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TQGIX vs. UCEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TQGIX vs. UCEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price QM Global Equity Fund (TQGIX) and USAA Cornerstone Equity Fund (UCEQX). The values are adjusted to include any dividend payments, if applicable.

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TQGIX vs. UCEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
UCEQX
USAA Cornerstone Equity Fund
-0.78%23.71%14.50%19.36%-16.25%19.68%10.76%22.49%-12.06%21.65%

Returns By Period

In the year-to-date period, TQGIX achieves a -1.37% return, which is significantly lower than UCEQX's -0.78% return.


TQGIX

1D
3.00%
1M
-6.14%
YTD
-1.37%
6M
1.94%
1Y
20.47%
3Y*
18.45%
5Y*
10.94%
10Y*

UCEQX

1D
2.88%
1M
-5.43%
YTD
-0.78%
6M
2.20%
1Y
22.46%
3Y*
16.90%
5Y*
9.25%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TQGIX vs. UCEQX - Expense Ratio Comparison

TQGIX has a 0.58% expense ratio, which is higher than UCEQX's 0.09% expense ratio.


Return for Risk

TQGIX vs. UCEQX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TQGIX
TQGIX Risk / Return Rank: 6767
Overall Rank
TQGIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
TQGIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TQGIX Omega Ratio Rank: 6666
Omega Ratio Rank
TQGIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TQGIX Martin Ratio Rank: 7373
Martin Ratio Rank

UCEQX
UCEQX Risk / Return Rank: 7676
Overall Rank
UCEQX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
UCEQX Sortino Ratio Rank: 7474
Sortino Ratio Rank
UCEQX Omega Ratio Rank: 7474
Omega Ratio Rank
UCEQX Calmar Ratio Rank: 7676
Calmar Ratio Rank
UCEQX Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TQGIX vs. UCEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM Global Equity Fund (TQGIX) and USAA Cornerstone Equity Fund (UCEQX). 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.


TQGIXUCEQXDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.38

-0.11

Sortino ratio

Return per unit of downside risk

1.84

1.99

-0.15

Omega ratio

Gain probability vs. loss probability

1.28

1.30

-0.02

Calmar ratio

Return relative to maximum drawdown

1.79

1.95

-0.16

Martin ratio

Return relative to average drawdown

8.21

9.45

-1.24

TQGIX vs. UCEQX - Sharpe Ratio Comparison

The current TQGIX Sharpe Ratio is 1.27, which is comparable to the UCEQX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TQGIX and UCEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TQGIXUCEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.38

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.61

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.63

+0.10

Correlation

The correlation between TQGIX and UCEQX is 0.97, 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. UCEQX - Dividend Comparison

TQGIX's dividend yield for the trailing twelve months is around 3.52%, less than UCEQX's 5.12% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
UCEQX
USAA Cornerstone Equity Fund
5.12%5.08%2.56%5.10%6.80%4.61%8.25%4.79%6.73%1.91%3.16%3.63%

Drawdowns

TQGIX vs. UCEQX - Drawdown Comparison

The maximum TQGIX drawdown since its inception was -32.97%, smaller than the maximum UCEQX drawdown of -35.33%. Use the drawdown chart below to compare losses from any high point for TQGIX and UCEQX.


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Drawdown Indicators


TQGIXUCEQXDifference

Max Drawdown

Largest peak-to-trough decline

-32.97%

-35.33%

+2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-11.75%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-25.24%

-0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-35.33%

Current Drawdown

Current decline from peak

-7.26%

-6.34%

-0.92%

Average Drawdown

Average peak-to-trough decline

-4.88%

-4.92%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.43%

+0.15%

Volatility

TQGIX vs. UCEQX - Volatility Comparison

T. Rowe Price QM Global Equity Fund (TQGIX) and USAA Cornerstone Equity Fund (UCEQX) have volatilities of 6.10% and 5.93%, 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


TQGIXUCEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

5.93%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

9.65%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

16.60%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

15.22%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

16.46%

+0.32%