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TQSIX vs. RSINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TQSIX vs. RSINX - 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 Victory RS Investors Fund (RSINX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TQSIX achieves a 18.06% return, which is significantly higher than RSINX's 6.73% return. Over the past 10 years, TQSIX has outperformed RSINX with an annualized return of 13.23%, while RSINX has yielded a comparatively lower 10.63% annualized return.


TQSIX

1D
1.63%
1M
4.88%
YTD
18.06%
6M
16.63%
1Y
33.69%
3Y*
20.12%
5Y*
12.77%
10Y*
13.23%

RSINX

1D
-0.28%
1M
-0.62%
YTD
6.73%
6M
6.47%
1Y
15.12%
3Y*
14.14%
5Y*
10.81%
10Y*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TQSIX vs. RSINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TQSIX
T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund
18.06%12.94%16.54%21.99%-12.97%22.12%11.92%30.43%-10.78%15.52%
RSINX
Victory RS Investors Fund
6.73%6.39%20.81%13.18%-2.02%25.73%-1.68%28.02%-9.55%16.36%

Correlation

The correlation between TQSIX and RSINX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Feb 29, 2016

0.86

The correlation between TQSIX and RSINX has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.

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Return for Risk

TQSIX vs. RSINX — Risk / Return Rank

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

TQSIX
TQSIX Risk / Return Rank: 6464
Overall Rank
TQSIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TQSIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
TQSIX Omega Ratio Rank: 5050
Omega Ratio Rank
TQSIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
TQSIX Martin Ratio Rank: 7676
Martin Ratio Rank

RSINX
RSINX Risk / Return Rank: 2525
Overall Rank
RSINX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
RSINX Sortino Ratio Rank: 2323
Sortino Ratio Rank
RSINX Omega Ratio Rank: 2121
Omega Ratio Rank
RSINX Calmar Ratio Rank: 2626
Calmar Ratio Rank
RSINX Martin Ratio Rank: 2929
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. RSINX - 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 Victory RS Investors Fund (RSINX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TQSIXRSINXDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.35

1.22

+0.13

Calmar ratioReturn relative to maximum drawdown

3.26

1.76

+1.50

Martin ratioReturn relative to average drawdown

13.02

6.24

+6.79

TQSIX vs. RSINX - Sharpe Ratio Comparison

The current TQSIX Sharpe Ratio is 2.00, which is higher than the RSINX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of TQSIX and RSINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TQSIX vs. RSINX - Drawdown Comparison

The maximum TQSIX drawdown since its inception was -40.65%, smaller than the maximum RSINX drawdown of -66.11%. Use the drawdown chart below to compare losses from any high point for TQSIX and RSINX.


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Drawdown Indicators


TQSIXRSINXDifference

Max Drawdown

Largest peak-to-trough decline

-40.65%

-66.11%

+25.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.41%

-8.64%

-1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-23.76%

-20.23%

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

-23.08%

-0.68%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

-40.86%

+0.21%

Current Drawdown

Current decline from peak

0.00%

-2.11%

+2.11%

Average Drawdown

Average peak-to-trough decline

-5.09%

-10.54%

+5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.43%

+0.17%

Volatility

TQSIX vs. RSINX - Volatility Comparison

T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) has a higher volatility of 6.27% compared to Victory RS Investors Fund (RSINX) at 3.35%. This indicates that TQSIX's price experiences larger fluctuations and is considered to be riskier than RSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQSIXRSINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

3.35%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

8.42%

+4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

12.09%

+4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.63%

19.10%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.38%

19.11%

+1.27%

TQSIX vs. RSINX - Expense Ratio Comparison

TQSIX has a 0.68% expense ratio, which is lower than RSINX's 1.33% expense ratio.


Dividends

TQSIX vs. RSINX - Dividend Comparison

TQSIX's dividend yield for the trailing twelve months is around 1.12%, less than RSINX's 4.17% yield.


PositionTTM2025202420232022202120202019201820172016
RSINX
Victory RS Investors Fund
4.17%4.46%10.21%0.77%4.03%15.89%0.30%4.32%17.89%14.37%0.00%
TQSIX
T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund
1.12%1.32%6.61%3.55%6.35%1.58%0.81%1.24%2.28%0.42%0.88%

Frequently Asked Questions


TQSIX and RSINX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQSIX has higher volatility (6.27%) compared to RSINX (3.35%). In terms of maximum drawdown, TQSIX dropped -40.65% vs RSINX's -66.11%.

TQSIX currently has the higher Sharpe Ratio (2.00 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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