TQGIX vs. TBCIX
Compare and contrast key facts about T. Rowe Price QM Global Equity Fund (TQGIX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX).
TQGIX is managed by T. Rowe Price. It was launched on Apr 14, 2016. TBCIX is managed by T. Rowe Price.
Performance
TQGIX vs. TBCIX - Performance Comparison
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TQGIX vs. TBCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TQGIX T. Rowe Price QM Global Equity Fund | -1.37% | 22.82% | 18.08% | 23.86% | -17.12% | 19.87% | 15.49% | 27.89% | -9.95% | 24.18% |
TBCIX T. Rowe Price Blue Chip Growth Fund I Class | -11.20% | 18.94% | 48.73% | 49.61% | -38.48% | 18.30% | 34.90% | 30.30% | 2.13% | 35.34% |
Returns By Period
In the year-to-date period, TQGIX achieves a -1.37% return, which is significantly higher than TBCIX's -11.20% return.
TQGIX
- 1D
- 3.00%
- 1M
- -6.14%
- YTD
- -1.37%
- 6M
- 1.94%
- 1Y
- 20.47%
- 3Y*
- 18.45%
- 5Y*
- 10.94%
- 10Y*
- —
TBCIX
- 1D
- 3.90%
- 1M
- -5.46%
- YTD
- -11.20%
- 6M
- -9.94%
- 1Y
- 15.19%
- 3Y*
- 26.37%
- 5Y*
- 10.79%
- 10Y*
- 16.10%
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TQGIX vs. TBCIX - Expense Ratio Comparison
TQGIX has a 0.58% expense ratio, which is higher than TBCIX's 0.56% expense ratio.
Return for Risk
TQGIX vs. TBCIX — Risk / Return Rank
TQGIX
TBCIX
TQGIX vs. TBCIX - 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 Blue Chip Growth Fund I Class (TBCIX). 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 | TBCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.72 | +0.56 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.21 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.17 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 0.78 | +1.02 |
Martin ratioReturn relative to average drawdown | 8.21 | 2.71 | +5.50 |
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 | TBCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.72 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.45 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.68 | +0.05 |
Correlation
The correlation between TQGIX and TBCIX is 0.87, 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. TBCIX - Dividend Comparison
TQGIX's dividend yield for the trailing twelve months is around 3.52%, less than TBCIX's 5.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TQGIX T. Rowe Price QM Global Equity Fund | 3.52% | 3.47% | 4.48% | 3.04% | 21.41% | 0.87% | 0.93% | 1.41% | 1.96% | 1.49% | 0.00% |
TBCIX T. Rowe Price Blue Chip Growth Fund I Class | 5.86% | 5.20% | 18.28% | 3.47% | 5.84% | 10.03% | 1.18% | 0.59% | 2.50% | 3.05% | 0.81% |
Drawdowns
TQGIX vs. TBCIX - Drawdown Comparison
The maximum TQGIX drawdown since its inception was -32.97%, smaller than the maximum TBCIX drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for TQGIX and TBCIX.
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Drawdown Indicators
| TQGIX | TBCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.97% | -43.26% | +10.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -16.96% | +5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.44% | -43.26% | +17.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.26% | — |
Current DrawdownCurrent decline from peak | -7.26% | -13.72% | +6.46% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -8.15% | +3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 4.86% | -2.28% |
Volatility
TQGIX vs. TBCIX - Volatility Comparison
The current volatility for T. Rowe Price QM Global Equity Fund (TQGIX) is 6.10%, while T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) has a volatility of 7.01%. This indicates that TQGIX experiences smaller price fluctuations and is considered to be less risky than TBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TQGIX | TBCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 7.01% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 12.40% | -2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 22.77% | -6.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 23.94% | -8.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 22.73% | -5.95% |