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TOUS vs. TEQI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TOUS vs. TEQI - Performance Comparison

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

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TOUS vs. TEQI - Yearly Performance Comparison


2026 (YTD)202520242023
TOUS
T. Rowe Price International Equity ETF
2.03%34.00%3.63%3.38%
TEQI
T. Rowe Price Equity Income ETF
0.38%13.36%13.14%7.95%

Returns By Period

In the year-to-date period, TOUS achieves a 2.03% return, which is significantly higher than TEQI's 0.38% return.


TOUS

1D
1.91%
1M
-5.17%
YTD
2.03%
6M
5.56%
1Y
22.45%
3Y*
5Y*
10Y*

TEQI

1D
0.41%
1M
-4.48%
YTD
0.38%
6M
3.94%
1Y
10.06%
3Y*
12.57%
5Y*
8.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TOUS vs. TEQI - Expense Ratio Comparison

TOUS has a 0.50% expense ratio, which is lower than TEQI's 0.54% expense ratio.


Return for Risk

TOUS vs. TEQI — Risk / Return Rank

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

TOUS
TOUS Risk / Return Rank: 6969
Overall Rank
TOUS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
TOUS Sortino Ratio Rank: 7070
Sortino Ratio Rank
TOUS Omega Ratio Rank: 6969
Omega Ratio Rank
TOUS Calmar Ratio Rank: 6868
Calmar Ratio Rank
TOUS Martin Ratio Rank: 6666
Martin Ratio Rank

TEQI
TEQI Risk / Return Rank: 3232
Overall Rank
TEQI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TEQI Sortino Ratio Rank: 3131
Sortino Ratio Rank
TEQI Omega Ratio Rank: 3434
Omega Ratio Rank
TEQI Calmar Ratio Rank: 3030
Calmar Ratio Rank
TEQI Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TOUS vs. TEQI - 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 Equity Income ETF (TEQI). 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.


TOUSTEQIDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.64

+0.66

Sortino ratio

Return per unit of downside risk

1.83

0.97

+0.86

Omega ratio

Gain probability vs. loss probability

1.27

1.15

+0.12

Calmar ratio

Return relative to maximum drawdown

1.84

0.79

+1.05

Martin ratio

Return relative to average drawdown

7.08

3.31

+3.77

TOUS vs. TEQI - Sharpe Ratio Comparison

The current TOUS Sharpe Ratio is 1.30, which is higher than the TEQI Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of TOUS and TEQI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TOUSTEQIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.64

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.88

+0.11

Correlation

The correlation between TOUS and TEQI is 0.66, 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.


Dividends

TOUS vs. TEQI - Dividend Comparison

TOUS's dividend yield for the trailing twelve months is around 1.71%, more than TEQI's 1.69% yield.


TTM202520242023202220212020
TOUS
T. Rowe Price International Equity ETF
1.71%1.74%3.01%0.50%0.00%0.00%0.00%
TEQI
T. Rowe Price Equity Income ETF
1.69%1.71%1.86%2.12%2.32%3.03%0.82%

Drawdowns

TOUS vs. TEQI - Drawdown Comparison

The maximum TOUS drawdown since its inception was -14.29%, smaller than the maximum TEQI drawdown of -17.82%. Use the drawdown chart below to compare losses from any high point for TOUS and TEQI.


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Drawdown Indicators


TOUSTEQIDifference

Max Drawdown

Largest peak-to-trough decline

-14.29%

-17.82%

+3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-12.47%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-17.82%

Current Drawdown

Current decline from peak

-7.61%

-5.19%

-2.42%

Average Drawdown

Average peak-to-trough decline

-2.79%

-3.61%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.97%

+0.21%

Volatility

TOUS vs. TEQI - Volatility Comparison

T. Rowe Price International Equity ETF (TOUS) has a higher volatility of 7.64% compared to T. Rowe Price Equity Income ETF (TEQI) at 3.79%. This indicates that TOUS's price experiences larger fluctuations and is considered to be riskier than TEQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOUSTEQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

3.79%

+3.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

8.08%

+3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

17.35%

15.81%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

14.64%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

15.24%

-0.38%