.78% return.
TGLB
- 1D
- 0.09%
- 1M
- -1.24%
- YTD
- 8.78%
- 6M
- 7.27%
- 1Y
- 13.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VEGA
- 1D
- 0.19%
- 1M
- -0.87%
- YTD
- 5.78%
- 6M
- 4.86%
- 1Y
- 15.56%
- 3Y*
- 13.03%
- 5Y*
- 6.70%
- 10Y*
- 8.13%
TGLB vs. VEGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TGLB T. Rowe Price Global Equity ETF | 8.78% | 3.99% |
VEGA AdvisorShares STAR Global Buy-Write ETF | 5.78% | 9.24% |
Correlation
The correlation between TGLB and VEGA is 0.85, 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 26, 2025 | 0.85 |
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Return for Risk
TGLB vs. VEGA — Risk / Return Rank
TGLB
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VEGA
TGLB vs. VEGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Equity ETF (TGLB) and AdvisorShares STAR Global Buy-Write ETF (VEGA). 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.
| TGLB | VEGA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.28 | — |
| Martin ratioReturn relative to average drawdown | — | 9.91 | — |
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Drawdowns
TGLB vs. VEGA - Drawdown Comparison
The maximum TGLB drawdown since its inception was -9.78%, smaller than the maximum VEGA drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for TGLB and VEGA.
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Drawdown Indicators
| TGLB | VEGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.78% | -28.37% | +18.59% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -6.86% | -2.92% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.62% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.78% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.37% | — |
Current DrawdownCurrent decline from peak | -3.49% | -1.74% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -1.83% | -3.78% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.57% | — |
Volatility
TGLB vs. VEGA - Volatility Comparison
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Volatility by Period
| TGLB | VEGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.77% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.05% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.21% | 9.51% | +4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 12.36% | +1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 12.74% | +1.47% |
TGLB vs. VEGA - Expense Ratio Comparison
TGLB has a 0.46% expense ratio, which is lower than VEGA's 2.02% expense ratio.
Dividends
TGLB vs. VEGA - Dividend Comparison
TGLB's dividend yield for the trailing twelve months is around 0.18%, less than VEGA's 1.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
TGLB T. Rowe Price Global Equity ETF | 0.18% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEGA AdvisorShares STAR Global Buy-Write ETF | 1.27% | 1.34% | 1.05% | 1.12% | 1.89% | 0.55% | 0.28% | 0.44% | 0.45% | 0.00% | 0.81% |
Frequently Asked Questions
TGLB and VEGA have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, VEGA leads with 15.56% vs 13.13% for TGLB. 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.
Over the 1-year period, VEGA has performed better with a 15.56% return vs 13.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TGLB is cheaper with a 0.46% expense ratio, compared with 2.02% for VEGA.
VEGA has the higher dividend yield at 1.27%, compared with 0.18% for TGLB.
They also come from different issuers: T. Rowe Price and AdvisorShares. Their fees differ too: 0.46% for TGLB and 2.02% for VEGA.
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