PRDSX vs. TQAIX
Compare and contrast key facts about T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX).
PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997. TQAIX is an actively managed fund by T. Rowe Price. It was launched on Apr 25, 2016.
Performance
PRDSX vs. TQAIX - Performance Comparison
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PRDSX vs. TQAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | -4.64% | 17.44% | 12.97% | 21.15% | -22.49% | 11.15% | 23.85% | 32.75% | -6.91% | 22.12% |
TQAIX T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I | -4.60% | 17.53% | 13.10% | 21.34% | -22.38% | 11.32% | 24.01% | 32.92% | -6.77% | 22.26% |
Returns By Period
The year-to-date returns for both investments are quite close, with PRDSX having a -4.64% return and TQAIX slightly higher at -4.60%. Both investments have delivered pretty close results over the past 10 years, with PRDSX having a 10.82% annualized return and TQAIX not far ahead at 10.96%.
PRDSX
- 1D
- -2.18%
- 1M
- -10.24%
- YTD
- -4.64%
- 6M
- 3.04%
- 1Y
- 21.87%
- 3Y*
- 12.67%
- 5Y*
- 4.85%
- 10Y*
- 10.82%
TQAIX
- 1D
- -2.20%
- 1M
- -10.24%
- YTD
- -4.60%
- 6M
- 3.03%
- 1Y
- 21.97%
- 3Y*
- 12.81%
- 5Y*
- 4.99%
- 10Y*
- 10.96%
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PRDSX vs. TQAIX - Expense Ratio Comparison
PRDSX has a 0.78% expense ratio, which is higher than TQAIX's 0.65% expense ratio.
Return for Risk
PRDSX vs. TQAIX — Risk / Return Rank
PRDSX
TQAIX
PRDSX vs. TQAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX). 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.
| PRDSX | TQAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.93 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.48 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.45 | -0.01 |
Martin ratioReturn relative to average drawdown | 5.56 | 5.59 | -0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PRDSX | TQAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.93 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.23 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.51 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.53 | -0.17 |
Correlation
The correlation between PRDSX and TQAIX is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PRDSX vs. TQAIX - Dividend Comparison
PRDSX's dividend yield for the trailing twelve months is around 13.31%, more than TQAIX's 13.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 13.31% | 12.70% | 7.96% | 2.43% | 3.72% | 13.97% | 2.91% | 4.12% | 4.53% | 0.10% | 0.02% | 1.83% |
TQAIX T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I | 13.15% | 12.54% | 8.01% | 2.41% | 3.70% | 13.89% | 3.01% | 4.11% | 4.68% | 0.21% | 0.02% | 0.00% |
Drawdowns
PRDSX vs. TQAIX - Drawdown Comparison
The maximum PRDSX drawdown since its inception was -58.95%, which is greater than TQAIX's maximum drawdown of -37.58%. Use the drawdown chart below to compare losses from any high point for PRDSX and TQAIX.
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Drawdown Indicators
| PRDSX | TQAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.95% | -37.58% | -21.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -13.20% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -33.17% | -33.12% | -0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -37.61% | -37.58% | -0.03% |
Current DrawdownCurrent decline from peak | -12.08% | -12.07% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -14.23% | -7.65% | -6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.42% | 0.00% |
Volatility
PRDSX vs. TQAIX - Volatility Comparison
T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) and T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) have volatilities of 7.45% and 7.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRDSX | TQAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 7.46% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 15.16% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.29% | 23.24% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.36% | 21.34% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.46% | 21.46% | 0.00% |