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TQSIX vs. RPMGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TQSIX and RPMGX is 0.91, 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.


-0.50.00.51.00.9

Performance

TQSIX vs. RPMGX - 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 T. Rowe Price Mid-Cap Growth Fund (RPMGX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
1.74%
-2.80%
TQSIX
RPMGX

Key characteristics

Sharpe Ratio

TQSIX:

0.65

RPMGX:

0.11

Sortino Ratio

TQSIX:

0.95

RPMGX:

0.23

Omega Ratio

TQSIX:

1.13

RPMGX:

1.04

Calmar Ratio

TQSIX:

0.81

RPMGX:

0.06

Martin Ratio

TQSIX:

3.35

RPMGX:

0.49

Ulcer Index

TQSIX:

3.34%

RPMGX:

3.67%

Daily Std Dev

TQSIX:

17.26%

RPMGX:

16.39%

Max Drawdown

TQSIX:

-40.65%

RPMGX:

-58.69%

Current Drawdown

TQSIX:

-12.93%

RPMGX:

-25.14%

Returns By Period

In the year-to-date period, TQSIX achieves a 10.34% return, which is significantly higher than RPMGX's 0.82% return.


TQSIX

YTD

10.34%

1M

-11.75%

6M

1.74%

1Y

10.40%

5Y*

9.86%

10Y*

N/A

RPMGX

YTD

0.82%

1M

-11.22%

6M

-2.79%

1Y

1.16%

5Y*

1.13%

10Y*

2.88%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TQSIX vs. RPMGX - Expense Ratio Comparison

TQSIX has a 0.68% expense ratio, which is lower than RPMGX's 0.72% expense ratio.


RPMGX
T. Rowe Price Mid-Cap Growth Fund
Expense ratio chart for RPMGX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%
Expense ratio chart for TQSIX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

TQSIX vs. RPMGX - 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 T. Rowe Price Mid-Cap Growth Fund (RPMGX). 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.


Sharpe ratio
The chart of Sharpe ratio for TQSIX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.000.650.11
The chart of Sortino ratio for TQSIX, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.0010.000.950.23
The chart of Omega ratio for TQSIX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.04
The chart of Calmar ratio for TQSIX, currently valued at 0.81, compared to the broader market0.002.004.006.008.0010.0012.000.810.06
The chart of Martin ratio for TQSIX, currently valued at 3.35, compared to the broader market0.0020.0040.0060.003.350.49
TQSIX
RPMGX

The current TQSIX Sharpe Ratio is 0.65, which is higher than the RPMGX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of TQSIX and RPMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.65
0.11
TQSIX
RPMGX

Dividends

TQSIX vs. RPMGX - Dividend Comparison

Neither TQSIX nor RPMGX has paid dividends to shareholders.


TTM20232022202120202019201820172016
TQSIX
T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund
0.00%0.71%0.79%0.47%0.34%0.50%0.64%0.49%0.64%
RPMGX
T. Rowe Price Mid-Cap Growth Fund
0.00%0.06%0.00%0.00%0.00%0.21%0.16%0.00%0.00%

Drawdowns

TQSIX vs. RPMGX - Drawdown Comparison

The maximum TQSIX drawdown since its inception was -40.65%, smaller than the maximum RPMGX drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for TQSIX and RPMGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.93%
-25.14%
TQSIX
RPMGX

Volatility

TQSIX vs. RPMGX - Volatility Comparison

The current volatility for T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) is 8.39%, while T. Rowe Price Mid-Cap Growth Fund (RPMGX) has a volatility of 10.82%. This indicates that TQSIX experiences smaller price fluctuations and is considered to be less risky than RPMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
8.39%
10.82%
TQSIX
RPMGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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