TQSIX vs. FTSIX
Compare and contrast key facts about T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) and Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX).
TQSIX is managed by T. Rowe Price. It was launched on Feb 26, 2016. FTSIX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 26, 2018.
Performance
TQSIX vs. FTSIX - Performance Comparison
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TQSIX vs. FTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TQSIX T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund | 1.34% | 12.94% | 16.54% | 21.99% | -12.97% | 22.12% | 11.92% | 30.43% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 6.17% | 6.04% | 11.86% | 18.52% | -17.63% | 25.29% | 19.19% | 26.72% |
Returns By Period
In the year-to-date period, TQSIX achieves a 1.34% return, which is significantly lower than FTSIX's 6.17% return.
TQSIX
- 1D
- 3.51%
- 1M
- -6.56%
- YTD
- 1.34%
- 6M
- 3.43%
- 1Y
- 20.68%
- 3Y*
- 16.17%
- 5Y*
- 9.20%
- 10Y*
- 11.77%
FTSIX
- 1D
- 2.47%
- 1M
- -4.31%
- YTD
- 6.17%
- 6M
- 8.46%
- 1Y
- 18.00%
- 3Y*
- 11.65%
- 5Y*
- 5.34%
- 10Y*
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TQSIX vs. FTSIX - Expense Ratio Comparison
TQSIX has a 0.68% expense ratio, which is lower than FTSIX's 2.69% expense ratio.
Return for Risk
TQSIX vs. FTSIX — Risk / Return Rank
TQSIX
FTSIX
TQSIX vs. FTSIX - Risk-Adjusted Trends 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 Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX). 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.
| TQSIX | FTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.91 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.41 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.19 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.42 | +0.06 |
Martin ratioReturn relative to average drawdown | 6.26 | 5.73 | +0.53 |
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
| TQSIX | FTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.91 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.28 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.53 | +0.09 |
Correlation
The correlation between TQSIX and FTSIX 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
TQSIX vs. FTSIX - Dividend Comparison
TQSIX's dividend yield for the trailing twelve months is around 1.30%, more than FTSIX's 0.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TQSIX T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund | 1.30% | 1.32% | 6.61% | 3.55% | 6.35% | 1.58% | 0.81% | 1.24% | 2.28% | 0.42% | 0.88% |
FTSIX Fuller & Thaler Behavioral Small-Mid Core Equity Fund | 0.61% | 0.64% | 0.84% | 0.85% | 0.95% | 5.50% | 0.35% | 2.16% | 0.00% | 0.00% | 0.00% |
Drawdowns
TQSIX vs. FTSIX - Drawdown Comparison
The maximum TQSIX drawdown since its inception was -40.65%, roughly equal to the maximum FTSIX drawdown of -42.12%. Use the drawdown chart below to compare losses from any high point for TQSIX and FTSIX.
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Drawdown Indicators
| TQSIX | FTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.65% | -42.12% | +1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -14.06% | -13.29% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | -27.57% | +3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -40.65% | — | — |
Current DrawdownCurrent decline from peak | -7.27% | -4.50% | -2.77% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -7.80% | +2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.29% | +0.03% |
Volatility
TQSIX vs. FTSIX - Volatility Comparison
T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) has a higher volatility of 7.50% compared to Fuller & Thaler Behavioral Small-Mid Core Equity Fund (FTSIX) at 5.75%. This indicates that TQSIX's price experiences larger fluctuations and is considered to be riskier than FTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TQSIX | FTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 5.75% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 11.27% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.12% | 20.15% | +0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.44% | 19.14% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 23.49% | -3.23% |