TQAIX vs. VSGIX
TQAIX (T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I) and VSGIX (Vanguard Small-Cap Growth Index Fund Institutional Shares) are both Small Cap Growth Equities funds. Over the past 10 years, TQAIX returned 11.56%/yr vs 10.77%/yr for VSGIX. Their 0.97 correlation means they have historically moved very closely together. TQAIX charges 0.65%/yr vs 0.06%/yr for VSGIX.
Performance
TQAIX vs. VSGIX - Performance Comparison
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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%
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. VSGIX - 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% |
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
TQAIX
VSGIX
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.
| TQAIX | VSGIX | Difference | |
|---|---|---|---|
| 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 |
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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
| TQAIX | VSGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.04% | -6.65% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -7.47% | -11.29% | +3.82% |
Ulcer IndexDepth 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
| TQAIX | VSGIX | Difference | |
|---|---|---|---|
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.
| Position | 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 | 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.
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