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TQSIX vs. VEXAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TQSIX and VEXAX is 0.86, 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. VEXAX - 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 Vanguard Extended Market Index Fund Admiral Shares (VEXAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TQSIX:

-0.15

VEXAX:

0.20

Sortino Ratio

TQSIX:

0.00

VEXAX:

0.48

Omega Ratio

TQSIX:

1.00

VEXAX:

1.06

Calmar Ratio

TQSIX:

-0.09

VEXAX:

0.19

Martin Ratio

TQSIX:

-0.25

VEXAX:

0.62

Ulcer Index

TQSIX:

9.92%

VEXAX:

8.40%

Daily Std Dev

TQSIX:

22.42%

VEXAX:

24.25%

Max Drawdown

TQSIX:

-40.65%

VEXAX:

-58.08%

Current Drawdown

TQSIX:

-16.04%

VEXAX:

-13.84%

Returns By Period

In the year-to-date period, TQSIX achieves a -3.66% return, which is significantly higher than VEXAX's -6.36% return.


TQSIX

YTD

-3.66%

1M

6.63%

6M

-14.40%

1Y

-3.44%

5Y*

10.97%

10Y*

N/A

VEXAX

YTD

-6.36%

1M

6.98%

6M

-9.96%

1Y

4.79%

5Y*

11.87%

10Y*

8.28%

*Annualized

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TQSIX vs. VEXAX - Expense Ratio Comparison

TQSIX has a 0.68% expense ratio, which is higher than VEXAX's 0.06% expense ratio.


Risk-Adjusted Performance

TQSIX vs. VEXAX — Risk-Adjusted Performance Rank

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

TQSIX
The Risk-Adjusted Performance Rank of TQSIX is 1616
Overall Rank
The Sharpe Ratio Rank of TQSIX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of TQSIX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of TQSIX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of TQSIX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of TQSIX is 1616
Martin Ratio Rank

VEXAX
The Risk-Adjusted Performance Rank of VEXAX is 3636
Overall Rank
The Sharpe Ratio Rank of VEXAX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VEXAX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of VEXAX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VEXAX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VEXAX is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TQSIX vs. VEXAX - 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 Extended Market Index Fund Admiral Shares (VEXAX). 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.


The current TQSIX Sharpe Ratio is -0.15, which is lower than the VEXAX Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of TQSIX and VEXAX, 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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Dividends

TQSIX vs. VEXAX - Dividend Comparison

TQSIX's dividend yield for the trailing twelve months is around 0.77%, less than VEXAX's 1.26% yield.


TTM20242023202220212020201920182017201620152014
TQSIX
T. Rowe Price QM U.S. Small & Mid-Cap Core Equity Fund
0.77%0.74%0.71%0.79%0.47%0.34%0.50%0.64%0.49%0.64%0.00%0.00%
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
1.26%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%

Drawdowns

TQSIX vs. VEXAX - Drawdown Comparison

The maximum TQSIX drawdown since its inception was -40.65%, smaller than the maximum VEXAX drawdown of -58.08%. Use the drawdown chart below to compare losses from any high point for TQSIX and VEXAX. For additional features, visit the drawdowns tool.


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Volatility

TQSIX vs. VEXAX - Volatility Comparison


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