PortfoliosLab logo
TSPA vs. TCHP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TSPA and TCHP is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

TSPA vs. TCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price US Equity Research ETF (TSPA) and T. Rowe Price Blue Chip Growth ETF (TCHP). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

TSPA:

10.41%

TCHP:

10.69%

Max Drawdown

TSPA:

-0.82%

TCHP:

-0.65%

Current Drawdown

TSPA:

-0.17%

TCHP:

-0.38%

Returns By Period


TSPA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

TCHP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TSPA vs. TCHP - Expense Ratio Comparison

TSPA has a 0.34% expense ratio, which is lower than TCHP's 0.57% expense ratio.


Risk-Adjusted Performance

TSPA vs. TCHP — Risk-Adjusted Performance Rank

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

TSPA
The Risk-Adjusted Performance Rank of TSPA is 6060
Overall Rank
The Sharpe Ratio Rank of TSPA is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of TSPA is 5959
Sortino Ratio Rank
The Omega Ratio Rank of TSPA is 6060
Omega Ratio Rank
The Calmar Ratio Rank of TSPA is 6363
Calmar Ratio Rank
The Martin Ratio Rank of TSPA is 6161
Martin Ratio Rank

TCHP
The Risk-Adjusted Performance Rank of TCHP is 5959
Overall Rank
The Sharpe Ratio Rank of TCHP is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of TCHP is 5858
Sortino Ratio Rank
The Omega Ratio Rank of TCHP is 5858
Omega Ratio Rank
The Calmar Ratio Rank of TCHP is 6464
Calmar Ratio Rank
The Martin Ratio Rank of TCHP is 5757
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.

TSPA vs. TCHP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price US Equity Research ETF (TSPA) 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.



Loading data...

Dividends

TSPA vs. TCHP - Dividend Comparison

TSPA's dividend yield for the trailing twelve months is around 0.52%, while TCHP has not paid dividends to shareholders.


TTM2024202320222021
TSPA
T. Rowe Price US Equity Research ETF
0.52%0.00%0.00%0.00%0.00%
TCHP
T. Rowe Price Blue Chip Growth ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

TSPA vs. TCHP - Drawdown Comparison

The maximum TSPA drawdown since its inception was -0.82%, which is greater than TCHP's maximum drawdown of -0.65%. Use the drawdown chart below to compare losses from any high point for TSPA and TCHP. For additional features, visit the drawdowns tool.


Loading data...

Volatility

TSPA vs. TCHP - Volatility Comparison


Loading data...