TQSIX vs. AMZN
Compare and contrast key facts about T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) and Amazon.com, Inc. (AMZN).
TQSIX is managed by T. Rowe Price. It was launched on Feb 26, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TQSIX or AMZN.
Key characteristics
| TQSIX | AMZN | |
|---|---|---|
| YTD Return | 24.31% | 37.01% |
| 1Y Return | 46.00% | 48.07% |
| 3Y Return (Ann) | 9.31% | 5.21% |
| 5Y Return (Ann) | 13.54% | 18.48% |
| Sharpe Ratio | 2.60 | 1.73 |
| Sortino Ratio | 3.62 | 2.39 |
| Omega Ratio | 1.46 | 1.31 |
| Calmar Ratio | 4.12 | 1.89 |
| Martin Ratio | 17.15 | 7.92 |
| Ulcer Index | 2.59% | 5.88% |
| Daily Std Dev | 17.11% | 26.95% |
| Max Drawdown | -40.65% | -94.40% |
| Current Drawdown | 0.00% | -0.89% |
Correlation
The correlation between TQSIX and AMZN is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TQSIX vs. AMZN - Performance Comparison
In the year-to-date period, TQSIX achieves a 24.31% return, which is significantly lower than AMZN's 37.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TQSIX vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) and Amazon.com, Inc. (AMZN). 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.
Dividends
TQSIX vs. AMZN - Dividend Comparison
TQSIX's dividend yield for the trailing twelve months is around 0.57%, while AMZN has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
TQSIX T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund | 0.57% | 0.71% | 0.79% | 0.47% | 0.34% | 0.50% | 0.64% | 0.49% | 0.64% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TQSIX vs. AMZN - Drawdown Comparison
The maximum TQSIX drawdown since its inception was -40.65%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for TQSIX and AMZN. For additional features, visit the drawdowns tool.
Volatility
TQSIX vs. AMZN - Volatility Comparison
The current volatility for T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) is 5.37%, while Amazon.com, Inc. (AMZN) has a volatility of 8.99%. This indicates that TQSIX experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.