TGRT vs. BBHL

Last updated Apr 3, 2026

Compare and contrast key facts about T. Rowe Price Growth ETF (TGRT) and BBH Select Large Cap ETF (BBHL).

TGRT and BBHL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TGRT is an actively managed fund by T. Rowe Price. It was launched on Jun 14, 2023. BBHL is a passively managed fund by BBH that tracks the performance of the Actively Managed. It was launched on Sep 9, 2019.

Performance

TGRT vs. BBHL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Growth ETF (TGRT) and BBH Select Large Cap ETF (BBHL). The values are adjusted to include any dividend payments, if applicable.

TGRT vs. BBHL - Yearly Performance Comparison

	2026 (YTD)	2025
TGRT T. Rowe Price Growth ETF	-10.12%	1.91%
BBHL BBH Select Large Cap ETF	-6.30%	2.72%

Returns By Period

In the year-to-date period, TGRT achieves a -10.12% return, which is significantly lower than BBHL's -6.30% return.

TGRT

• 1D: 0.18%
• 1M: -3.88%
• YTD: -10.12%
• 6M: -9.40%
• 1Y: 13.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BBHL

• 1D: 0.23%
• 1M: -4.04%
• YTD: -6.30%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TGRT vs. BBHL - Expense Ratio Comparison

TGRT has a 0.38% expense ratio, which is lower than BBHL's 0.71% expense ratio.

BBHL

BBH Select Large Cap ETF

TGRT

T. Rowe Price Growth ETF

Return for Risk

TGRT vs. BBHL — Risk / Return Rank

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

TGRT

TGRT Risk / Return Rank: 30
TGRT Sharpe Ratio Rank: 30
TGRT Sortino Ratio Rank: 33
TGRT Omega Ratio Rank: 32
TGRT Calmar Ratio Rank: 27
TGRT Martin Ratio Rank: 27

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.

TGRT vs. BBHL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth ETF (TGRT) and BBH Select Large Cap ETF (BBHL). 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.

	TGRT	BBHL	Difference
Sharpe ratio Return per unit of total volatility	0.62	—	—
Sortino ratio Return per unit of downside risk	1.05	—	—
Omega ratio Gain probability vs. loss probability	1.14	—	—
Calmar ratio Return relative to maximum drawdown	0.83	—	—
Martin ratio Return relative to average drawdown	2.77	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TGRT	BBHL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.92	-0.76	+1.68

Correlation

The correlation between TGRT and BBHL is 0.84, 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.

Dividends

TGRT vs. BBHL - Dividend Comparison

TGRT's dividend yield for the trailing twelve months is around 0.09%, while BBHL has not paid dividends to shareholders.

	TTM	2025	2024	2023
TGRT T. Rowe Price Growth ETF	0.09%	0.08%	0.09%	0.06%
BBHL BBH Select Large Cap ETF	0.00%	0.00%	0.00%	0.00%

Drawdowns

TGRT vs. BBHL - Drawdown Comparison

The maximum TGRT drawdown since its inception was -22.04%, which is greater than BBHL's maximum drawdown of -11.99%. Use the drawdown chart below to compare losses from any high point for TGRT and BBHL.

Drawdown Indicators

	TGRT	BBHL	Difference
Max Drawdown Largest peak-to-trough decline	-22.04%	-11.99%	-10.05%
Max Drawdown (1Y) Largest decline over 1 year	-17.89%	—	—
Current Drawdown Current decline from peak	-13.59%	-9.20%	-4.39%
Average Drawdown Average peak-to-trough decline	-3.27%	-3.48%	+0.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.37%	—	—

Volatility

Volatility by Period

	TGRT	BBHL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.34%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.67%	12.98%	+9.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.29%	12.98%	+6.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.29%	12.98%	+6.31%