TQAIX vs. VTI
Compare and contrast key facts about T. Rowe Price Integrated US Small-Cap Growth Equity Fund Class I (TQAIX) and Vanguard Total Stock Market ETF (VTI).
TQAIX is an actively managed fund by T. Rowe Price. It was launched on Apr 25, 2016. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
TQAIX vs. VTI - Performance Comparison
Loading graphics...
TQAIX vs. VTI - 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% |
VTI Vanguard Total Stock Market ETF | -4.01% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, TQAIX achieves a -4.60% return, which is significantly lower than VTI's -4.01% return. Over the past 10 years, TQAIX has underperformed VTI with an annualized return of 10.96%, while VTI has yielded a comparatively higher 13.60% 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%
VTI
- 1D
- 2.93%
- 1M
- -5.00%
- YTD
- -4.01%
- 6M
- -1.66%
- 1Y
- 18.11%
- 3Y*
- 17.84%
- 5Y*
- 10.46%
- 10Y*
- 13.60%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TQAIX vs. VTI - Expense Ratio Comparison
TQAIX has a 0.65% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
TQAIX vs. VTI — Risk / Return Rank
TQAIX
VTI
TQAIX vs. VTI - 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 Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.96 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.48 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.52 | -0.07 |
Martin ratioReturn relative to average drawdown | 5.59 | 7.26 | -1.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TQAIX | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.96 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.60 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.75 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.48 | +0.05 |
Correlation
The correlation between TQAIX and VTI is 0.90, 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. VTI - Dividend Comparison
TQAIX's dividend yield for the trailing twelve months is around 13.15%, more than VTI's 1.17% 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% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
TQAIX vs. VTI - Drawdown Comparison
The maximum TQAIX drawdown since its inception was -37.58%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TQAIX and VTI.
Loading graphics...
Drawdown Indicators
| TQAIX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.58% | -55.45% | +17.87% |
Max Drawdown (1Y)Largest decline over 1 year | -13.20% | -12.30% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -33.12% | -25.36% | -7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -37.58% | -35.00% | -2.58% |
Current DrawdownCurrent decline from peak | -12.07% | -6.25% | -5.82% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -8.08% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.58% | +0.84% |
Volatility
TQAIX vs. VTI - 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 Total Stock Market ETF (VTI) at 5.45%. This indicates that TQAIX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TQAIX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.46% | 5.45% | +2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 15.16% | 9.73% | +5.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.24% | 19.01% | +4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.34% | 17.42% | +3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.46% | 18.29% | +3.17% |