TQAIX vs. KSOAX
TQAIX (T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I) and KSOAX (Kinetics Small Capital Opportunities Advisor Fund Class A) are both Small Cap Growth Equities funds. Over the past 10 years, TQAIX returned 11.87%/yr vs 18.96%/yr for KSOAX. A 0.56 correlation means they provide meaningful diversification when combined. TQAIX charges 0.65%/yr vs 1.89%/yr for KSOAX.
Performance
TQAIX vs. KSOAX - Performance Comparison
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Returns By Period
In the year-to-date period, TQAIX achieves a 14.83% return, which is significantly lower than KSOAX's 17.61% return. Over the past 10 years, TQAIX has underperformed KSOAX with an annualized return of 11.87%, while KSOAX has yielded a comparatively higher 18.96% annualized return.
TQAIX
- 1D
- 0.91%
- 1M
- 3.82%
- YTD
- 14.83%
- 6M
- 13.64%
- 1Y
- 29.15%
- 3Y*
- 16.65%
- 5Y*
- 7.74%
- 10Y*
- 11.87%
KSOAX
- 1D
- 0.37%
- 1M
- -7.03%
- YTD
- 17.61%
- 6M
- 13.30%
- 1Y
- 3.84%
- 3Y*
- 25.58%
- 5Y*
- 14.21%
- 10Y*
- 18.96%
TQAIX vs. KSOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TQAIX T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I | 14.83% | 10.28% | 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 | 17.61% | -8.89% | 68.00% | -14.98% | 31.64% | 49.94% | 2.04% | 26.72% | 0.00% | 25.94% |
Correlation
The correlation between TQAIX and KSOAX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2016 | 0.56 |
The correlation between TQAIX and KSOAX shifts across timeframes, from 0.40 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TQAIX vs. KSOAX — Risk / Return Rank
TQAIX
KSOAX
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.
| TQAIX | KSOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.06 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 0.26 | +2.30 |
| Martin ratioReturn relative to average drawdown | 9.96 | 0.59 | +9.36 |
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
| TQAIX | KSOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.19 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.51 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.73 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.53 | +0.06 |
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.
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Drawdown Indicators
| TQAIX | KSOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.58% | -70.21% | +32.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -18.84% | +6.77% |
Max Drawdown (3Y)Largest decline over 3 years | -25.78% | -33.28% | +7.50% |
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 DrawdownCurrent decline from peak | -0.33% | -19.54% | +19.21% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -15.88% | +8.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 8.29% | -5.18% |
Volatility
TQAIX vs. KSOAX - Volatility Comparison
T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) and Kinetics Small Capital Opportunities Advisor Fund Class A (KSOAX) have volatilities of 6.04% and 6.04%, 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
| TQAIX | KSOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 6.04% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 14.76% | 21.68% | -6.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 25.88% | -7.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.35% | 27.84% | -6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.51% | 26.13% | -4.62% |
TQAIX vs. KSOAX - Expense Ratio Comparison
TQAIX has a 0.65% expense ratio, which is lower than KSOAX's 1.89% expense ratio.
Dividends
TQAIX vs. KSOAX - Dividend Comparison
TQAIX's dividend yield for the trailing twelve months is around 5.46%, while KSOAX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TQAIX T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I | 5.46% | 6.27% | 8.01% | 2.41% | 3.70% | 13.89% | 3.01% | 4.11% | 4.68% | 0.21% | 0.02% |
Frequently Asked Questions
TQAIX and KSOAX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KSOAX has higher volatility (6.04%) compared to TQAIX (6.04%). In terms of maximum drawdown, TQAIX dropped -37.58% vs KSOAX's -70.21%.
TQAIX currently has the higher Sharpe Ratio (1.65 vs 0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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