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 MSCI US Small Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TQSIX or VBK.
Key characteristics
| TQSIX | VBK | |
|---|---|---|
| YTD Return | 24.31% | 20.58% |
| 1Y Return | 46.00% | 44.22% |
| 3Y Return (Ann) | 9.31% | -1.04% |
| 5Y Return (Ann) | 13.54% | 9.63% |
| Sharpe Ratio | 2.60 | 2.21 |
| Sortino Ratio | 3.62 | 3.02 |
| Omega Ratio | 1.46 | 1.37 |
| Calmar Ratio | 4.12 | 1.27 |
| Martin Ratio | 17.15 | 11.56 |
| Ulcer Index | 2.59% | 3.63% |
| Daily Std Dev | 17.11% | 19.01% |
| Max Drawdown | -40.65% | -58.69% |
| Current Drawdown | 0.00% | -3.31% |
Correlation
The correlation between TQSIX and VBK is 0.93, 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.
Performance
TQSIX vs. VBK - Performance Comparison
In the year-to-date period, TQSIX achieves a 24.31% return, which is significantly higher than VBK's 20.58% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VBK - Expense Ratio Comparison
TQSIX has a 0.68% expense ratio, which is higher than VBK's 0.07% expense ratio.
Risk-Adjusted Performance
TQSIX vs. VBK - 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 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.
Dividends
TQSIX vs. VBK - Dividend Comparison
TQSIX's dividend yield for the trailing twelve months is around 0.57%, less than VBK's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TQSIX T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund | 0.57% | 0.71% | 0.79% | 0.47% | 0.34% | 0.50% | 0.64% | 0.49% | 0.64% | 0.00% | 0.00% | 0.00% |
VBK Vanguard Small-Cap Growth ETF | 0.59% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
Drawdowns
TQSIX vs. VBK - Drawdown Comparison
The maximum TQSIX drawdown since its inception was -40.65%, smaller than the maximum VBK drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for TQSIX and VBK. For additional features, visit the drawdowns tool.
Volatility
TQSIX vs. VBK - Volatility Comparison
T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund (TQSIX) and Vanguard Small-Cap Growth ETF (VBK) have volatilities of 5.37% and 5.22%, 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.