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TGRW vs. TOUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGRW vs. TOUS - Performance Comparison

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

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TGRW vs. TOUS - Yearly Performance Comparison


2026 (YTD)202520242023
TGRW
T. Rowe Price Growth Stock ETF
-11.02%15.62%29.94%11.91%
TOUS
T. Rowe Price International Equity ETF
2.03%34.00%3.63%3.38%

Returns By Period

In the year-to-date period, TGRW achieves a -11.02% return, which is significantly lower than TOUS's 2.03% return.


TGRW

1D
1.10%
1M
-5.00%
YTD
-11.02%
6M
-10.46%
1Y
13.39%
3Y*
19.40%
5Y*
6.67%
10Y*

TOUS

1D
1.91%
1M
-5.17%
YTD
2.03%
6M
5.56%
1Y
22.45%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGRW vs. TOUS - Expense Ratio Comparison

TGRW has a 0.52% expense ratio, which is higher than TOUS's 0.50% expense ratio.


Return for Risk

TGRW vs. TOUS — Risk / Return Rank

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

TGRW
TGRW Risk / Return Rank: 3030
Overall Rank
TGRW Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TGRW Sortino Ratio Rank: 3232
Sortino Ratio Rank
TGRW Omega Ratio Rank: 3232
Omega Ratio Rank
TGRW Calmar Ratio Rank: 3030
Calmar Ratio Rank
TGRW Martin Ratio Rank: 2929
Martin Ratio Rank

TOUS
TOUS Risk / Return Rank: 6969
Overall Rank
TOUS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TOUS Sortino Ratio Rank: 7070
Sortino Ratio Rank
TOUS Omega Ratio Rank: 6969
Omega Ratio Rank
TOUS Calmar Ratio Rank: 6868
Calmar Ratio Rank
TOUS Martin Ratio Rank: 6666
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.

TGRW vs. TOUS - Risk-Adjusted Trends Comparison

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


TGRWTOUSDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.30

-0.71

Sortino ratio

Return per unit of downside risk

1.01

1.83

-0.82

Omega ratio

Gain probability vs. loss probability

1.14

1.27

-0.13

Calmar ratio

Return relative to maximum drawdown

0.77

1.84

-1.08

Martin ratio

Return relative to average drawdown

2.54

7.08

-4.54

TGRW vs. TOUS - Sharpe Ratio Comparison

The current TGRW Sharpe Ratio is 0.58, which is lower than the TOUS Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of TGRW and TOUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TGRWTOUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.30

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.99

-0.60

Correlation

The correlation between TGRW and TOUS is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TGRW vs. TOUS - Dividend Comparison

TGRW has not paid dividends to shareholders, while TOUS's dividend yield for the trailing twelve months is around 1.71%.


TTM202520242023202220212020
TGRW
T. Rowe Price Growth Stock ETF
0.00%0.00%0.00%0.01%0.00%0.40%0.21%
TOUS
T. Rowe Price International Equity ETF
1.71%1.74%3.01%0.50%0.00%0.00%0.00%

Drawdowns

TGRW vs. TOUS - Drawdown Comparison

The maximum TGRW drawdown since its inception was -43.33%, which is greater than TOUS's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for TGRW and TOUS.


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Drawdown Indicators


TGRWTOUSDifference

Max Drawdown

Largest peak-to-trough decline

-43.33%

-14.29%

-29.04%

Max Drawdown (1Y)

Largest decline over 1 year

-18.84%

-12.23%

-6.61%

Max Drawdown (5Y)

Largest decline over 5 years

-43.33%

Current Drawdown

Current decline from peak

-14.75%

-7.61%

-7.14%

Average Drawdown

Average peak-to-trough decline

-12.72%

-2.79%

-9.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

3.18%

+2.51%

Volatility

TGRW vs. TOUS - Volatility Comparison

The current volatility for T. Rowe Price Growth Stock ETF (TGRW) is 7.19%, while T. Rowe Price International Equity ETF (TOUS) has a volatility of 7.64%. This indicates that TGRW 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


TGRWTOUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

7.64%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.22%

11.42%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

23.02%

17.35%

+5.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.28%

14.86%

+8.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.20%

14.86%

+8.34%