TQSIX vs. VBK
Compare and contrast key facts about T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) and Vanguard Small-Cap Growth ETF (VBK).
TQSIX is managed by T. Rowe Price. It was launched on Feb 26, 2016. VBK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Growth Index. It was launched on Jan 26, 2004.
Performance
TQSIX vs. VBK - Performance Comparison
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TQSIX vs. VBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBK Vanguard Small-Cap Growth ETF | 0.16% | 8.50% | 16.50% | 21.45% | -28.44% | 5.66% | 35.44% | 32.75% | -5.70% | 21.87% |
Returns By Period
In the year-to-date period, TQSIX achieves a -2.09% return, which is significantly lower than VBK's 0.16% return. Over the past 10 years, TQSIX has outperformed VBK with an annualized return of 11.39%, while VBK has yielded a comparatively lower 10.46% 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%
VBK
- 1D
- 4.37%
- 1M
- -5.52%
- YTD
- 0.16%
- 6M
- 1.80%
- 1Y
- 20.70%
- 3Y*
- 12.47%
- 5Y*
- 2.16%
- 10Y*
- 10.46%
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TQSIX vs. VBK - Expense Ratio Comparison
TQSIX has a 0.68% expense ratio, which is higher than VBK's 0.07% expense ratio.
Return for Risk
TQSIX vs. VBK — Risk / Return Rank
TQSIX
VBK
TQSIX vs. VBK - 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 Vanguard Small-Cap Growth ETF (VBK). 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.
| TQSIX | VBK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.85 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.34 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.38 | -0.34 |
Martin ratioReturn relative to average drawdown | 4.44 | 5.52 | -1.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TQSIX | VBK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.85 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.09 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.46 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.40 | +0.20 |
Correlation
The correlation between TQSIX and VBK is 0.92, 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. VBK - Dividend Comparison
TQSIX's dividend yield for the trailing twelve months is around 1.35%, more than VBK's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBK Vanguard Small-Cap Growth ETF | 0.52% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
Drawdowns
TQSIX vs. VBK - Drawdown Comparison
The maximum TQSIX drawdown since its inception was -40.65%, smaller than the maximum VBK drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for TQSIX and VBK.
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Drawdown Indicators
| TQSIX | VBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.65% | -58.68% | +18.03% |
Max Drawdown (1Y)Largest decline over 1 year | -14.06% | -14.56% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | -38.39% | +14.63% |
Max Drawdown (10Y)Largest decline over 10 years | -40.65% | -38.70% | -1.95% |
Current DrawdownCurrent decline from peak | -10.41% | -7.57% | -2.84% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -10.22% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 3.65% | -0.36% |
Volatility
TQSIX vs. VBK - Volatility Comparison
The current volatility for T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) is 6.46%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 8.73%. This indicates that TQSIX experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TQSIX | VBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 8.73% | -2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 15.41% | -3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.88% | 24.44% | -3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.37% | 23.49% | -4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 22.80% | -2.57% |