TOUS vs. TCHP
TOUS (T. Rowe Price International Equity ETF) and TCHP (T. Rowe Price Blue Chip Growth ETF) are both exchange-traded funds - TOUS is a Foreign Large Cap Equities fund actively managed by T. Rowe Price, while TCHP is a Large Cap Growth Equities fund actively managed by T. Rowe Price. Both are actively managed. Over the past year, TOUS returned 21.92% vs 20.27% for TCHP. A 0.56 correlation means they provide meaningful diversification when combined. TOUS charges 0.50%/yr vs 0.57%/yr for TCHP.
Performance
TOUS vs. TCHP - Performance Comparison
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Returns By Period
In the year-to-date period, TOUS achieves a 10.20% return, which is significantly higher than TCHP's 4.59% return.
TOUS
- 1D
- 0.80%
- 1M
- 4.65%
- YTD
- 10.20%
- 6M
- 12.42%
- 1Y
- 21.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TCHP
- 1D
- 0.58%
- 1M
- 4.13%
- YTD
- 4.59%
- 6M
- 4.47%
- 1Y
- 20.27%
- 3Y*
- 24.66%
- 5Y*
- 11.79%
- 10Y*
- —
TOUS vs. TCHP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TOUS T. Rowe Price International Equity ETF | 10.20% | 34.00% | 3.63% | 3.38% |
TCHP T. Rowe Price Blue Chip Growth ETF | 4.59% | 18.40% | 36.06% | 11.79% |
Correlation
The correlation between TOUS and TCHP is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2023 | 0.56 |
The correlation between TOUS and TCHP has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.
TOUS vs. TCHP - Sectors Allocation Comparison
Sectors
TOUS
TCHP
Financial Services
Industrials
Technology
Healthcare
Consumer Cyclical
Consumer Defensive
Basic Materials
Energy
-
Communication Services
Utilities
Real Estate
-
Financial Services
TOUS
TCHP
Industrials
TOUS
TCHP
Technology
TOUS
TCHP
Healthcare
TOUS
TCHP
Consumer Cyclical
TOUS
TCHP
Consumer Defensive
TOUS
TCHP
Basic Materials
TOUS
TCHP
Energy
TOUS
TCHP
-
Communication Services
TOUS
TCHP
Utilities
TOUS
TCHP
Real Estate
TOUS
TCHP
-
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Return for Risk
TOUS vs. TCHP — Risk / Return Rank
TOUS
TCHP
TOUS vs. TCHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity ETF (TOUS) and T. Rowe Price Blue Chip Growth ETF (TCHP). 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.
| TOUS | TCHP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.16 | +0.64 |
| Martin ratioReturn relative to average drawdown | 6.55 | 3.88 | +2.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TOUS | TCHP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.44 | 1.26 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.11 | 0.58 | +0.53 |
Drawdowns
TOUS vs. TCHP - Drawdown Comparison
The maximum TOUS drawdown since its inception was -14.29%, smaller than the maximum TCHP drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for TOUS and TCHP.
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Drawdown Indicators
| TOUS | TCHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.29% | -42.34% | +28.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -17.50% | +5.27% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.92% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -42.34% | — |
Current DrawdownCurrent decline from peak | -0.21% | -1.64% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -2.83% | -11.46% | +8.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 5.23% | -1.88% |
Volatility
TOUS vs. TCHP - Volatility Comparison
T. Rowe Price International Equity ETF (TOUS) has a higher volatility of 5.12% compared to T. Rowe Price Blue Chip Growth ETF (TCHP) at 3.86%. This indicates that TOUS's price experiences larger fluctuations and is considered to be riskier than TCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TOUS | TCHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 3.86% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 12.21% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 16.12% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 23.43% | -8.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 23.17% | -7.99% |
TOUS vs. TCHP - Expense Ratio Comparison
TOUS has a 0.50% expense ratio, which is lower than TCHP's 0.57% expense ratio.
Dividends
TOUS vs. TCHP - Dividend Comparison
TOUS's dividend yield for the trailing twelve months is around 1.58%, while TCHP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
TCHP T. Rowe Price Blue Chip Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% |
TOUS T. Rowe Price International Equity ETF | 1.58% | 1.74% | 3.01% | 0.50% | 0.00% | 0.00% |
Frequently Asked Questions
TOUS and TCHP have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOUS has higher volatility (5.12%) compared to TCHP (3.86%). In terms of maximum drawdown, TOUS dropped -14.29% vs TCHP's -42.34%.
On 1-year performance, TOUS leads with 21.92% vs 20.27% for TCHP. On fees, TOUS is cheaper at 0.50% per year. On volatility, TCHP has been the lower-risk option at 3.86%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TOUS has performed better with a 21.92% return vs 20.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TOUS is cheaper with a 0.50% expense ratio, compared with 0.57% for TCHP.
TOUS has the higher dividend yield at 1.58%, compared with 0.00% for TCHP.
TOUS is categorized as Foreign Large Cap Equities, while TCHP is Large Cap Growth Equities. Their fees differ too: 0.50% for TOUS and 0.57% for TCHP.
TOUS currently has the higher Sharpe Ratio (1.44 vs 1.26), 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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