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TQSMX vs. FMCSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TQSMX vs. FMCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Integrated US Small-Mid Cap Equity Fund (TQSMX) and Fidelity Mid-Cap Stock Fund (FMCSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TQSMX achieves a 18.36% return, which is significantly higher than FMCSX's 14.98% return. Both investments have delivered pretty close results over the past 10 years, with TQSMX having a 12.56% annualized return and FMCSX not far behind at 12.41%.


TQSMX

1D
-0.17%
1M
-0.67%
6M
11.55%
YTD
18.36%
1Y
31.13%
3Y*
17.93%
5Y*
11.99%
10Y*
12.56%
ALL TIME*
13.52%

FMCSX

1D
0.12%
1M
-3.21%
6M
10.09%
YTD
14.98%
1Y
23.98%
3Y*
14.70%
5Y*
10.41%
10Y*
12.41%
ALL TIME*
11.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

TQSMX vs. FMCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TQSMX
T. Rowe Price Integrated US Small-Mid Cap Equity Fund
18.36%12.75%16.34%21.72%-13.07%21.85%11.68%30.19%-10.91%15.44%
FMCSX
Fidelity Mid-Cap Stock Fund
14.98%11.80%14.55%11.02%-6.40%28.64%11.43%25.39%-6.67%18.03%

Correlation

The correlation between TQSMX and FMCSX is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.94

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Feb 29, 2016

0.95

The correlation between TQSMX and FMCSX has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

TQSMX vs. FMCSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TQSMX
TQSMX Risk / Return Rank: 7373
Overall Rank
TQSMX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TQSMX Sortino Ratio Rank: 6969
Sortino Ratio Rank
TQSMX Omega Ratio Rank: 6161
Omega Ratio Rank
TQSMX Calmar Ratio Rank: 8181
Calmar Ratio Rank
TQSMX Martin Ratio Rank: 8484
Martin Ratio Rank

FMCSX
FMCSX Risk / Return Rank: 5656
Overall Rank
FMCSX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FMCSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FMCSX Omega Ratio Rank: 4242
Omega Ratio Rank
FMCSX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FMCSX Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TQSMX vs. FMCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Integrated US Small-Mid Cap Equity Fund (TQSMX) and Fidelity Mid-Cap Stock Fund (FMCSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TQSMXFMCSXDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratioReturn relative to maximum drawdown

2.81

2.65

+0.15

Martin ratioReturn relative to average drawdown

11.08

9.17

+1.91

TQSMX vs. FMCSX - Sharpe Ratio Comparison

The current TQSMX Sharpe Ratio is 1.70, which is comparable to the FMCSX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of TQSMX and FMCSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TQSMX vs. FMCSX - Drawdown Comparison

The maximum TQSMX drawdown since its inception was -40.66%, smaller than the maximum FMCSX drawdown of -62.19%. Use the drawdown chart below to compare losses from any high point for TQSMX and FMCSX.


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Drawdown Indicators


TQSMXFMCSXDifference

Max Drawdown

Largest peak-to-trough decline

-40.66%

-62.19%

+21.53%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-8.55%

-1.83%

Max Drawdown (3Y)

Largest decline over 3 years

-23.82%

-22.33%

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-23.82%

-22.33%

-1.49%

Max Drawdown (10Y)

Largest decline over 10 years

-40.66%

-40.55%

-0.11%

Current Drawdown

Current decline from peak

-1.78%

-5.18%

+3.40%

Average Drawdown

Average peak-to-trough decline

-5.11%

-9.32%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.47%

+0.16%

Volatility

TQSMX vs. FMCSX - Volatility Comparison

The current volatility for T. Rowe Price Integrated US Small-Mid Cap Equity Fund (TQSMX) is 3.57%, while Fidelity Mid-Cap Stock Fund (FMCSX) has a volatility of 4.12%. This indicates that TQSMX experiences smaller price fluctuations and is considered to be less risky than FMCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TQSMXFMCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

4.12%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.59%

13.15%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.18%

16.59%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.60%

17.73%

+1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

18.55%

+1.81%

TQSMX vs. FMCSX - Expense Ratio Comparison

TQSMX has a 0.87% expense ratio, which is higher than FMCSX's 0.62% expense ratio.


Dividends

TQSMX vs. FMCSX - Dividend Comparison

TQSMX's dividend yield for the trailing twelve months is around 0.97%, less than FMCSX's 5.39% yield.


PositionTTM20252024202320222021202020192018201720162015
FMCSX
Fidelity Mid-Cap Stock Fund
5.39%1.83%8.94%2.60%5.44%12.80%6.72%6.63%18.48%6.66%8.25%14.18%
TQSMX
T. Rowe Price Integrated US Small-Mid Cap Equity Fund
0.97%1.15%6.48%3.39%6.06%1.40%0.81%1.18%2.12%0.35%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, TQSMX and FMCSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FMCSX has higher volatility (4.12%) compared to TQSMX (3.57%). In terms of maximum drawdown, TQSMX dropped -40.66% vs FMCSX's -62.19%.

TQSMX currently has the higher Sharpe Ratio (1.70 vs 1.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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