PortfoliosLab logoPortfoliosLab logo
TQAIX vs. KSOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TQAIX vs. KSOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) and Kinetics Small Capital Opportunities Advisor Fund Class A (KSOAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TQAIX vs. KSOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
KSOAX
Kinetics Small Capital Opportunities Advisor Fund Class A
29.65%-8.89%68.00%-14.98%31.64%49.94%2.04%26.72%0.00%25.94%

Returns By Period

In the year-to-date period, TQAIX achieves a -4.60% return, which is significantly lower than KSOAX's 29.65% return. Over the past 10 years, TQAIX has underperformed KSOAX with an annualized return of 10.96%, while KSOAX has yielded a comparatively higher 20.86% annualized return.


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%

KSOAX

1D
-5.64%
1M
-8.67%
YTD
29.65%
6M
22.56%
1Y
7.86%
3Y*
25.48%
5Y*
15.73%
10Y*
20.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TQAIX vs. KSOAX - Expense Ratio Comparison

TQAIX has a 0.65% expense ratio, which is lower than KSOAX's 1.89% expense ratio.


Return for Risk

TQAIX vs. KSOAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TQAIX
TQAIX Risk / Return Rank: 5252
Overall Rank
TQAIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TQAIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
TQAIX Omega Ratio Rank: 4343
Omega Ratio Rank
TQAIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
TQAIX Martin Ratio Rank: 5858
Martin Ratio Rank

KSOAX
KSOAX Risk / Return Rank: 1212
Overall Rank
KSOAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
KSOAX Sortino Ratio Rank: 1414
Sortino Ratio Rank
KSOAX Omega Ratio Rank: 1313
Omega Ratio Rank
KSOAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
KSOAX Martin Ratio Rank: 99
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.

TQAIX vs. KSOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) and Kinetics Small Capital Opportunities Advisor Fund Class A (KSOAX). 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.


TQAIXKSOAXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.30

+0.63

Sortino ratio

Return per unit of downside risk

1.48

0.61

+0.87

Omega ratio

Gain probability vs. loss probability

1.19

1.08

+0.11

Calmar ratio

Return relative to maximum drawdown

1.45

0.27

+1.18

Martin ratio

Return relative to average drawdown

5.59

0.44

+5.15

TQAIX vs. KSOAX - Sharpe Ratio Comparison

The current TQAIX Sharpe Ratio is 0.93, which is higher than the KSOAX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of TQAIX and KSOAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TQAIXKSOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.30

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.57

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.81

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.56

-0.02

Correlation

The correlation between TQAIX and KSOAX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TQAIX vs. KSOAX - Dividend Comparison

TQAIX's dividend yield for the trailing twelve months is around 13.15%, while KSOAX has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
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%
KSOAX
Kinetics Small Capital Opportunities Advisor Fund Class A
0.00%0.00%3.52%6.72%0.00%1.41%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TQAIX vs. KSOAX - Drawdown Comparison

The maximum TQAIX drawdown since its inception was -37.58%, smaller than the maximum KSOAX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for TQAIX and KSOAX.


Loading graphics...

Drawdown Indicators


TQAIXKSOAXDifference

Max Drawdown

Largest peak-to-trough decline

-37.58%

-70.21%

+32.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-24.40%

+11.20%

Max Drawdown (5Y)

Largest decline over 5 years

-33.12%

-33.28%

+0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-37.58%

-47.11%

+9.53%

Current Drawdown

Current decline from peak

-12.07%

-11.30%

-0.77%

Average Drawdown

Average peak-to-trough decline

-7.65%

-15.88%

+8.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

14.90%

-11.48%

Volatility

TQAIX vs. KSOAX - Volatility Comparison

The current volatility for T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) is 7.46%, while Kinetics Small Capital Opportunities Advisor Fund Class A (KSOAX) has a volatility of 7.94%. This indicates that TQAIX experiences smaller price fluctuations and is considered to be less risky than KSOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TQAIXKSOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

7.94%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

15.16%

19.48%

-4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

23.24%

28.88%

-5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.34%

27.75%

-6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

25.84%

-4.38%