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TGRT vs. QGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGRT vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Growth ETF (TGRT) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TGRT achieves a 5.49% return, which is significantly lower than QGRW's 15.43% return.


TGRT

1D
-1.41%
1M
4.44%
YTD
5.49%
6M
5.18%
1Y
21.59%
3Y*
5Y*
10Y*

QGRW

1D
-1.04%
1M
9.03%
YTD
15.43%
6M
14.57%
1Y
35.66%
3Y*
29.10%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGRT vs. QGRW - Yearly Performance Comparison


2026 (YTD)202520242023
TGRT
T. Rowe Price Growth ETF
5.49%16.94%32.85%12.79%
QGRW
WisdomTree U.S. Quality Growth Fund
15.43%19.20%34.85%11.57%

Correlation

The correlation between TGRT and QGRW is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2023

0.97

The correlation between TGRT and QGRW has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

TGRT vs. QGRW - Sectors Allocation Comparison


Sectors
TGRT
QGRW

Technology

54.2%
52.1%

Communication Services

14.0%
17.8%

Consumer Cyclical

11.1%
12.4%

Healthcare

8.0%
4.3%

Financial Services

5.3%
4.1%

Industrials

4.6%
8.0%

Consumer Defensive

1.5%
0.5%

Utilities

0.5%
0.4%

Basic Materials

0.4%

-

Energy

0.2%
0.6%

Real Estate

-

-

Technology

TGRT
54.2%
QGRW
52.1%

Communication Services

TGRT
14.0%
QGRW
17.8%

Consumer Cyclical

TGRT
11.1%
QGRW
12.4%

Healthcare

TGRT
8.0%
QGRW
4.3%

Financial Services

TGRT
5.3%
QGRW
4.1%

Industrials

TGRT
4.6%
QGRW
8.0%

Consumer Defensive

TGRT
1.5%
QGRW
0.5%

Utilities

TGRT
0.5%
QGRW
0.4%

Basic Materials

TGRT
0.4%
QGRW

-

Energy

TGRT
0.2%
QGRW
0.6%

Real Estate

TGRT

-

QGRW

-

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Return for Risk

TGRT vs. QGRW — Risk / Return Rank

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

TGRT
TGRT Risk / Return Rank: 3232
Overall Rank
TGRT Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TGRT Sortino Ratio Rank: 3535
Sortino Ratio Rank
TGRT Omega Ratio Rank: 3636
Omega Ratio Rank
TGRT Calmar Ratio Rank: 2525
Calmar Ratio Rank
TGRT Martin Ratio Rank: 2828
Martin Ratio Rank

QGRW
QGRW Risk / Return Rank: 5454
Overall Rank
QGRW Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5656
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5757
Omega Ratio Rank
QGRW Calmar Ratio Rank: 4646
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5252
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.

TGRT vs. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth ETF (TGRT) and WisdomTree U.S. Quality Growth Fund (QGRW). 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.


TGRTQGRWDifference

Sharpe ratio

Return per unit of total volatility

1.35

2.06

-0.71

Sortino ratio

Return per unit of downside risk

1.88

2.75

-0.87

Omega ratio

Gain probability vs. loss probability

1.24

1.35

-0.12

Calmar ratio

Return relative to maximum drawdown

1.21

2.32

-1.11

Martin ratio

Return relative to average drawdown

3.98

9.08

-5.10

TGRT vs. QGRW - Sharpe Ratio Comparison

The current TGRT Sharpe Ratio is 1.35, which is lower than the QGRW Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of TGRT and QGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TGRTQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

2.06

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

1.66

-0.44

Drawdowns

TGRT vs. QGRW - Drawdown Comparison

The maximum TGRT drawdown since its inception was -22.04%, smaller than the maximum QGRW drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for TGRT and QGRW.


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Drawdown Indicators


TGRTQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-22.04%

-24.40%

+2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-17.89%

-15.44%

-2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-24.40%

Current Drawdown

Current decline from peak

-1.77%

-1.33%

-0.44%

Average Drawdown

Average peak-to-trough decline

-3.27%

-3.26%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

3.94%

+1.50%

Volatility

TGRT vs. QGRW - Volatility Comparison

The current volatility for T. Rowe Price Growth ETF (TGRT) is 3.66%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 4.71%. This indicates that TGRT experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGRTQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

4.71%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

13.67%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.10%

17.40%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

21.08%

-1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.09%

21.08%

-1.99%

TGRT vs. QGRW - Expense Ratio Comparison

TGRT has a 0.38% expense ratio, which is higher than QGRW's 0.28% expense ratio.


Dividends

TGRT vs. QGRW - Dividend Comparison

TGRT's dividend yield for the trailing twelve months is around 0.07%, which matches QGRW's 0.07% yield.


PositionTTM202520242023
QGRW
WisdomTree U.S. Quality Growth Fund
0.07%0.09%0.14%0.11%
TGRT
T. Rowe Price Growth ETF
0.07%0.08%0.09%0.06%

Frequently Asked Questions


With a correlation of 0.97, TGRT and QGRW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

QGRW has higher volatility (4.71%) compared to TGRT (3.66%). In terms of maximum drawdown, TGRT dropped -22.04% vs QGRW's -24.40%.

On 1-year performance, QGRW leads with 35.66% vs 21.59% for TGRT. On fees, QGRW is cheaper at 0.28% per year. On volatility, TGRT has been the lower-risk option at 3.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QGRW has performed better with a 35.66% return vs 21.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QGRW is cheaper with a 0.28% expense ratio, compared with 0.38% for TGRT.

TGRT and QGRW have nearly identical dividend yields, around 0.07%.

They also come from different issuers: T. Rowe Price and WisdomTree. Their fees differ too: 0.38% for TGRT and 0.28% for QGRW.

QGRW currently has the higher Sharpe Ratio (2.06 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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