TGRW vs. VBR
Compare and contrast key facts about T. Rowe Price Growth Stock ETF (TGRW) and Vanguard Small-Cap Value ETF (VBR).
TGRW and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TGRW is an actively managed fund by T. Rowe Price Group, Inc.. It was launched on Aug 4, 2020. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TGRW or VBR.
Key characteristics
| TGRW | VBR | |
|---|---|---|
| YTD Return | 30.23% | 19.15% |
| 1Y Return | 38.84% | 38.40% |
| 3Y Return (Ann) | 4.43% | 6.86% |
| Sharpe Ratio | 2.33 | 2.22 |
| Sortino Ratio | 3.03 | 3.15 |
| Omega Ratio | 1.43 | 1.39 |
| Calmar Ratio | 2.06 | 3.11 |
| Martin Ratio | 11.05 | 12.90 |
| Ulcer Index | 3.53% | 2.95% |
| Daily Std Dev | 16.73% | 17.17% |
| Max Drawdown | -43.33% | -62.01% |
| Current Drawdown | 0.00% | -1.23% |
Correlation
The correlation between TGRW and VBR is 0.59, 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.
Performance
TGRW vs. VBR - Performance Comparison
In the year-to-date period, TGRW achieves a 30.23% return, which is significantly higher than VBR's 19.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TGRW vs. VBR - Expense Ratio Comparison
TGRW has a 0.52% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
TGRW vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Growth Stock ETF (TGRW) and Vanguard Small-Cap Value ETF (VBR). 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.
Dividends
TGRW vs. VBR - Dividend Comparison
TGRW's dividend yield for the trailing twelve months is around 0.01%, less than VBR's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TGRW T. Rowe Price Growth Stock ETF | 0.01% | 0.01% | 0.00% | 0.40% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
TGRW vs. VBR - Drawdown Comparison
The maximum TGRW drawdown since its inception was -43.33%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for TGRW and VBR. For additional features, visit the drawdowns tool.
Volatility
TGRW vs. VBR - Volatility Comparison
The current volatility for T. Rowe Price Growth Stock ETF (TGRW) is 4.91%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 5.78%. This indicates that TGRW experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.