TQSMX vs. TBCIX

Last updated Jun 25, 2026

TQSMX (T. Rowe Price Integrated US Small-Mid Cap Equity Fund) and TBCIX (T. Rowe Price Blue Chip Growth Fund I Class) are both mutual funds - TQSMX is a Small Cap Blend Equities fund actively managed by T. Rowe Price, while TBCIX is a Large Cap Growth Equities fund actively managed by T. Rowe Price. Both are actively managed. Over the past 10 years, TQSMX returned 13.13%/yr vs 17.70%/yr for TBCIX. A 0.70 correlation means they provide meaningful diversification when combined. TQSMX charges 0.87%/yr vs 0.56%/yr for TBCIX.

Performance

TQSMX vs. TBCIX - 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 T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TQSMX achieves a 17.25% return, which is significantly higher than TBCIX's -1.71% return. Over the past 10 years, TQSMX has underperformed TBCIX with an annualized return of 13.13%, while TBCIX has yielded a comparatively higher 17.70% annualized return.

TQSMX

• 1D: -1.76%
• 1M: 3.68%
• YTD: 17.25%
• 6M: 14.75%
• 1Y: 30.24%
• 3Y*: 20.67%
• 5Y*: 11.80%
• 10Y*: 13.13%

TBCIX

• 1D: -1.97%
• 1M: -5.15%
• YTD: -1.71%
• 6M: -3.03%
• 1Y: 11.50%
• 3Y*: 25.22%
• 5Y*: 11.04%
• 10Y*: 17.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TQSMX vs. TBCIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TQSMX T. Rowe Price Integrated US Small-Mid Cap Equity Fund	17.25%	12.75%	16.34%	21.72%	-13.07%	21.85%	11.68%	30.19%	-10.91%	15.44%
TBCIX T. Rowe Price Blue Chip Growth Fund I Class	-1.71%	18.94%	48.73%	49.61%	-38.48%	18.30%	34.90%	30.30%	2.13%	36.68%

Correlation

The correlation between TQSMX and TBCIX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (10Y) Calculated over the trailing 10-year period	0.70
Correlation (All Time) Calculated using the full available price history since Feb 29, 2016	0.70

The correlation between TQSMX and TBCIX shifts across timeframes, from 0.52 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TQSMX vs. TBCIX — Risk / Return Rank

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

TQSMX

TQSMX Risk / Return Rank: 60
TQSMX Sharpe Ratio Rank: 53
TQSMX Sortino Ratio Rank: 54
TQSMX Omega Ratio Rank: 47
TQSMX Calmar Ratio Rank: 74
TQSMX Martin Ratio Rank: 73

TBCIX

TBCIX Risk / Return Rank: 10
TBCIX Sharpe Ratio Rank: 10
TBCIX Sortino Ratio Rank: 10
TBCIX Omega Ratio Rank: 10
TBCIX Calmar Ratio Rank: 9
TBCIX Martin Ratio Rank: 10

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.

TQSMX vs. TBCIX - 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 T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). 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.

	TQSMX	TBCIX	Difference
Sharpe ratio: Return per unit of total volatility	1.85	0.79	+1.06
Sortino ratio: Return per unit of downside risk	2.65	1.17	+1.47
Omega ratio: Gain probability vs. loss probability	1.32	1.14	+0.18
Calmar ratio: Return relative to maximum drawdown	3.05	0.78	+2.28
Martin ratio: Return relative to average drawdown	12.16	2.55	+9.61

TQSMX vs. TBCIX - Sharpe Ratio Comparison

The current TQSMX Sharpe Ratio is 1.85, which is higher than the TBCIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of TQSMX and TBCIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TQSMX vs. TBCIX - Drawdown Comparison

The maximum TQSMX drawdown since its inception was -40.66%, smaller than the maximum TBCIX drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for TQSMX and TBCIX.

Drawdown Indicators

	TQSMX	TBCIX	Difference
Max Drawdown Largest peak-to-trough decline	-40.66%	-43.26%	+2.60%
Max Drawdown (1Y) Largest decline over 1 year	-10.38%	-16.96%	+6.58%
Max Drawdown (3Y) Largest decline over 3 years	-23.82%	-23.06%	-0.76%
Max Drawdown (5Y) Largest decline over 5 years	-23.82%	-43.26%	+19.44%
Max Drawdown (10Y) Largest decline over 10 years	-40.66%	-43.26%	+2.60%
Current Drawdown Current decline from peak	-1.76%	-7.52%	+5.76%
Average Drawdown Average peak-to-trough decline	-5.15%	-8.05%	+2.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	5.16%	-2.56%

Volatility

TQSMX vs. TBCIX - Volatility Comparison

T. Rowe Price Integrated US Small-Mid Cap Equity Fund (TQSMX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) have volatilities of 6.41% and 6.71%, 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.

Volatility by Period

	TQSMX	TBCIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.41%	6.71%	-0.30%
Volatility (6M) Calculated over the trailing 6-month period	13.56%	13.32%	+0.24%
Volatility (1Y) Calculated over the trailing 1-year period	17.15%	16.74%	+0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.65%	24.06%	-4.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.38%	22.80%	-2.42%

TQSMX vs. TBCIX - Expense Ratio Comparison

TQSMX has a 0.87% expense ratio, which is higher than TBCIX's 0.56% expense ratio.

Dividends

TQSMX vs. TBCIX - Dividend Comparison

TQSMX's dividend yield for the trailing twelve months is around 0.98%, less than TBCIX's 5.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
TBCIX T. Rowe Price Blue Chip Growth Fund I Class	5.30%	5.20%	18.28%	3.47%	5.84%	10.03%	1.18%	0.59%	2.50%	3.05%	0.81%
TQSMX T. Rowe Price Integrated US Small-Mid Cap Equity Fund	0.98%	1.15%	6.48%	3.39%	6.06%	1.40%	0.81%	1.18%	2.12%	0.35%	0.00%

Frequently Asked Questions

Can I hold both TQSMX and TBCIX in my portfolio?

TQSMX and TBCIX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TQSMX or TBCIX?

TBCIX has higher volatility (6.71%) compared to TQSMX (6.41%). In terms of maximum drawdown, TQSMX dropped -40.66% vs TBCIX's -43.26%.

Which has better risk-adjusted returns?

TQSMX currently has the higher Sharpe Ratio (1.85 vs 0.79), 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.