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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in T. Rowe Price Integrated US Small-Mid Cap Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
T. Rowe Price Integrated US Small-Mid Cap Equity Fund (TQSMX) has returned -2.14% so far this year and 17.57% over the past 12 months. Over the last ten years, TQSMX has returned 11.19% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
T. Rowe Price Integrated US Small-Mid Cap Equity Fund
- 1D
- -1.52%
- 1M
- -9.20%
- YTD
- -2.14%
- 6M
- 0.54%
- 1Y
- 17.57%
- 3Y*
- 14.89%
- 5Y*
- 8.74%
- 10Y*
- 11.19%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Feb 29, 2016, TQSMX's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +13.4%, while the worst month was Mar 2020 at -19.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, TQSMX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -14.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.04% | 2.60% | -9.20% | -2.14% | |||||||||
| 2025 | 4.47% | -3.64% | -6.10% | -1.45% | 5.32% | 4.19% | 1.21% | 4.83% | 1.92% | -0.16% | 1.80% | 1.09% | 13.55% |
| 2024 | 0.24% | 5.42% | 5.55% | -5.56% | 4.60% | -1.89% | 6.68% | 0.46% | 0.96% | -1.41% | 9.16% | -7.58% | 16.34% |
| 2023 | 9.57% | -0.94% | -4.41% | -0.22% | -1.65% | 8.61% | 4.38% | -2.96% | -4.12% | -5.30% | 8.73% | 10.06% | 21.72% |
| 2022 | -6.73% | 0.85% | 0.10% | -6.41% | 1.91% | -9.27% | 10.61% | -3.63% | -8.83% | 10.27% | 5.25% | -5.43% | -13.07% |
| 2021 | -0.11% | 6.58% | 2.95% | 3.64% | -0.30% | -0.05% | 0.40% | 3.01% | -2.93% | 5.04% | -3.15% | 5.40% | 21.85% |
Benchmark Metrics
T. Rowe Price Integrated US Small-Mid Cap Equity Fund has an annualized alpha of -0.41%, beta of 1.02, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since March 01, 2016.
- With beta of 1.02 and R² of 0.83, 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
- -0.41%
- Beta
- 1.02
- R²
- 0.83
- Upside Capture
- 101.34%
- Downside Capture
- 104.06%
Expense Ratio
TQSMX has an expense ratio of 0.87%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TQSMX ranks 40 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for T. Rowe Price Integrated US Small-Mid Cap Equity Fund (TQSMX) and compare them to a chosen benchmark (S&P 500 Index).
| TQSMX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.90 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.39 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.40 | -0.32 |
Martin ratioReturn relative to average drawdown | 4.65 | 6.61 | -1.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TQSMX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
T. Rowe Price Integrated US Small-Mid Cap Equity Fund provided a 1.91% dividend yield over the last twelve months, with an annual payout of $0.47 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.47 | $0.47 | $1.47 | $0.70 | $1.06 | $0.30 | $0.15 | $0.19 | $0.27 | $0.05 |
Dividend yield | 1.91% | 1.87% | 6.48% | 3.39% | 6.06% | 1.40% | 0.81% | 1.18% | 2.12% | 0.35% |
Monthly Dividends
The table displays the monthly dividend distributions for T. Rowe Price Integrated US Small-Mid Cap Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $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 | $0.47 | $0.47 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.47 | $1.47 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.70 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.06 | $1.06 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
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-Mid Cap Equity Fund. 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-Mid Cap Equity Fund was 40.66%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current T. Rowe Price Integrated US Small-Mid Cap Equity Fund drawdown is 10.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.66% | Feb 21, 2020 | 22 | Mar 23, 2020 | 166 | Nov 16, 2020 | 188 |
| -23.82% | Nov 26, 2024 | 90 | Apr 8, 2025 | 97 | Aug 27, 2025 | 187 |
| -23.2% | Aug 30, 2018 | 80 | Dec 24, 2018 | 145 | Jul 24, 2019 | 225 |
| -22.52% | Nov 17, 2021 | 215 | Sep 26, 2022 | 306 | Dec 13, 2023 | 521 |
| -10.38% | Feb 23, 2026 | 26 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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