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TGRW vs. SGRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGRW vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Growth Stock ETF (TGRW) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TGRW achieves a 0.74% return, which is significantly lower than SGRT's 45.10% return.


TGRW

1D
-1.34%
1M
-3.27%
YTD
0.74%
6M
-0.34%
1Y
15.30%
3Y*
19.72%
5Y*
7.54%
10Y*

SGRT

1D
-5.57%
1M
3.81%
YTD
45.10%
6M
41.12%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGRW vs. SGRT - Yearly Performance Comparison


2026 (YTD)2025
TGRW
T. Rowe Price Growth Stock ETF
0.74%6.06%
SGRT
SMART Earnings Growth 30 ETF
45.10%26.83%

Correlation

The correlation between TGRW and SGRT is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.66

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Return for Risk

TGRW vs. SGRT — Risk / Return Rank

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

TGRW
TGRW Risk / Return Rank: 2323
Overall Rank
TGRW Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
TGRW Sortino Ratio Rank: 2525
Sortino Ratio Rank
TGRW Omega Ratio Rank: 2424
Omega Ratio Rank
TGRW Calmar Ratio Rank: 1919
Calmar Ratio Rank
TGRW Martin Ratio Rank: 2222
Martin Ratio Rank

SGRT

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

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.

TGRW vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock ETF (TGRW) and SMART Earnings Growth 30 ETF (SGRT). 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.


TGRWSGRTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

0.82

Martin ratioReturn relative to average drawdown

2.53

TGRW vs. SGRT - Sharpe Ratio Comparison


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Drawdowns

TGRW vs. SGRT - Drawdown Comparison

The maximum TGRW drawdown since its inception was -43.33%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for TGRW and SGRT.


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Drawdown Indicators


TGRWSGRTDifference

Max Drawdown

Largest peak-to-trough decline

-43.33%

-17.87%

-25.46%

Max Drawdown (1Y)

Largest decline over 1 year

-18.84%

Max Drawdown (3Y)

Largest decline over 3 years

-23.18%

Max Drawdown (5Y)

Largest decline over 5 years

-43.33%

Current Drawdown

Current decline from peak

-6.51%

-5.57%

-0.94%

Average Drawdown

Average peak-to-trough decline

-12.40%

-3.22%

-9.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.05%

Volatility

TGRW vs. SGRT - Volatility Comparison


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Volatility by Period


TGRWSGRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.54%

Volatility (1Y)

Calculated over the trailing 1-year period

17.40%

35.41%

-18.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.40%

35.41%

-12.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.04%

35.41%

-12.37%

TGRW vs. SGRT - Expense Ratio Comparison

TGRW has a 0.52% expense ratio, which is lower than SGRT's 0.59% expense ratio.


Dividends

TGRW vs. SGRT - Dividend Comparison

TGRW has not paid dividends to shareholders, while SGRT's dividend yield for the trailing twelve months is around 0.11%.


PositionTTM202520242023202220212020
SGRT
SMART Earnings Growth 30 ETF
0.11%0.16%0.00%0.00%0.00%0.00%0.00%
TGRW
T. Rowe Price Growth Stock ETF
0.00%0.00%0.00%0.01%0.00%0.40%0.21%

Frequently Asked Questions


TGRW and SGRT have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TGRW is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TGRW is cheaper with a 0.52% expense ratio, compared with 0.59% for SGRT.

SGRT has the higher dividend yield at 0.11%, compared with 0.00% for TGRW.

Their fees differ too: 0.52% for TGRW and 0.59% for SGRT.

Portfolio Optimizer

Find the right allocation for TGRW and SGRT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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