TQGIX vs. FGIAX
Compare and contrast key facts about T. Rowe Price QM Global Equity Fund (TQGIX) and Nuveen Global Infrastructure Fund Class A (FGIAX).
TQGIX is managed by T. Rowe Price. It was launched on Apr 14, 2016. FGIAX is a passively managed fund by Nuveen that tracks the performance of the S&P Global Infrastructure Index NR. It was launched on Dec 17, 2007.
Performance
TQGIX vs. FGIAX - Performance Comparison
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TQGIX vs. FGIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TQGIX T. Rowe Price QM Global Equity Fund | -4.24% | 22.82% | 18.08% | 23.86% | -17.12% | 19.87% | 15.49% | 27.89% | -9.95% | 24.18% |
FGIAX Nuveen Global Infrastructure Fund Class A | 9.53% | 17.73% | 10.70% | 8.51% | -6.23% | 14.51% | -2.76% | 29.32% | -7.91% | 18.67% |
Returns By Period
In the year-to-date period, TQGIX achieves a -4.24% return, which is significantly lower than FGIAX's 9.53% return.
TQGIX
- 1D
- -0.39%
- 1M
- -9.16%
- YTD
- -4.24%
- 6M
- -0.84%
- 1Y
- 17.48%
- 3Y*
- 17.29%
- 5Y*
- 10.58%
- 10Y*
- —
FGIAX
- 1D
- 0.53%
- 1M
- -3.78%
- YTD
- 9.53%
- 6M
- 10.02%
- 1Y
- 20.91%
- 3Y*
- 14.03%
- 5Y*
- 10.45%
- 10Y*
- 8.70%
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TQGIX vs. FGIAX - Expense Ratio Comparison
TQGIX has a 0.58% expense ratio, which is lower than FGIAX's 1.21% expense ratio.
Return for Risk
TQGIX vs. FGIAX — Risk / Return Rank
TQGIX
FGIAX
TQGIX vs. FGIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM Global Equity Fund (TQGIX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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.
| TQGIX | FGIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.75 | -0.66 |
Sortino ratioReturn per unit of downside risk | 1.59 | 2.26 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.35 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 2.61 | -1.28 |
Martin ratioReturn relative to average drawdown | 6.17 | 12.12 | -5.95 |
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
| TQGIX | FGIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.75 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.80 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.42 | +0.30 |
Correlation
The correlation between TQGIX and FGIAX is 0.72, 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
TQGIX vs. FGIAX - Dividend Comparison
TQGIX's dividend yield for the trailing twelve months is around 3.62%, less than FGIAX's 9.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TQGIX T. Rowe Price QM Global Equity Fund | 3.62% | 3.47% | 4.48% | 3.04% | 21.41% | 0.87% | 0.93% | 1.41% | 1.96% | 1.49% | 0.00% | 0.00% |
FGIAX Nuveen Global Infrastructure Fund Class A | 9.12% | 9.99% | 7.46% | 2.27% | 6.11% | 7.20% | 1.38% | 7.06% | 6.32% | 5.83% | 8.23% | 3.05% |
Drawdowns
TQGIX vs. FGIAX - Drawdown Comparison
The maximum TQGIX drawdown since its inception was -32.97%, smaller than the maximum FGIAX drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for TQGIX and FGIAX.
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Drawdown Indicators
| TQGIX | FGIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -49.35% | +16.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -8.29% | -3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -25.44% | -21.08% | -4.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.02% | — |
Current DrawdownCurrent decline from peak | -9.96% | -3.78% | -6.18% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -7.22% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 1.78% | +0.76% |
Volatility
TQGIX vs. FGIAX - Volatility Comparison
T. Rowe Price QM Global Equity Fund (TQGIX) has a higher volatility of 5.05% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.05%. This indicates that TQGIX's price experiences larger fluctuations and is considered to be riskier than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TQGIX | FGIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 4.05% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 7.09% | +2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.32% | 12.28% | +4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 13.08% | +2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 15.17% | +1.59% |