TQGIX vs. RPGEX
Compare and contrast key facts about T. Rowe Price QM Global Equity Fund (TQGIX) and T. Rowe Price Global Growth Stock Fund (RPGEX).
TQGIX is managed by T. Rowe Price. It was launched on Apr 14, 2016. RPGEX is an actively managed fund by T. Rowe Price. It was launched on Oct 27, 2008.
Performance
TQGIX vs. RPGEX - Performance Comparison
Loading graphics...
TQGIX vs. RPGEX - 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% |
RPGEX T. Rowe Price Global Growth Stock Fund | -6.64% | 14.57% | 18.81% | 19.19% | -29.77% | 11.05% | 44.28% | 30.76% | -7.10% | 33.50% |
Returns By Period
In the year-to-date period, TQGIX achieves a -4.24% return, which is significantly higher than RPGEX's -6.64% return.
TQGIX
- 1D
- -0.39%
- 1M
- -9.16%
- YTD
- -4.24%
- 6M
- -0.84%
- 1Y
- 17.48%
- 3Y*
- 17.29%
- 5Y*
- 10.58%
- 10Y*
- —
RPGEX
- 1D
- -0.53%
- 1M
- -9.34%
- YTD
- -6.64%
- 6M
- -4.75%
- 1Y
- 10.53%
- 3Y*
- 12.42%
- 5Y*
- 2.86%
- 10Y*
- 11.05%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TQGIX vs. RPGEX - Expense Ratio Comparison
TQGIX has a 0.58% expense ratio, which is lower than RPGEX's 0.91% expense ratio.
Return for Risk
TQGIX vs. RPGEX — Risk / Return Rank
TQGIX
RPGEX
TQGIX vs. RPGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM Global Equity Fund (TQGIX) and T. Rowe Price Global Growth Stock Fund (RPGEX). 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 | RPGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.61 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.59 | 0.95 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.14 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 0.74 | +0.59 |
Martin ratioReturn relative to average drawdown | 6.17 | 2.99 | +3.17 |
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
| TQGIX | RPGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 0.61 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.16 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.63 | +0.08 |
Correlation
The correlation between TQGIX and RPGEX is 0.94, 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. RPGEX - Dividend Comparison
TQGIX's dividend yield for the trailing twelve months is around 3.62%, less than RPGEX's 12.34% 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% |
RPGEX T. Rowe Price Global Growth Stock Fund | 12.34% | 11.52% | 0.04% | 0.21% | 0.07% | 8.84% | 3.18% | 0.23% | 1.67% | 0.82% | 0.21% | 4.95% |
Drawdowns
TQGIX vs. RPGEX - Drawdown Comparison
The maximum TQGIX drawdown since its inception was -32.97%, smaller than the maximum RPGEX drawdown of -39.67%. Use the drawdown chart below to compare losses from any high point for TQGIX and RPGEX.
Loading graphics...
Drawdown Indicators
| TQGIX | RPGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -39.67% | +6.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -11.64% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -25.44% | -39.67% | +14.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.67% | — |
Current DrawdownCurrent decline from peak | -9.96% | -10.50% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -7.64% | +2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.86% | -0.32% |
Volatility
TQGIX vs. RPGEX - Volatility Comparison
The current volatility for T. Rowe Price QM Global Equity Fund (TQGIX) is 5.05%, while T. Rowe Price Global Growth Stock Fund (RPGEX) has a volatility of 5.64%. This indicates that TQGIX experiences smaller price fluctuations and is considered to be less risky than RPGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TQGIX | RPGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 5.64% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 10.88% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.32% | 17.21% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 17.47% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 18.00% | -1.24% |