TOUS vs. FTEC
Compare and contrast key facts about T. Rowe Price International Equity ETF (TOUS) and Fidelity MSCI Information Technology Index ETF (FTEC).
TOUS and FTEC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TOUS is an actively managed fund by T. Rowe Price. It was launched on Jun 14, 2023. FTEC is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Information Technology Index. It was launched on Oct 21, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOUS or FTEC.
Key characteristics
| TOUS | FTEC | |
|---|---|---|
| YTD Return | 6.74% | 29.90% |
| 1Y Return | 18.75% | 44.73% |
| Sharpe Ratio | 1.42 | 2.07 |
| Sortino Ratio | 2.03 | 2.66 |
| Omega Ratio | 1.25 | 1.36 |
| Calmar Ratio | 2.21 | 2.89 |
| Martin Ratio | 7.80 | 10.39 |
| Ulcer Index | 2.38% | 4.23% |
| Daily Std Dev | 13.07% | 21.21% |
| Max Drawdown | -12.91% | -34.95% |
| Current Drawdown | -5.94% | -0.11% |
Correlation
The correlation between TOUS and FTEC is 0.61, 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.
Performance
TOUS vs. FTEC - Performance Comparison
In the year-to-date period, TOUS achieves a 6.74% return, which is significantly lower than FTEC's 29.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TOUS vs. FTEC - Expense Ratio Comparison
TOUS has a 0.50% expense ratio, which is higher than FTEC's 0.08% expense ratio.
Risk-Adjusted Performance
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.
Dividends
TOUS vs. FTEC - Dividend Comparison
TOUS's dividend yield for the trailing twelve months is around 0.46%, less than FTEC's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TOUS T. Rowe Price International Equity ETF | 0.46% | 0.50% | 0.00% | 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 | 0.61% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% | 1.09% | 0.18% |
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.
Volatility
TOUS vs. FTEC - Volatility Comparison
The current volatility for T. Rowe Price International Equity ETF (TOUS) is 3.84%, while Fidelity MSCI Information Technology Index ETF (FTEC) has a volatility of 6.35%. 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.