TQAIX vs. VSGAX
Compare and contrast key facts about T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX).
TQAIX is an actively managed fund by T. Rowe Price. It was launched on Apr 25, 2016. VSGAX is managed by Vanguard. It was launched on Sep 27, 2011.
Performance
TQAIX vs. VSGAX - Performance Comparison
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TQAIX vs. VSGAX - 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 | -0.49% | 17.53% | 13.10% | 21.34% | -22.38% | 11.32% | 24.01% | 32.92% | -6.77% | 22.26% |
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 0.26% | 8.44% | 14.94% | 23.04% | -28.39% | 5.70% | 35.26% | 32.76% | -5.69% | 21.92% |
Returns By Period
In the year-to-date period, TQAIX achieves a -0.49% return, which is significantly lower than VSGAX's 0.26% return. Over the past 10 years, TQAIX has outperformed VSGAX with an annualized return of 11.43%, while VSGAX has yielded a comparatively lower 10.45% annualized return.
TQAIX
- 1D
- 4.31%
- 1M
- -7.13%
- YTD
- -0.49%
- 6M
- 7.63%
- 1Y
- 26.78%
- 3Y*
- 14.41%
- 5Y*
- 5.53%
- 10Y*
- 11.43%
VSGAX
- 1D
- 4.35%
- 1M
- -6.39%
- YTD
- 0.26%
- 6M
- 1.49%
- 1Y
- 20.18%
- 3Y*
- 12.43%
- 5Y*
- 2.16%
- 10Y*
- 10.45%
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TQAIX vs. VSGAX - Expense Ratio Comparison
TQAIX has a 0.65% expense ratio, which is higher than VSGAX's 0.07% expense ratio.
Return for Risk
TQAIX vs. VSGAX — Risk / Return Rank
TQAIX
VSGAX
TQAIX vs. VSGAX - 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 Small-Cap Growth Index Fund Admiral Shares (VSGAX). 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 | VSGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 0.85 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.34 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.39 | +0.64 |
Martin ratioReturn relative to average drawdown | 7.74 | 5.55 | +2.19 |
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 | VSGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 0.85 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.09 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.46 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.52 | +0.03 |
Correlation
The correlation between TQAIX and VSGAX is 0.97, 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. VSGAX - Dividend Comparison
TQAIX's dividend yield for the trailing twelve months is around 12.61%, more than VSGAX's 0.52% 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 | 12.61% | 12.54% | 8.01% | 2.41% | 3.70% | 13.89% | 3.01% | 4.11% | 4.68% | 0.21% | 0.02% | 0.00% |
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 0.52% | 0.54% | 0.54% | 0.67% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.81% | 1.08% | 0.98% |
Drawdowns
TQAIX vs. VSGAX - Drawdown Comparison
The maximum TQAIX drawdown since its inception was -37.58%, roughly equal to the maximum VSGAX drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for TQAIX and VSGAX.
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Drawdown Indicators
| TQAIX | VSGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.58% | -38.70% | +1.12% |
Max Drawdown (1Y)Largest decline over 1 year | -13.20% | -14.50% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -33.12% | -38.36% | +5.24% |
Max Drawdown (10Y)Largest decline over 10 years | -37.58% | -38.70% | +1.12% |
Current DrawdownCurrent decline from peak | -8.28% | -7.52% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -8.63% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 3.62% | -0.16% |
Volatility
TQAIX vs. VSGAX - Volatility Comparison
T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) have volatilities of 8.76% and 8.86%, 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 | VSGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.76% | 8.86% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 15.73% | 15.70% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.57% | 24.52% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.42% | 23.56% | -2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.50% | 22.94% | -1.44% |