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TQSIX vs. TBCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TQSIX vs. TBCIX - 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 Blue Chip Growth Fund I Class (TBCIX). The values are adjusted to include any dividend payments, if applicable.

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TQSIX vs. TBCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TQSIX
T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund
-2.09%12.94%16.54%21.99%-12.97%22.12%11.92%30.43%-10.78%15.52%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
-14.54%18.94%48.73%49.61%-38.48%18.30%34.90%30.30%2.13%36.68%

Returns By Period

In the year-to-date period, TQSIX achieves a -2.09% return, which is significantly higher than TBCIX's -14.54% return. Over the past 10 years, TQSIX has underperformed TBCIX with an annualized return of 11.39%, while TBCIX has yielded a comparatively higher 15.65% annualized return.


TQSIX

1D
-1.55%
1M
-9.20%
YTD
-2.09%
6M
-0.11%
1Y
16.91%
3Y*
14.84%
5Y*
8.79%
10Y*
11.39%

TBCIX

1D
-0.35%
1M
-8.84%
YTD
-14.54%
6M
-12.75%
1Y
11.84%
3Y*
24.77%
5Y*
10.38%
10Y*
15.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TQSIX vs. TBCIX - Expense Ratio Comparison

TQSIX has a 0.68% expense ratio, which is higher than TBCIX's 0.56% expense ratio.


Return for Risk

TQSIX vs. TBCIX — Risk / Return Rank

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

TQSIX
TQSIX Risk / Return Rank: 4040
Overall Rank
TQSIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
TQSIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
TQSIX Omega Ratio Rank: 3838
Omega Ratio Rank
TQSIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
TQSIX Martin Ratio Rank: 4343
Martin Ratio Rank

TBCIX
TBCIX Risk / Return Rank: 2121
Overall Rank
TBCIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TBCIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
TBCIX Omega Ratio Rank: 2424
Omega Ratio Rank
TBCIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TBCIX Martin Ratio Rank: 1717
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. TBCIX - 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 T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). 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.


TQSIXTBCIXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.54

+0.27

Sortino ratio

Return per unit of downside risk

1.25

0.94

+0.31

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

1.04

0.50

+0.54

Martin ratio

Return relative to average drawdown

4.44

1.75

+2.69

TQSIX vs. TBCIX - Sharpe Ratio Comparison

The current TQSIX Sharpe Ratio is 0.80, which is higher than the TBCIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of TQSIX and TBCIX, 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


TQSIXTBCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.54

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.44

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.69

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.66

-0.06

Correlation

The correlation between TQSIX and TBCIX is 0.71, 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. TBCIX - Dividend Comparison

TQSIX's dividend yield for the trailing twelve months is around 1.35%, less than TBCIX's 6.09% yield.


TTM2025202420232022202120202019201820172016
TQSIX
T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund
1.35%1.32%6.61%3.55%6.35%1.58%0.81%1.24%2.28%0.42%0.88%
TBCIX
T. Rowe Price Blue Chip Growth Fund I Class
6.09%5.20%18.28%3.47%5.84%10.03%1.18%0.59%2.50%3.05%0.81%

Drawdowns

TQSIX vs. TBCIX - Drawdown Comparison

The maximum TQSIX drawdown since its inception was -40.65%, smaller than the maximum TBCIX drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for TQSIX and TBCIX.


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Drawdown Indicators


TQSIXTBCIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.65%

-43.26%

+2.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-16.96%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

-43.26%

+19.50%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

-43.26%

+2.61%

Current Drawdown

Current decline from peak

-10.41%

-16.96%

+6.55%

Average Drawdown

Average peak-to-trough decline

-5.17%

-8.15%

+2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

4.87%

-1.58%

Volatility

TQSIX vs. TBCIX - Volatility Comparison

T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) has a higher volatility of 6.46% compared to T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) at 5.58%. This indicates that TQSIX's price experiences larger fluctuations and is considered to be riskier than TBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQSIXTBCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

5.58%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

11.76%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

20.88%

22.49%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

23.88%

-4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

22.69%

-2.46%