TGRT vs. GARP

In the year-to-date period, TGRT achieves a -5.60% return, which is significantly lower than GARP's -4.64% return.

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TGRT has a 0.38% expense ratio, which is higher than GARP's 0.15% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth ETF (TGRT) and iShares MSCI USA Quality GARP ETF (GARP). 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 TGRT Sharpe Ratio is 0.46, which is comparable to the GARP Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of TGRT and GARP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TGRT's dividend yield for the trailing twelve months is around 0.09%, less than GARP's 0.43% yield.

The maximum TGRT drawdown since its inception was -22.04%, smaller than the maximum GARP drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for TGRT and GARP. For additional features, visit the drawdowns tool.

T. Rowe Price Growth ETF (TGRT) and iShares MSCI USA Quality GARP ETF (GARP) have volatilities of 8.60% and 8.62%, 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.