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TMSF vs. TCHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMSF vs. TCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Multi-Sector Income ETF (TMSF) and T. Rowe Price Blue Chip Growth ETF (TCHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMSF achieves a 1.92% return, which is significantly higher than TCHP's -1.95% return.


TMSF

1D
0.15%
1M
0.70%
YTD
1.92%
6M
2.16%
1Y
3Y*
5Y*
10Y*

TCHP

1D
-0.22%
1M
-5.29%
YTD
-1.95%
6M
-3.17%
1Y
10.84%
3Y*
21.33%
5Y*
9.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMSF vs. TCHP - Yearly Performance Comparison


Correlation

The correlation between TMSF and TCHP is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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Return for Risk

TMSF vs. TCHP — Risk / Return Rank

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

TMSF

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


TCHP
TCHP Risk / Return Rank: 1919
Overall Rank
TCHP Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TCHP Sortino Ratio Rank: 1919
Sortino Ratio Rank
TCHP Omega Ratio Rank: 1818
Omega Ratio Rank
TCHP Calmar Ratio Rank: 1717
Calmar Ratio Rank
TCHP Martin Ratio Rank: 1919
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.

TMSF vs. TCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Multi-Sector Income ETF (TMSF) and T. Rowe Price Blue Chip Growth ETF (TCHP). 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.


TMSFTCHPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.62

Martin ratioReturn relative to average drawdown

2.01

TMSF vs. TCHP - Sharpe Ratio Comparison


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Drawdowns

TMSF vs. TCHP - Drawdown Comparison

The maximum TMSF drawdown since its inception was -2.28%, smaller than the maximum TCHP drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for TMSF and TCHP.


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Drawdown Indicators


TMSFTCHPDifference

Max Drawdown

Largest peak-to-trough decline

-2.28%

-42.34%

+40.06%

Max Drawdown (1Y)

Largest decline over 1 year

-17.50%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

Max Drawdown (5Y)

Largest decline over 5 years

-42.34%

Current Drawdown

Current decline from peak

-0.20%

-7.79%

+7.59%

Average Drawdown

Average peak-to-trough decline

-0.37%

-11.40%

+11.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

Volatility

TMSF vs. TCHP - Volatility Comparison


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Volatility by Period


TMSFTCHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

Volatility (6M)

Calculated over the trailing 6-month period

13.38%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

17.13%

-14.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.92%

23.58%

-20.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.92%

23.21%

-20.29%

TMSF vs. TCHP - Expense Ratio Comparison

TMSF has a 0.37% expense ratio, which is lower than TCHP's 0.57% expense ratio.


Dividends

TMSF vs. TCHP - Dividend Comparison

TMSF's dividend yield for the trailing twelve months is around 3.05%, while TCHP has not paid dividends to shareholders.


PositionTTM20252024202320222021
TCHP
T. Rowe Price Blue Chip Growth ETF
0.00%0.00%0.00%0.00%0.00%0.02%
TMSF
T. Rowe Price Multi-Sector Income ETF
3.05%0.75%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TMSF and TCHP have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TMSF is cheaper at 0.37% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TMSF is cheaper with a 0.37% expense ratio, compared with 0.57% for TCHP.

TMSF has the higher dividend yield at 3.05%, compared with 0.00% for TCHP.

TMSF is categorized as Multisector Bonds, while TCHP is Large Cap Growth Equities. Their fees differ too: 0.37% for TMSF and 0.57% for TCHP.

Portfolio Optimizer

Find the right allocation for TMSF and TCHP

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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