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TDVG vs. TOUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TDVG and TOUS 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.


Performance

TDVG vs. TOUS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TDVG:

0.70

TOUS:

0.97

Sortino Ratio

TDVG:

0.97

TOUS:

1.33

Omega Ratio

TDVG:

1.14

TOUS:

1.18

Calmar Ratio

TDVG:

0.70

TOUS:

1.09

Martin Ratio

TDVG:

2.86

TOUS:

3.48

Ulcer Index

TDVG:

3.42%

TOUS:

4.48%

Daily Std Dev

TDVG:

15.81%

TOUS:

17.36%

Max Drawdown

TDVG:

-19.20%

TOUS:

-14.29%

Current Drawdown

TDVG:

-1.64%

TOUS:

-0.57%

Returns By Period

In the year-to-date period, TDVG achieves a 4.67% return, which is significantly lower than TOUS's 20.06% return.


TDVG

YTD

4.67%

1M

3.90%

6M

-0.86%

1Y

9.47%

3Y*

10.49%

5Y*

N/A

10Y*

N/A

TOUS

YTD

20.06%

1M

4.97%

6M

16.60%

1Y

15.68%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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T. Rowe Price Dividend Growth ETF

TDVG vs. TOUS - Expense Ratio Comparison

Both TDVG and TOUS have an expense ratio of 0.50%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TDVG vs. TOUS — Risk-Adjusted Performance Rank

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

TDVG
The Risk-Adjusted Performance Rank of TDVG is 6161
Overall Rank
The Sharpe Ratio Rank of TDVG is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of TDVG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of TDVG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of TDVG is 6666
Calmar Ratio Rank
The Martin Ratio Rank of TDVG is 6767
Martin Ratio Rank

TOUS
The Risk-Adjusted Performance Rank of TOUS is 7676
Overall Rank
The Sharpe Ratio Rank of TOUS is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of TOUS is 7474
Sortino Ratio Rank
The Omega Ratio Rank of TOUS is 7373
Omega Ratio Rank
The Calmar Ratio Rank of TOUS is 8282
Calmar Ratio Rank
The Martin Ratio Rank of TOUS is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TDVG vs. TOUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Dividend Growth ETF (TDVG) and T. Rowe Price International Equity ETF (TOUS). 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.


The current TDVG Sharpe Ratio is 0.70, which is comparable to the TOUS Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of TDVG and TOUS, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TDVG vs. TOUS - Dividend Comparison

TDVG's dividend yield for the trailing twelve months is around 1.03%, less than TOUS's 2.51% yield.


TTM20242023202220212020
TDVG
T. Rowe Price Dividend Growth ETF
1.03%1.06%1.31%1.15%0.80%0.40%
TOUS
T. Rowe Price International Equity ETF
2.51%3.01%0.50%0.00%0.00%0.00%

Drawdowns

TDVG vs. TOUS - Drawdown Comparison

The maximum TDVG drawdown since its inception was -19.20%, which is greater than TOUS's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for TDVG and TOUS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TDVG vs. TOUS - Volatility Comparison

T. Rowe Price Dividend Growth ETF (TDVG) has a higher volatility of 4.06% compared to T. Rowe Price International Equity ETF (TOUS) at 3.04%. This indicates that TDVG's price experiences larger fluctuations and is considered to be riskier than TOUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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