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TGRT vs. TOUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGRT vs. TOUS - 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 International Equity ETF (TOUS). 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 TOUS's 9.33% return.


TGRT

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

TOUS

1D
-0.66%
1M
5.16%
YTD
9.33%
6M
11.93%
1Y
21.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGRT vs. TOUS - Yearly Performance Comparison


2026 (YTD)202520242023
TGRT
T. Rowe Price Growth ETF
5.49%16.94%32.85%12.79%
TOUS
T. Rowe Price International Equity ETF
9.33%34.00%3.63%3.38%

Correlation

The correlation between TGRT and TOUS is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.59

The correlation between TGRT and TOUS has been stable across timeframes, ranging from 0.59 to 0.61 - a consistent structural relationship.

TGRT vs. TOUS - Sectors Allocation Comparison


Sectors
TGRT
TOUS

Technology

54.2%
13.0%

Communication Services

14.0%
4.6%

Consumer Cyclical

11.1%
7.3%

Healthcare

8.0%
10.1%

Financial Services

5.3%
22.2%

Industrials

4.6%
19.7%

Consumer Defensive

1.5%
6.9%

Utilities

0.5%
3.4%

Basic Materials

0.4%
5.5%

Energy

0.2%
5.5%

Real Estate

-

1.9%

Technology

TGRT
54.2%
TOUS
13.0%

Communication Services

TGRT
14.0%
TOUS
4.6%

Consumer Cyclical

TGRT
11.1%
TOUS
7.3%

Healthcare

TGRT
8.0%
TOUS
10.1%

Financial Services

TGRT
5.3%
TOUS
22.2%

Industrials

TGRT
4.6%
TOUS
19.7%

Consumer Defensive

TGRT
1.5%
TOUS
6.9%

Utilities

TGRT
0.5%
TOUS
3.4%

Basic Materials

TGRT
0.4%
TOUS
5.5%

Energy

TGRT
0.2%
TOUS
5.5%

Real Estate

TGRT

-

TOUS
1.9%

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Return for Risk

TGRT vs. TOUS — 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

TOUS
TOUS Risk / Return Rank: 3939
Overall Rank
TOUS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TOUS Sortino Ratio Rank: 4141
Sortino Ratio Rank
TOUS Omega Ratio Rank: 4040
Omega Ratio Rank
TOUS Calmar Ratio Rank: 3636
Calmar Ratio Rank
TOUS Martin Ratio Rank: 4040
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. TOUS - 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 International Equity ETF (TOUS). 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.


TGRTTOUSDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratioReturn relative to maximum drawdown

1.21

1.76

-0.55

Martin ratioReturn relative to average drawdown

3.98

6.40

-2.42

TGRT vs. TOUS - Sharpe Ratio Comparison

The current TGRT Sharpe Ratio is 1.35, which is comparable to the TOUS Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of TGRT and TOUS, 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


TGRTTOUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.41

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

1.09

+0.13

Drawdowns

TGRT vs. TOUS - Drawdown Comparison

The maximum TGRT drawdown since its inception was -22.04%, which is greater than TOUS's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for TGRT and TOUS.


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Drawdown Indicators


TGRTTOUSDifference

Max Drawdown

Largest peak-to-trough decline

-22.04%

-14.29%

-7.75%

Max Drawdown (1Y)

Largest decline over 1 year

-17.89%

-12.23%

-5.66%

Current Drawdown

Current decline from peak

-1.77%

-1.00%

-0.77%

Average Drawdown

Average peak-to-trough decline

-3.27%

-2.83%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

3.35%

+2.09%

Volatility

TGRT vs. TOUS - Volatility Comparison

The current volatility for T. Rowe Price Growth ETF (TGRT) is 3.66%, while T. Rowe Price International Equity ETF (TOUS) has a volatility of 5.20%. This indicates that TGRT experiences smaller price fluctuations and is considered to be less risky than TOUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGRTTOUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

5.20%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

13.01%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.10%

15.30%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

15.19%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.09%

15.19%

+3.90%

TGRT vs. TOUS - Expense Ratio Comparison

TGRT has a 0.38% expense ratio, which is lower than TOUS's 0.50% expense ratio.


Dividends

TGRT vs. TOUS - Dividend Comparison

TGRT's dividend yield for the trailing twelve months is around 0.07%, less than TOUS's 1.59% yield.


PositionTTM202520242023
TGRT
T. Rowe Price Growth ETF
0.07%0.08%0.09%0.06%
TOUS
T. Rowe Price International Equity ETF
1.59%1.74%3.01%0.50%

Frequently Asked Questions


TGRT and TOUS have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TOUS has higher volatility (5.20%) compared to TGRT (3.66%). In terms of maximum drawdown, TGRT dropped -22.04% vs TOUS's -14.29%.

On 1-year performance, TGRT leads with 21.59% vs 21.42% for TOUS. On fees, TGRT is cheaper at 0.38% 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, TGRT has performed better with a 21.59% return vs 21.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TGRT is cheaper with a 0.38% expense ratio, compared with 0.50% for TOUS.

TOUS has the higher dividend yield at 1.59%, compared with 0.07% for TGRT.

TGRT is categorized as Large Cap Growth Equities, while TOUS is Foreign Large Cap Equities. Their fees differ too: 0.38% for TGRT and 0.50% for TOUS.

TOUS currently has the higher Sharpe Ratio (1.41 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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