TOUS vs. GPIQ
Compare and contrast key facts about T. Rowe Price International Equity ETF (TOUS) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ).
TOUS and GPIQ 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. GPIQ is an actively managed fund by Goldman Sachs. It was launched on Oct 24, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOUS or GPIQ.
Key characteristics
| TOUS | GPIQ | |
|---|---|---|
| YTD Return | 6.74% | 23.03% |
| 1Y Return | 18.75% | 33.16% |
| Sharpe Ratio | 1.42 | 2.19 |
| Sortino Ratio | 2.03 | 2.92 |
| Omega Ratio | 1.25 | 1.42 |
| Calmar Ratio | 2.21 | 2.77 |
| Martin Ratio | 7.80 | 11.29 |
| Ulcer Index | 2.38% | 2.86% |
| Daily Std Dev | 13.07% | 14.73% |
| Max Drawdown | -12.91% | -11.66% |
| Current Drawdown | -5.94% | 0.00% |
Correlation
The correlation between TOUS and GPIQ is 0.62, 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. GPIQ - Performance Comparison
In the year-to-date period, TOUS achieves a 6.74% return, which is significantly lower than GPIQ's 23.03% 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. GPIQ - Expense Ratio Comparison
TOUS has a 0.50% expense ratio, which is higher than GPIQ's 0.29% expense ratio.
Risk-Adjusted Performance
TOUS vs. GPIQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity ETF (TOUS) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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. GPIQ - Dividend Comparison
TOUS's dividend yield for the trailing twelve months is around 0.46%, less than GPIQ's 9.78% yield.
| TTM | 2023 | |
|---|---|---|
TOUS T. Rowe Price International Equity ETF | 0.46% | 0.50% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 9.78% | 1.74% |
Drawdowns
TOUS vs. GPIQ - Drawdown Comparison
The maximum TOUS drawdown since its inception was -12.91%, which is greater than GPIQ's maximum drawdown of -11.66%. Use the drawdown chart below to compare losses from any high point for TOUS and GPIQ. For additional features, visit the drawdowns tool.
Volatility
TOUS vs. GPIQ - Volatility Comparison
The current volatility for T. Rowe Price International Equity ETF (TOUS) is 3.84%, while Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) has a volatility of 4.23%. This indicates that TOUS experiences smaller price fluctuations and is considered to be less risky than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.