QDVSX vs. PREIX
Compare and contrast key facts about Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) and T. Rowe Price Equity Index 500 Fund (PREIX).
QDVSX is managed by T. Rowe Price. It was launched on Dec 12, 2019. PREIX is managed by T. Rowe Price. It was launched on Mar 30, 1990.
Performance
QDVSX vs. PREIX - Performance Comparison
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QDVSX vs. PREIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans | -0.68% | 26.93% | 20.05% | 37.93% | -23.98% | 21.38% | 27.22% | 0.50% |
PREIX T. Rowe Price Equity Index 500 Fund | -3.71% | 19.24% | 24.78% | 26.07% | -18.27% | 28.48% | 18.17% | 2.01% |
Returns By Period
In the year-to-date period, QDVSX achieves a -0.68% return, which is significantly higher than PREIX's -3.71% return.
QDVSX
- 1D
- 1.45%
- 1M
- -1.31%
- YTD
- -0.68%
- 6M
- 4.65%
- 1Y
- 27.50%
- 3Y*
- 21.74%
- 5Y*
- 12.73%
- 10Y*
- —
PREIX
- 1D
- 0.72%
- 1M
- -3.45%
- YTD
- -3.71%
- 6M
- -0.27%
- 1Y
- 18.74%
- 3Y*
- 18.90%
- 5Y*
- 12.05%
- 10Y*
- 14.07%
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QDVSX vs. PREIX - Expense Ratio Comparison
QDVSX has a 0.00% expense ratio, which is lower than PREIX's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
QDVSX vs. PREIX — Risk / Return Rank
QDVSX
PREIX
QDVSX vs. PREIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) and T. Rowe Price Equity Index 500 Fund (PREIX). 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.
| QDVSX | PREIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.07 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.33 | 1.62 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 1.65 | +0.64 |
Martin ratioReturn relative to average drawdown | 9.73 | 7.85 | +1.87 |
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
| QDVSX | PREIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.07 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.71 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.59 | +0.13 |
Correlation
The correlation between QDVSX and PREIX is 0.92, 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
QDVSX vs. PREIX - Dividend Comparison
QDVSX's dividend yield for the trailing twelve months is around 12.50%, more than PREIX's 3.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans | 12.50% | 12.42% | 4.92% | 5.99% | 1.65% | 1.02% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PREIX T. Rowe Price Equity Index 500 Fund | 3.83% | 3.66% | 1.17% | 1.32% | 1.50% | 1.56% | 1.97% | 2.13% | 2.60% | 1.30% | 2.03% | 2.02% |
Drawdowns
QDVSX vs. PREIX - Drawdown Comparison
The maximum QDVSX drawdown since its inception was -33.56%, smaller than the maximum PREIX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for QDVSX and PREIX.
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Drawdown Indicators
| QDVSX | PREIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -55.32% | +21.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -8.93% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -33.56% | -24.60% | -8.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.81% | — |
Current DrawdownCurrent decline from peak | -5.70% | -5.60% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -6.88% | -8.76% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.55% | +0.40% |
Volatility
QDVSX vs. PREIX - Volatility Comparison
Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) and T. Rowe Price Equity Index 500 Fund (PREIX) have volatilities of 5.51% and 5.38%, 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
| QDVSX | PREIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 5.38% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 9.50% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 18.29% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 17.00% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.24% | 18.08% | +3.16% |