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TURF vs. TCHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TURF vs. TCHP - Performance Comparison

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

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Returns By Period

In the year-to-date period, TURF achieves a 19.55% return, which is significantly higher than TCHP's 3.99% return.


TURF

1D
-0.82%
1M
0.33%
YTD
19.55%
6M
22.12%
1Y
3Y*
5Y*
10Y*

TCHP

1D
-1.29%
1M
3.68%
YTD
3.99%
6M
4.18%
1Y
20.05%
3Y*
24.50%
5Y*
11.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TURF vs. TCHP - Yearly Performance Comparison


Correlation

The correlation between TURF and TCHP is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 13, 2025

0.15

TURF vs. TCHP - Sectors Allocation Comparison


Sectors
TURF
TCHP

Basic Materials

33.9%
0.8%

Energy

29.2%

-

Consumer Defensive

8.5%
0.8%

Communication Services

3.8%
15.7%

Financial Services

2.3%
8.0%

Industrials

1.6%
3.6%

Technology

0.4%
47.9%

Utilities

0.3%
0.5%

Consumer Cyclical

-

16.2%

Healthcare

-

6.6%

Real Estate

-

-

Basic Materials

TURF
33.9%
TCHP
0.8%

Energy

TURF
29.2%
TCHP

-

Consumer Defensive

TURF
8.5%
TCHP
0.8%

Communication Services

TURF
3.8%
TCHP
15.7%

Financial Services

TURF
2.3%
TCHP
8.0%

Industrials

TURF
1.6%
TCHP
3.6%

Technology

TURF
0.4%
TCHP
47.9%

Utilities

TURF
0.3%
TCHP
0.5%

Consumer Cyclical

TURF

-

TCHP
16.2%

Healthcare

TURF

-

TCHP
6.6%

Real Estate

TURF

-

TCHP

-

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Return for Risk

TURF vs. TCHP — Risk / Return Rank

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

TURF

TCHP
TCHP Risk / Return Rank: 3030
Overall Rank
TCHP Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TCHP Sortino Ratio Rank: 3232
Sortino Ratio Rank
TCHP Omega Ratio Rank: 3232
Omega Ratio Rank
TCHP Calmar Ratio Rank: 2424
Calmar Ratio Rank
TCHP Martin Ratio Rank: 2727
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.

TURF vs. TCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Natural Resources ETF (TURF) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TURF vs. TCHP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TURFTCHPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

2.52

0.57

+1.95

Drawdowns

TURF vs. TCHP - Drawdown Comparison

The maximum TURF drawdown since its inception was -6.84%, smaller than the maximum TCHP drawdown of -42.34%. Use the drawdown chart below to compare losses from any high point for TURF and TCHP.


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Drawdown Indicators


TURFTCHPDifference

Max Drawdown

Largest peak-to-trough decline

-6.84%

-42.34%

+35.50%

Max Drawdown (1Y)

Largest decline over 1 year

-17.50%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

Max Drawdown (5Y)

Largest decline over 5 years

-42.34%

Current Drawdown

Current decline from peak

-2.54%

-2.21%

-0.33%

Average Drawdown

Average peak-to-trough decline

-1.53%

-11.47%

+9.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.23%

Volatility

TURF vs. TCHP - Volatility Comparison


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Volatility by Period


TURFTCHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

16.12%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

23.43%

-6.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

23.18%

-6.68%

TURF vs. TCHP - Expense Ratio Comparison

TURF has a 0.44% expense ratio, which is lower than TCHP's 0.57% expense ratio.


Dividends

TURF vs. TCHP - Dividend Comparison

TURF's dividend yield for the trailing twelve months is around 1.25%, while TCHP has not paid dividends to shareholders.


PositionTTM20252024202320222021
TCHP
T. Rowe Price Blue Chip Growth ETF
0.00%0.00%0.00%0.00%0.00%0.02%
TURF
T. Rowe Price Natural Resources ETF
1.25%1.49%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TURF and TCHP have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TURF is cheaper at 0.44% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TURF is cheaper with a 0.44% expense ratio, compared with 0.57% for TCHP.

TURF has the higher dividend yield at 1.25%, compared with 0.00% for TCHP.

TURF is categorized as Commodity Producers Equities, while TCHP is Large Cap Growth Equities. Their fees differ too: 0.44% for TURF and 0.57% for TCHP.

Portfolio Optimizer

Find the right allocation for TURF and TCHP

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