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TQSIX vs. MIEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TQSIX vs. MIEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) and MM S&P 500 Index Fund (MIEYX). The values are adjusted to include any dividend payments, if applicable.

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TQSIX vs. MIEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-10.78%15.52%
MIEYX
MM S&P 500 Index Fund
-4.44%17.27%24.36%25.76%-18.63%28.02%17.87%30.98%-5.26%18.90%

Returns By Period

In the year-to-date period, TQSIX achieves a 1.34% return, which is significantly higher than MIEYX's -4.44% return. Over the past 10 years, TQSIX has underperformed MIEYX with an annualized return of 11.77%, while MIEYX has yielded a comparatively higher 13.03% annualized 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%

MIEYX

1D
2.93%
1M
-5.05%
YTD
-4.44%
6M
-2.35%
1Y
16.73%
3Y*
17.76%
5Y*
11.21%
10Y*
13.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TQSIX vs. MIEYX - Expense Ratio Comparison

TQSIX has a 0.68% expense ratio, which is higher than MIEYX's 0.46% expense ratio.


Return for Risk

TQSIX vs. MIEYX — Risk / Return Rank

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

TQSIX
TQSIX Risk / Return Rank: 5353
Overall Rank
TQSIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TQSIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
TQSIX Omega Ratio Rank: 4747
Omega Ratio Rank
TQSIX Calmar Ratio Rank: 5858
Calmar Ratio Rank
TQSIX Martin Ratio Rank: 6262
Martin Ratio Rank

MIEYX
MIEYX Risk / Return Rank: 5454
Overall Rank
MIEYX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MIEYX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MIEYX Omega Ratio Rank: 5151
Omega Ratio Rank
MIEYX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MIEYX Martin Ratio Rank: 7070
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.

TQSIX vs. MIEYX - 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 MM S&P 500 Index Fund (MIEYX). 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.


TQSIXMIEYXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.95

+0.05

Sortino ratio

Return per unit of downside risk

1.51

1.45

+0.06

Omega ratio

Gain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratio

Return relative to maximum drawdown

1.48

1.47

+0.01

Martin ratio

Return relative to average drawdown

6.26

7.02

-0.76

TQSIX vs. MIEYX - Sharpe Ratio Comparison

The current TQSIX Sharpe Ratio is 1.00, which is comparable to the MIEYX Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of TQSIX and MIEYX, 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


TQSIXMIEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.95

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.44

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.58

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.37

+0.25

Correlation

The correlation between TQSIX and MIEYX is 0.85, 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. MIEYX - Dividend Comparison

TQSIX's dividend yield for the trailing twelve months is around 1.30%, less than MIEYX's 18.45% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
MIEYX
MM S&P 500 Index Fund
18.45%17.63%32.89%7.13%33.24%13.29%16.29%6.38%19.14%21.81%4.19%2.29%

Drawdowns

TQSIX vs. MIEYX - Drawdown Comparison

The maximum TQSIX drawdown since its inception was -40.65%, smaller than the maximum MIEYX drawdown of -55.63%. Use the drawdown chart below to compare losses from any high point for TQSIX and MIEYX.


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Drawdown Indicators


TQSIXMIEYXDifference

Max Drawdown

Largest peak-to-trough decline

-40.65%

-55.63%

+14.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-12.18%

-1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

-36.63%

+12.87%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

-36.63%

-4.02%

Current Drawdown

Current decline from peak

-7.27%

-16.34%

+9.07%

Average Drawdown

Average peak-to-trough decline

-5.17%

-12.60%

+7.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.54%

+0.78%

Volatility

TQSIX vs. MIEYX - Volatility Comparison

T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) has a higher volatility of 7.50% compared to MM S&P 500 Index Fund (MIEYX) at 5.36%. This indicates that TQSIX's price experiences larger fluctuations and is considered to be riskier than MIEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQSIXMIEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

5.36%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

9.54%

+2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

21.12%

18.33%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.44%

25.51%

-6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

22.55%

-2.29%