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TOUS vs. FTEC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TOUS and FTEC 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.


-0.50.00.51.00.6

Performance

TOUS vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Equity ETF (TOUS) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.97%
13.07%
TOUS
FTEC

Key characteristics

Sharpe Ratio

TOUS:

0.98

FTEC:

1.16

Sortino Ratio

TOUS:

1.43

FTEC:

1.61

Omega Ratio

TOUS:

1.17

FTEC:

1.21

Calmar Ratio

TOUS:

1.35

FTEC:

1.71

Martin Ratio

TOUS:

3.14

FTEC:

5.92

Ulcer Index

TOUS:

4.07%

FTEC:

4.40%

Daily Std Dev

TOUS:

13.07%

FTEC:

22.44%

Max Drawdown

TOUS:

-12.91%

FTEC:

-34.95%

Current Drawdown

TOUS:

-0.75%

FTEC:

-0.60%

Returns By Period

In the year-to-date period, TOUS achieves a 9.80% return, which is significantly higher than FTEC's 3.53% return.


TOUS

YTD

9.80%

1M

7.58%

6M

4.42%

1Y

12.13%

5Y*

N/A

10Y*

N/A

FTEC

YTD

3.53%

1M

2.49%

6M

10.89%

1Y

28.76%

5Y*

20.65%

10Y*

20.43%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TOUS vs. FTEC - Expense Ratio Comparison

TOUS has a 0.50% expense ratio, which is higher than FTEC's 0.08% expense ratio.


TOUS
T. Rowe Price International Equity ETF
Expense ratio chart for TOUS: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for FTEC: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

TOUS vs. FTEC — Risk-Adjusted Performance Rank

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

TOUS
The Risk-Adjusted Performance Rank of TOUS is 3939
Overall Rank
The Sharpe Ratio Rank of TOUS is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of TOUS is 3838
Sortino Ratio Rank
The Omega Ratio Rank of TOUS is 3636
Omega Ratio Rank
The Calmar Ratio Rank of TOUS is 5050
Calmar Ratio Rank
The Martin Ratio Rank of TOUS is 3434
Martin Ratio Rank

FTEC
The Risk-Adjusted Performance Rank of FTEC is 4949
Overall Rank
The Sharpe Ratio Rank of FTEC is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FTEC is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FTEC is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FTEC is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FTEC is 5454
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.

TOUS vs. FTEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity ETF (TOUS) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.


Sharpe ratio
The chart of Sharpe ratio for TOUS, currently valued at 0.98, compared to the broader market0.002.004.000.981.16
The chart of Sortino ratio for TOUS, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.0012.001.431.61
The chart of Omega ratio for TOUS, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.21
The chart of Calmar ratio for TOUS, currently valued at 1.35, compared to the broader market0.005.0010.0015.001.351.71
The chart of Martin ratio for TOUS, currently valued at 3.14, compared to the broader market0.0020.0040.0060.0080.00100.003.145.92
TOUS
FTEC

The current TOUS Sharpe Ratio is 0.98, which is comparable to the FTEC Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of TOUS and FTEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.98
1.16
TOUS
FTEC

Dividends

TOUS vs. FTEC - Dividend Comparison

TOUS's dividend yield for the trailing twelve months is around 2.74%, more than FTEC's 0.47% yield.


TTM20242023202220212020201920182017201620152014
TOUS
T. Rowe Price International Equity ETF
2.74%3.01%0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTEC
Fidelity MSCI Information Technology Index ETF
0.47%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%

Drawdowns

TOUS vs. FTEC - Drawdown Comparison

The maximum TOUS drawdown since its inception was -12.91%, smaller than the maximum FTEC drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for TOUS and FTEC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.75%
-0.60%
TOUS
FTEC

Volatility

TOUS vs. FTEC - Volatility Comparison

The current volatility for T. Rowe Price International Equity ETF (TOUS) is 3.55%, while Fidelity MSCI Information Technology Index ETF (FTEC) has a volatility of 7.70%. This indicates that TOUS experiences smaller price fluctuations and is considered to be less risky than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.55%
7.70%
TOUS
FTEC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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