USD=X vs. TCAF
USD=X (USD Cash) is a currency, while TCAF (T. Rowe Price Capital Appreciation Equity ETF) is Large Cap Blend Equities fund actively managed by T. Rowe Price. Over the past year, USD=X returned 0.00% vs 16.10% for TCAF.
Performance
USD=X vs. TCAF - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
TCAF
- 1D
- 0.18%
- 1M
- -0.77%
- YTD
- 4.37%
- 6M
- 5.06%
- 1Y
- 16.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USD=X vs. TCAF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% |
TCAF T. Rowe Price Capital Appreciation Equity ETF | 4.37% | 15.45% | 20.93% | 9.71% |
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Return for Risk
USD=X vs. TCAF — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TCAF
USD=X vs. TCAF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and T. Rowe Price Capital Appreciation Equity ETF (TCAF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USD=X | TCAF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.43 | — |
| Martin ratioReturn relative to average drawdown | — | 5.64 | — |
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Drawdowns
USD=X vs. TCAF - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum TCAF drawdown of -16.37%. Use the drawdown chart below to compare losses from any high point for USD=X and TCAF.
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Drawdown Indicators
| USD=X | TCAF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -16.37% | +16.37% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -11.33% | +11.33% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.97% | +2.97% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -2.07% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 2.86% | -2.86% |
Volatility
USD=X vs. TCAF - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while T. Rowe Price Capital Appreciation Equity ETF (TCAF) has a volatility of 3.60%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than TCAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD=X | TCAF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.60% | -3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 9.20% | -9.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 11.77% | -11.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 13.98% | -13.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 13.98% | -13.98% |
Frequently Asked Questions
TCAF has higher volatility (3.60%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs TCAF's -16.37%.
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