Correlation
The correlation between TOUS and TCAF is 0.70, 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.
TOUS vs. TCAF
Compare and contrast key facts about T. Rowe Price International Equity ETF (TOUS) and T. Rowe Price Capital Appreciation Equity ETF (TCAF).
TOUS and TCAF 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. TCAF is an actively managed fund by T. Rowe Price. It was launched on Jun 14, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TOUS or TCAF.
Performance
TOUS vs. TCAF - Performance Comparison
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Key characteristics
TOUS:
0.97
TCAF:
0.64
TOUS:
1.33
TCAF:
0.88
TOUS:
1.18
TCAF:
1.13
TOUS:
1.09
TCAF:
0.59
TOUS:
3.48
TCAF:
2.34
TOUS:
4.48%
TCAF:
4.11%
TOUS:
17.36%
TCAF:
18.13%
TOUS:
-14.29%
TCAF:
-16.37%
TOUS:
-0.57%
TCAF:
-3.32%
Returns By Period
In the year-to-date period, TOUS achieves a 20.06% return, which is significantly higher than TCAF's 0.63% return.
TOUS
20.06%
4.97%
16.60%
15.68%
N/A
N/A
N/A
TCAF
0.63%
4.40%
-2.05%
10.46%
N/A
N/A
N/A
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TOUS vs. TCAF - Expense Ratio Comparison
TOUS has a 0.50% expense ratio, which is higher than TCAF's 0.31% expense ratio.
Risk-Adjusted Performance
TOUS vs. TCAF — Risk-Adjusted Performance Rank
TOUS
TCAF
TOUS vs. TCAF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity ETF (TOUS) and T. Rowe Price Capital Appreciation Equity ETF (TCAF). 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.
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Dividends
TOUS vs. TCAF - Dividend Comparison
TOUS's dividend yield for the trailing twelve months is around 2.51%, more than TCAF's 0.43% yield.
TTM | 2024 | 2023 | |
---|---|---|---|
TOUS T. Rowe Price International Equity ETF | 2.51% | 3.01% | 0.50% |
TCAF T. Rowe Price Capital Appreciation Equity ETF | 0.43% | 0.44% | 0.26% |
Drawdowns
TOUS vs. TCAF - Drawdown Comparison
The maximum TOUS drawdown since its inception was -14.29%, smaller than the maximum TCAF drawdown of -16.37%. Use the drawdown chart below to compare losses from any high point for TOUS and TCAF.
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Volatility
TOUS vs. TCAF - Volatility Comparison
The current volatility for T. Rowe Price International Equity ETF (TOUS) is 3.04%, while T. Rowe Price Capital Appreciation Equity ETF (TCAF) has a volatility of 4.47%. This indicates that TOUS experiences smaller price fluctuations and is considered to be less risky than TCAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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