TQAIX vs. SGPIX
TQAIX (T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I) and SGPIX (ProFunds Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 10 years, TQAIX returned 11.56%/yr vs 8.48%/yr for SGPIX. Their correlation of 0.93 means they have usually moved in the same direction. TQAIX charges 0.65%/yr vs 1.60%/yr for SGPIX.
Performance
TQAIX vs. SGPIX - Performance Comparison
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Returns By Period
In the year-to-date period, TQAIX achieves a 16.26% return, which is significantly lower than SGPIX's 21.80% return. Over the past 10 years, TQAIX has outperformed SGPIX with an annualized return of 11.56%, while SGPIX has yielded a comparatively lower 8.48% annualized return.
TQAIX
- 1D
- 2.52%
- 1M
- -2.14%
- 6M
- 11.24%
- YTD
- 16.26%
- 1Y
- 27.07%
- 3Y*
- 14.81%
- 5Y*
- 7.26%
- 10Y*
- 11.56%
- ALL TIME*
- 12.40%
SGPIX
- 1D
- 1.72%
- 1M
- -1.68%
- 6M
- 16.42%
- YTD
- 21.80%
- 1Y
- 30.36%
- 3Y*
- 11.94%
- 5Y*
- 3.50%
- 10Y*
- 8.48%
- ALL TIME*
- 8.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TQAIX vs. SGPIX - 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 | 16.26% | 10.28% | 13.10% | 21.34% | -22.38% | 11.32% | 24.01% | 32.92% | -6.77% | 22.26% |
SGPIX ProFunds Small Cap Growth Fund | 21.80% | 3.52% | 7.53% | 15.35% | -22.72% | 13.29% | 17.43% | 18.95% | -5.76% | 12.73% |
Correlation
The correlation between TQAIX and SGPIX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2016 | 0.93 |
The correlation between TQAIX and SGPIX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
TQAIX vs. SGPIX — Risk / Return Rank
TQAIX
SGPIX
TQAIX vs. SGPIX - 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 ProFunds Small Cap Growth Fund (SGPIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TQAIX | SGPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.26 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.93 | -0.93 |
| Martin ratioReturn relative to average drawdown | 7.33 | 9.84 | -2.51 |
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Drawdowns
TQAIX vs. SGPIX - Drawdown Comparison
The maximum TQAIX drawdown since its inception was -37.58%, smaller than the maximum SGPIX drawdown of -58.70%. Use the drawdown chart below to compare losses from any high point for TQAIX and SGPIX.
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Drawdown Indicators
| TQAIX | SGPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.58% | -58.70% | +21.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -9.15% | -2.92% |
Max Drawdown (3Y)Largest decline over 3 years | -25.78% | -27.72% | +1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -33.12% | -34.64% | +1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -37.58% | -43.14% | +5.56% |
Current DrawdownCurrent decline from peak | -4.04% | -3.19% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -11.20% | +3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.73% | +0.57% |
Volatility
TQAIX vs. SGPIX - Volatility Comparison
T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) has a higher volatility of 5.27% compared to ProFunds Small Cap Growth Fund (SGPIX) at 4.10%. This indicates that TQAIX's price experiences larger fluctuations and is considered to be riskier than SGPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TQAIX | SGPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 4.10% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 12.96% | +3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.28% | 17.84% | +2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.57% | 21.61% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.57% | 22.31% | -0.74% |
TQAIX vs. SGPIX - Expense Ratio Comparison
TQAIX has a 0.65% expense ratio, which is lower than SGPIX's 1.60% expense ratio.
Dividends
TQAIX vs. SGPIX - Dividend Comparison
TQAIX's dividend yield for the trailing twelve months is around 5.39%, while SGPIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGPIX ProFunds Small Cap Growth Fund | 0.00% | 0.18% | 1.58% | 0.80% | 3.80% | 2.06% | 0.00% | 0.00% | 4.29% | 0.00% | 0.00% | 2.58% |
TQAIX T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I | 5.39% | 6.27% | 8.01% | 2.41% | 3.70% | 13.89% | 3.01% | 4.11% | 4.68% | 0.21% | 0.02% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, TQAIX and SGPIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TQAIX has higher volatility (5.27%) compared to SGPIX (4.10%). In terms of maximum drawdown, TQAIX dropped -37.58% vs SGPIX's -58.70%.
SGPIX currently has the higher Sharpe Ratio (1.50 vs 1.19), 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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