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ISIN
US87283A1025
CUSIP
87283A102
Inception Date
Apr 25, 2016
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

TQAIX Performance Chart

T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) is up 14.8% since the beginning of the year. TQAIX is currently trading at $52 per share. Investors who bought $1,000 worth of TQAIX shares 5 years ago would now be looking at an investment worth $1,452.


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S&P 500 Index

Returns By Period

T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) has returned 14.83% so far this year and 29.15% over the past 12 months. Over the last ten years, TQAIX has returned 11.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I

1D
0.91%
1M
3.82%
YTD
14.83%
6M
13.64%
1Y
29.15%
3Y*
16.65%
5Y*
7.74%
10Y*
11.87%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TQAIX Monthly Returns History

Based on dividend-adjusted daily data since Mar 24, 2016, TQAIX's average daily return is +0.06%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +13.8%, while the worst month was Mar 2020 at -16.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, TQAIX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -14.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.51%1.69%-6.37%11.07%3.66%0.21%14.83%
20254.09%-5.61%-6.44%0.35%4.36%4.32%1.74%4.10%2.31%1.33%1.06%-1.05%10.28%
2024-1.57%7.61%3.01%-6.27%4.73%0.56%5.57%1.11%0.84%-1.77%8.77%-8.68%13.10%
20238.96%-0.79%-0.85%-0.19%-1.28%8.02%1.91%-2.14%-5.36%-5.80%8.92%9.83%21.34%
2022-11.52%0.07%-0.15%-9.61%-1.66%-6.52%10.98%-3.58%-7.94%8.69%4.39%-5.47%-22.38%
2021-0.48%4.68%0.06%3.81%-2.99%1.83%0.21%2.94%-2.75%4.91%-4.71%3.84%11.32%

Benchmark Metrics

T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I has an annualized alpha of -1.63%, beta of 1.08, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since March 28, 2016.

  • This fund participated in 108.72% of S&P 500 Index downside but only 102.25% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.08 and R2 of 0.82, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.63%
Beta
1.08
0.82
Upside Capture
102.25%
Downside Capture
108.72%

Expense Ratio

TQAIX has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TQAIX ranks 37 for risk / return — below 37% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


TQAIX Risk / Return Rank: 3737
Overall Rank
TQAIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TQAIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TQAIX Omega Ratio Rank: 3030
Omega Ratio Rank
TQAIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
TQAIX Martin Ratio Rank: 4848
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) and compare them to S&P 500 Index.


TQAIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.65

2.24

-0.60

Sortino ratio

Return per unit of downside risk

2.36

3.07

-0.71

Omega ratio

Gain probability vs. loss probability

1.29

1.41

-0.12

Calmar ratio

Return relative to maximum drawdown

2.57

2.93

-0.36

Martin ratio

Return relative to average drawdown

9.96

13.52

-3.57

Dividends

Dividend History

T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I provided a 5.46% dividend yield over the last twelve months, with an annual payout of $2.83 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$2.83$2.83$3.48$1.00$1.29$6.48$1.44$1.64$1.46$0.08$0.01

Dividend yield

5.46%6.27%8.01%2.41%3.70%13.89%3.01%4.11%4.68%0.21%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.83$2.83
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.48$3.48
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00$1.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.29$1.29
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.48$6.48

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I was 37.58%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I drawdown is 0.33%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-37.58%Mar 2020
1mo 2d5mo 13d
6mo 15dFeb 2020 - Sep 2020
Bear market2022
-33.12%Jun 2022
7mo 9d2y 27d
2y 8moNov 2021 - Jul 2024
2025 selloff2025
-25.78%Apr 2025
4mo 13d6mo 10d
10mo 23dNov 2024 - Oct 2025
Rate-hike selloffLate 2018
-25.32%Dec 2018
3mo 8d7mo 1d
10mo 9dSep 2018 - Jul 2019
2026 correction2026
-12.07%Mar 2026
2mo 6d15d
2mo 21dJan 2026 - Apr 2026

Drawdown Indicators


TQAIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.58%

-56.78%

+19.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-9.10%

-2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-25.78%

-18.90%

-6.88%

Max Drawdown (5Y)

Largest decline over 5 years

-33.12%

-25.43%

-7.69%

Max Drawdown (10Y)

Largest decline over 10 years

-37.58%

-33.92%

-3.66%

Current Drawdown

Current decline from peak

-0.33%

-0.74%

+0.41%

Average Drawdown

Average peak-to-trough decline

-7.56%

-10.72%

+3.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

1.97%

+1.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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