T. Rowe Price QM U.S. Value Equity Fund (TQVIX)

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The chart shows the growth of an initial investment of $10,000 in T. Rowe Price QM U.S. Value 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.

T. Rowe Price QM U.S. Value Equity Fund (TQVIX) has returned -0.69% so far this year and 11.19% over the past 12 months. Over the last ten years, TQVIX has returned 10.53% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Feb 29, 2016, TQVIX's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, your investment would double in approximately 5.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +16.0%, while the worst month was Mar 2020 at -18.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TQVIX closed higher 51% 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 -12.7%.

T. Rowe Price QM U.S. Value Equity Fund has an annualized alpha of 0.16%, beta of 0.91, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since March 01, 2016.

• This fund participated in 96.04% of S&P 500 Index downside but only 91.60% of its upside — more exposed to losses than it benefited from rallies.
• With beta of 0.91 and R² of 0.79, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

TQVIX has an expense ratio of 0.53%, placing it in the medium range.

TQVIX ranks 34 for risk / return — below 34% 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.

The table below present risk-adjusted performance metrics for T. Rowe Price QM U.S. Value Equity Fund (TQVIX) and compare them to a chosen benchmark (S&P 500 Index).

T. Rowe Price QM U.S. Value Equity Fund provided a 4.90% dividend yield over the last twelve months, with an annual payout of $0.92 per share.

The table displays the monthly dividend distributions for T. Rowe Price QM U.S. Value Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the T. Rowe Price QM U.S. Value 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 QM U.S. Value Equity Fund was 40.69%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current T. Rowe Price QM U.S. Value Equity Fund drawdown is 7.26%.

The chart below shows the rolling one-month volatility.