PortfoliosLab logoPortfoliosLab logo
TQSIX vs. TSCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TQSIX vs. TSCSX - 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 Thrivent Small Cap Stock Fund Class S (TSCSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TQSIX vs. TSCSX - 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%
TSCSX
Thrivent Small Cap Stock Fund Class S
-3.28%2.36%12.73%12.47%-10.94%24.22%22.87%27.92%-10.52%21.22%

Returns By Period

In the year-to-date period, TQSIX achieves a -2.09% return, which is significantly higher than TSCSX's -3.28% return. Both investments have delivered pretty close results over the past 10 years, with TQSIX having a 11.39% annualized return and TSCSX not far ahead at 11.51%.


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%

TSCSX

1D
-1.17%
1M
-9.54%
YTD
-3.28%
6M
-1.94%
1Y
10.06%
3Y*
6.13%
5Y*
4.01%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. TSCSX - Expense Ratio Comparison

TQSIX has a 0.68% expense ratio, which is lower than TSCSX's 0.80% expense ratio.


Return for Risk

TQSIX vs. TSCSX — 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

TSCSX
TSCSX Risk / Return Rank: 1919
Overall Rank
TSCSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TSCSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TSCSX Omega Ratio Rank: 1818
Omega Ratio Rank
TSCSX Calmar Ratio Rank: 1919
Calmar Ratio Rank
TSCSX Martin Ratio Rank: 2020
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. TSCSX - 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 Thrivent Small Cap Stock Fund Class S (TSCSX). 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.


TQSIXTSCSXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.46

+0.35

Sortino ratio

Return per unit of downside risk

1.25

0.81

+0.44

Omega ratio

Gain probability vs. loss probability

1.17

1.11

+0.07

Calmar ratio

Return relative to maximum drawdown

1.04

0.56

+0.48

Martin ratio

Return relative to average drawdown

4.44

2.01

+2.43

TQSIX vs. TSCSX - Sharpe Ratio Comparison

The current TQSIX Sharpe Ratio is 0.80, which is higher than the TSCSX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TQSIX and TSCSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TQSIXTSCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.46

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.19

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.52

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.39

+0.21

Correlation

The correlation between TQSIX and TSCSX is 0.95, 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. TSCSX - Dividend Comparison

TQSIX's dividend yield for the trailing twelve months is around 1.35%, less than TSCSX's 2.44% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
TSCSX
Thrivent Small Cap Stock Fund Class S
2.44%2.36%3.18%0.46%9.60%11.33%1.60%8.72%15.00%6.68%4.19%8.34%

Drawdowns

TQSIX vs. TSCSX - Drawdown Comparison

The maximum TQSIX drawdown since its inception was -40.65%, smaller than the maximum TSCSX drawdown of -56.66%. Use the drawdown chart below to compare losses from any high point for TQSIX and TSCSX.


Loading graphics...

Drawdown Indicators


TQSIXTSCSXDifference

Max Drawdown

Largest peak-to-trough decline

-40.65%

-56.66%

+16.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.06%

-14.31%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

-27.04%

+3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

-41.63%

+0.98%

Current Drawdown

Current decline from peak

-10.41%

-11.36%

+0.95%

Average Drawdown

Average peak-to-trough decline

-5.17%

-10.29%

+5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.96%

-0.67%

Volatility

TQSIX vs. TSCSX - Volatility Comparison

T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) and Thrivent Small Cap Stock Fund Class S (TSCSX) have volatilities of 6.46% and 6.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TQSIXTSCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

6.31%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

12.48%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

20.88%

22.16%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

21.65%

-2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

22.08%

-1.85%