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TQAIX vs. VSGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TQAIX vs. VSGIX - 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 Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TQAIX achieves a 16.26% return, which is significantly higher than VSGIX's 13.37% return. Over the past 10 years, TQAIX has outperformed VSGIX with an annualized return of 11.56%, while VSGIX has yielded a comparatively lower 10.77% 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%

VSGIX

1D
2.22%
1M
-4.69%
6M
9.37%
YTD
13.37%
1Y
23.57%
3Y*
13.22%
5Y*
4.18%
10Y*
10.77%
ALL TIME*
9.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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. VSGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VSGIX
Vanguard Small-Cap Growth Index Fund Institutional Shares
13.37%8.44%14.95%23.07%-28.39%5.70%35.29%32.77%-5.70%21.94%

Correlation

The correlation between TQAIX and VSGIX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.95

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.96

Correlation (10Y)
Provides a long-term view across more market conditions.

0.97

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2016

0.97

The correlation between TQAIX and VSGIX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

TQAIX vs. VSGIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TQAIX
TQAIX Risk / Return Rank: 4646
Overall Rank
TQAIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TQAIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
TQAIX Omega Ratio Rank: 3636
Omega Ratio Rank
TQAIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
TQAIX Martin Ratio Rank: 5454
Martin Ratio Rank

VSGIX
VSGIX Risk / Return Rank: 3636
Overall Rank
VSGIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VSGIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VSGIX Omega Ratio Rank: 2929
Omega Ratio Rank
VSGIX Calmar Ratio Rank: 4848
Calmar Ratio Rank
VSGIX Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TQAIX vs. VSGIX - 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 Institutional Shares (VSGIX). 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.


TQAIXVSGIXDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.21

1.17

+0.04

Calmar ratioReturn relative to maximum drawdown

2.00

1.77

+0.23

Martin ratioReturn relative to average drawdown

7.33

6.04

+1.30

TQAIX vs. VSGIX - Sharpe Ratio Comparison

The current TQAIX Sharpe Ratio is 1.19, which is comparable to the VSGIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of TQAIX and VSGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TQAIX vs. VSGIX - Drawdown Comparison

The maximum TQAIX drawdown since its inception was -37.58%, smaller than the maximum VSGIX drawdown of -58.66%. Use the drawdown chart below to compare losses from any high point for TQAIX and VSGIX.


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Drawdown Indicators


TQAIXVSGIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.58%

-58.66%

+21.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-11.38%

-0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-25.78%

-27.47%

+1.69%

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 Drawdown

Current decline from peak

-4.04%

-6.65%

+2.61%

Average Drawdown

Average peak-to-trough decline

-7.47%

-11.29%

+3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.35%

-0.05%

Volatility

TQAIX vs. VSGIX - Volatility Comparison

T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) and Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX) have volatilities of 5.27% and 5.23%, 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


TQAIXVSGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

5.23%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

16.31%

16.14%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

20.71%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.57%

23.74%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.57%

23.03%

-1.46%

TQAIX vs. VSGIX - Expense Ratio Comparison

TQAIX has a 0.65% expense ratio, which is higher than VSGIX's 0.06% expense ratio.


Dividends

TQAIX vs. VSGIX - Dividend Comparison

TQAIX's dividend yield for the trailing twelve months is around 5.39%, more than VSGIX's 0.45% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VSGIX
Vanguard Small-Cap Growth Index Fund Institutional Shares
0.45%0.55%0.55%0.68%0.56%0.37%0.45%0.58%0.80%0.82%1.09%0.98%

Frequently Asked Questions


With a correlation of 0.95, TQAIX and VSGIX 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 VSGIX (5.23%). In terms of maximum drawdown, TQAIX dropped -37.58% vs VSGIX's -58.66%.

TQAIX currently has the higher Sharpe Ratio (1.19 vs 0.97), 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.

Portfolio Optimizer

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