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TGRW vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TGRW and VTI is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

TGRW vs. VTI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TGRW:

0.59

VTI:

0.65

Sortino Ratio

TGRW:

1.01

VTI:

1.08

Omega Ratio

TGRW:

1.14

VTI:

1.16

Calmar Ratio

TGRW:

0.67

VTI:

0.71

Martin Ratio

TGRW:

2.17

VTI:

2.68

Ulcer Index

TGRW:

7.14%

VTI:

5.10%

Daily Std Dev

TGRW:

25.28%

VTI:

20.25%

Max Drawdown

TGRW:

-43.33%

VTI:

-55.45%

Current Drawdown

TGRW:

-5.05%

VTI:

-4.19%

Returns By Period

In the year-to-date period, TGRW achieves a -0.81% return, which is significantly lower than VTI's 0.21% return.


TGRW

YTD

-0.81%

1M

13.16%

6M

-1.29%

1Y

14.89%

5Y*

N/A

10Y*

N/A

VTI

YTD

0.21%

1M

9.56%

6M

-1.64%

1Y

13.05%

5Y*

16.81%

10Y*

12.09%

*Annualized

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TGRW vs. VTI - Expense Ratio Comparison

TGRW has a 0.52% expense ratio, which is higher than VTI's 0.03% expense ratio.


Risk-Adjusted Performance

TGRW vs. VTI — Risk-Adjusted Performance Rank

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

TGRW
The Risk-Adjusted Performance Rank of TGRW is 6060
Overall Rank
The Sharpe Ratio Rank of TGRW is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of TGRW is 6060
Sortino Ratio Rank
The Omega Ratio Rank of TGRW is 6161
Omega Ratio Rank
The Calmar Ratio Rank of TGRW is 6666
Calmar Ratio Rank
The Martin Ratio Rank of TGRW is 5858
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6565
Overall Rank
The Sharpe Ratio Rank of VTI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TGRW vs. VTI - Risk-Adjusted Performance Comparison

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


The current TGRW Sharpe Ratio is 0.59, which is comparable to the VTI Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of TGRW and VTI, 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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Dividends

TGRW vs. VTI - Dividend Comparison

TGRW has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
TGRW
T. Rowe Price Growth Stock ETF
0.00%0.00%0.01%0.00%0.40%0.21%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.30%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

TGRW vs. VTI - Drawdown Comparison

The maximum TGRW drawdown since its inception was -43.33%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TGRW and VTI. For additional features, visit the drawdowns tool.


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Volatility

TGRW vs. VTI - Volatility Comparison

T. Rowe Price Growth Stock ETF (TGRW) has a higher volatility of 7.65% compared to Vanguard Total Stock Market ETF (VTI) at 6.18%. This indicates that TGRW's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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