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 3 years, TOUS returned 17.54%/yr vs -46.72%/yr for EAF. At a 0.26 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 9.19% return, which is significantly higher than EAF's -54.55% return.
TOUS
- 1D
- 0.00%
- 1M
- 0.43%
- YTD
- 9.19%
- 6M
- 9.00%
- 1Y
- 20.27%
- 3Y*
- 17.54%
- 5Y*
- —
- 10Y*
- —
EAF
- 1D
- 0.43%
- 1M
- -22.53%
- YTD
- -54.55%
- 6M
- -57.83%
- 1Y
- -34.11%
- 3Y*
- -46.72%
- 5Y*
- -43.16%
- 10Y*
- —
TOUS vs. EAF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TOUS T. Rowe Price International Equity ETF | 9.19% | 34.00% | 3.63% | 3.45% |
EAF GrafTech International Ltd. | -54.55% | -10.35% | -21.00% | -55.67% |
Correlation
The correlation between TOUS and EAF is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2023 | 0.26 |
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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.
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.
| TOUS | EAF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.60 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.03 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | -0.46 | +2.13 |
| Martin ratioReturn relative to average drawdown | 6.04 | -0.81 | +6.85 |
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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 | -14.29% | -90.11% | +75.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -96.03% | — |
Current DrawdownCurrent decline from peak | -2.03% | -96.47% | +94.44% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -64.53% | +61.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 42.18% | -38.82% |
Volatility
TOUS vs. EAF - Volatility Comparison
The current volatility for T. Rowe Price International Equity ETF (TOUS) is 5.25%, while GrafTech International Ltd. (EAF) has a volatility of 25.37%. 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 | 5.25% | 25.37% | -20.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.73% | 84.34% | -70.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 107.22% | -91.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 84.15% | -68.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 75.65% | -60.35% |
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 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAF has higher volatility (25.37%) compared to TOUS (5.25%). In terms of maximum drawdown, TOUS dropped -14.29% vs EAF's -97.38%.
TOUS currently has the higher Sharpe Ratio (1.28 vs -0.32), 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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