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TGRT vs. TACU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGRT vs. TACU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Growth ETF (TGRT) and T. Rowe Price Active Core U.S. Equity ETF (TACU). 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 3.43% return, which is significantly lower than TACU's 11.39% return.


TGRT

1D
2.23%
1M
1.12%
6M
5.38%
YTD
3.43%
1Y
12.76%
3Y*
21.32%
5Y*
10Y*
ALL TIME*
21.01%

TACU

1D
1.43%
1M
1.69%
6M
9.46%
YTD
11.39%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.35K$75.73K$82.94K
$4.04M$3.96M$7.46M

TGRT vs. TACU - Yearly Performance Comparison


2026 (YTD)2025
TGRT
T. Rowe Price Growth ETF
3.43%-0.97%
TACU
T. Rowe Price Active Core U.S. Equity ETF
11.39%-0.70%

Correlation

The correlation between TGRT and TACU is 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.93

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Return for Risk

TGRT vs. TACU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TGRT
TGRT Risk / Return Rank: 2727
Overall Rank
TGRT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TGRT Sortino Ratio Rank: 2929
Sortino Ratio Rank
TGRT Omega Ratio Rank: 2828
Omega Ratio Rank
TGRT Calmar Ratio Rank: 2424
Calmar Ratio Rank
TGRT Martin Ratio Rank: 2727
Martin Ratio Rank

TACU

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TGRT vs. TACU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth ETF (TGRT) and T. Rowe Price Active Core U.S. Equity ETF (TACU). 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.


TGRTTACUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.72

Martin ratioReturn relative to average drawdown

2.20

TGRT vs. TACU - Sharpe Ratio Comparison


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Drawdowns

TGRT vs. TACU - Drawdown Comparison

The maximum TGRT drawdown since its inception was -22.04%, which is greater than TACU's maximum drawdown of -8.91%. Use the drawdown chart below to compare losses from any high point for TGRT and TACU.


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Drawdown Indicators


TGRTTACUDifference

Max Drawdown

Largest peak-to-trough decline

-22.04%

-8.91%

-13.13%

Max Drawdown (1Y)

Largest decline over 1 year

-17.89%

Max Drawdown (3Y)

Largest decline over 3 years

-22.04%

Current Drawdown

Current decline from peak

-3.69%

0.00%

-3.69%

Average Drawdown

Average peak-to-trough decline

-3.36%

-1.56%

-1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.82%

Volatility

TGRT vs. TACU - Volatility Comparison


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Volatility by Period


TGRTTACUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

Volatility (6M)

Calculated over the trailing 6-month period

14.34%

Volatility (1Y)

Calculated over the trailing 1-year period

17.69%

13.56%

+4.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

13.56%

+5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.22%

13.56%

+5.66%

TGRT vs. TACU - Expense Ratio Comparison

TGRT has a 0.38% expense ratio, which is higher than TACU's 0.14% expense ratio.


Dividends

TGRT vs. TACU - Dividend Comparison

TGRT's dividend yield for the trailing twelve months is around 0.08%, while TACU has not paid dividends to shareholders.


PositionTTM202520242023
TACU
T. Rowe Price Active Core U.S. Equity ETF
0.00%0.00%0.00%0.00%
TGRT
T. Rowe Price Growth ETF
0.08%0.08%0.09%0.06%

Frequently Asked Questions


With a correlation of 0.93, TGRT and TACU 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.

On fees, TACU is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TACU is cheaper with a 0.14% expense ratio, compared with 0.38% for TGRT.

TGRT has the higher dividend yield at 0.08%, compared with 0.00% for TACU.

TGRT is categorized as Large Cap Growth Equities, while TACU is Large Cap Blend Equities. Their fees differ too: 0.38% for TGRT and 0.14% for TACU.

Portfolio Optimizer

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