TQAIX vs. VOO
Compare and contrast key facts about T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) and Vanguard S&P 500 ETF (VOO).
TQAIX is an actively managed fund by T. Rowe Price. It was launched on Apr 25, 2016. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
TQAIX vs. VOO - Performance Comparison
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TQAIX vs. VOO - 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 | -4.60% | 17.53% | 13.10% | 21.34% | -22.38% | 11.32% | 24.01% | 32.92% | -6.77% | 22.26% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, TQAIX achieves a -4.60% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, TQAIX has underperformed VOO with an annualized return of 10.96%, while VOO has yielded a comparatively higher 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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TQAIX vs. VOO - Expense Ratio Comparison
TQAIX has a 0.65% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
TQAIX vs. VOO — Risk / Return Rank
TQAIX
VOO
TQAIX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.01 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.53 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.55 | -0.11 |
Martin ratioReturn relative to average drawdown | 5.59 | 7.31 | -1.72 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.01 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.71 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.79 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.83 | -0.30 |
Correlation
The correlation between TQAIX and VOO is 0.85, 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
TQAIX vs. VOO - Dividend Comparison
TQAIX's dividend yield for the trailing twelve months is around 13.15%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
TQAIX vs. VOO - Drawdown Comparison
The maximum TQAIX drawdown since its inception was -37.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TQAIX and VOO.
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Drawdown Indicators
| TQAIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.58% | -33.99% | -3.59% |
Max Drawdown (1Y)Largest decline over 1 year | -13.20% | -11.98% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -33.12% | -24.52% | -8.60% |
Max Drawdown (10Y)Largest decline over 10 years | -37.58% | -33.99% | -3.59% |
Current DrawdownCurrent decline from peak | -12.07% | -5.55% | -6.52% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -3.72% | -3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.55% | +0.87% |
Volatility
TQAIX vs. VOO - Volatility Comparison
T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) has a higher volatility of 7.46% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that TQAIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TQAIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.46% | 5.34% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 15.16% | 9.47% | +5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.24% | 18.11% | +5.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.34% | 16.82% | +4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.46% | 17.99% | +3.47% |