TOUS vs. EAF
TOUS (T. Rowe Price International Equity ETF) is Foreign Large Cap Equities fund actively managed by T. Rowe Price, while EAF (GrafTech International Ltd.) is a stock. Over the past year, TOUS returned 21.42% vs -4.62% for EAF. At a 0.25 correlation, their price movements are largely independent.
Performance
TOUS vs. EAF - Performance Comparison
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Returns By Period
In the year-to-date period, TOUS achieves a 9.33% return, which is significantly higher than EAF's -36.04% return.
TOUS
- 1D
- -0.66%
- 1M
- 5.16%
- YTD
- 9.33%
- 6M
- 11.93%
- 1Y
- 21.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAF
- 1D
- -11.03%
- 1M
- 7.48%
- YTD
- -36.04%
- 6M
- -39.10%
- 1Y
- -4.62%
- 3Y*
- -40.71%
- 5Y*
- -40.13%
- 10Y*
- —
TOUS vs. EAF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TOUS T. Rowe Price International Equity ETF | 9.33% | 34.00% | 3.63% | 3.38% |
EAF GrafTech International Ltd. | -36.04% | -10.35% | -21.00% | -55.94% |
Correlation
The correlation between TOUS and EAF is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2023 | 0.25 |
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Return for Risk
TOUS vs. EAF — Risk / Return Rank
TOUS
EAF
TOUS vs. EAF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity ETF (TOUS) and GrafTech International Ltd. (EAF). 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.
| TOUS | EAF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.10 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | -0.06 | +1.82 |
| Martin ratioReturn relative to average drawdown | 6.40 | -0.12 | +6.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TOUS | EAF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | -0.04 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | -0.36 | +1.45 |
Drawdowns
TOUS vs. EAF - Drawdown Comparison
The maximum TOUS drawdown since its inception was -14.29%, smaller than the maximum EAF drawdown of -97.38%. Use the drawdown chart below to compare losses from any high point for TOUS and EAF.
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Drawdown Indicators
| TOUS | EAF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -97.38% | +83.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -73.61% | +61.38% |
Max Drawdown (3Y)Largest decline over 3 years | — | -90.11% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -96.03% | — |
Current DrawdownCurrent decline from peak | -1.00% | -95.03% | +94.03% |
Average DrawdownAverage peak-to-trough decline | -2.83% | -64.35% | +61.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 40.17% | -36.82% |
Volatility
TOUS vs. EAF - Volatility Comparison
The current volatility for T. Rowe Price International Equity ETF (TOUS) is 5.20%, while GrafTech International Ltd. (EAF) has a volatility of 24.49%. This indicates that TOUS experiences smaller price fluctuations and is considered to be less risky than EAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TOUS | EAF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 24.49% | -19.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.01% | 84.60% | -71.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 109.25% | -93.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 83.79% | -68.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 75.64% | -60.45% |
Dividends
TOUS vs. EAF - Dividend Comparison
TOUS's dividend yield for the trailing twelve months is around 1.59%, while EAF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EAF GrafTech International Ltd. | 0.00% | 0.00% | 0.00% | 0.91% | 0.84% | 0.34% | 1.08% | 2.93% | 8.17% |
TOUS T. Rowe Price International Equity ETF | 1.59% | 1.74% | 3.01% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TOUS and EAF have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAF has higher volatility (24.49%) compared to TOUS (5.20%). In terms of maximum drawdown, TOUS dropped -14.29% vs EAF's -97.38%.
TOUS currently has the higher Sharpe Ratio (1.41 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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