TQVIX vs. BRLVX
TQVIX (T. Rowe Price QM U.S. Value Equity Fund) and BRLVX (American Beacon Bridgeway Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, TQVIX returned 12.05%/yr vs 11.25%/yr for BRLVX. Their 0.95 correlation means they have historically moved very closely together. TQVIX charges 0.53%/yr vs 0.75%/yr for BRLVX.
Performance
TQVIX vs. BRLVX - Performance Comparison
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Returns By Period
In the year-to-date period, TQVIX achieves a 19.56% return, which is significantly lower than BRLVX's 20.86% return. Over the past 10 years, TQVIX has outperformed BRLVX with an annualized return of 12.05%, while BRLVX has yielded a comparatively lower 11.25% annualized return.
TQVIX
- 1D
- 0.80%
- 1M
- 2.59%
- 6M
- 15.35%
- YTD
- 19.56%
- 1Y
- 31.99%
- 3Y*
- 18.30%
- 5Y*
- 12.92%
- 10Y*
- 12.05%
- ALL TIME*
- 12.86%
BRLVX
- 1D
- 0.23%
- 1M
- 1.36%
- 6M
- 16.08%
- YTD
- 20.86%
- 1Y
- 40.63%
- 3Y*
- 21.55%
- 5Y*
- 13.49%
- 10Y*
- 11.25%
- ALL TIME*
- 10.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TQVIX vs. BRLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TQVIX T. Rowe Price QM U.S. Value Equity Fund | 19.56% | 14.88% | 16.20% | 11.79% | -3.29% | 29.07% | -0.23% | 25.53% | -10.80% | 13.83% |
BRLVX American Beacon Bridgeway Large Cap Value Fund | 20.86% | 24.30% | 16.48% | 11.42% | -7.79% | 22.95% | -3.06% | 25.13% | -13.40% | 15.89% |
Correlation
The correlation between TQVIX and BRLVX is 0.92, 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. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
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 TQVIX and BRLVX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
TQVIX vs. BRLVX — Risk / Return Rank
TQVIX
BRLVX
TQVIX vs. BRLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price QM U.S. Value Equity Fund (TQVIX) and American Beacon Bridgeway Large Cap Value Fund (BRLVX). 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.
| TQVIX | BRLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.52 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | 5.20 | -1.15 |
| Martin ratioReturn relative to average drawdown | 17.74 | 22.45 | -4.71 |
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Drawdowns
TQVIX vs. BRLVX - Drawdown Comparison
The maximum TQVIX drawdown since its inception was -40.69%, smaller than the maximum BRLVX drawdown of -55.94%. Use the drawdown chart below to compare losses from any high point for TQVIX and BRLVX.
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Drawdown Indicators
| TQVIX | BRLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.69% | -55.94% | +15.25% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -7.49% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -15.60% | -23.02% | +7.42% |
Max Drawdown (5Y)Largest decline over 5 years | -18.59% | -23.02% | +4.43% |
Max Drawdown (10Y)Largest decline over 10 years | -40.69% | -42.13% | +1.44% |
Current DrawdownCurrent decline from peak | -0.31% | -0.94% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -8.03% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 1.73% | -0.07% |
Volatility
TQVIX vs. BRLVX - Volatility Comparison
T. Rowe Price QM U.S. Value Equity Fund (TQVIX) and American Beacon Bridgeway Large Cap Value Fund (BRLVX) have volatilities of 2.74% and 2.85%, 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.
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Volatility by Period
| TQVIX | BRLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 2.85% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 10.58% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.34% | 13.28% | -1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 18.99% | -4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 20.04% | -1.65% |
TQVIX vs. BRLVX - Expense Ratio Comparison
TQVIX has a 0.53% expense ratio, which is lower than BRLVX's 0.75% expense ratio.
Dividends
TQVIX vs. BRLVX - Dividend Comparison
TQVIX's dividend yield for the trailing twelve months is around 4.07%, less than BRLVX's 10.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRLVX American Beacon Bridgeway Large Cap Value Fund | 10.45% | 12.63% | 18.01% | 12.03% | 4.88% | 9.69% | 10.64% | 4.23% | 9.41% | 5.80% | 1.42% | 3.71% |
TQVIX T. Rowe Price QM U.S. Value Equity Fund | 4.07% | 4.87% | 8.44% | 7.46% | 6.32% | 2.68% | 2.26% | 3.75% | 5.76% | 1.92% | 1.81% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, TQVIX and BRLVX 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.
BRLVX has higher volatility (2.85%) compared to TQVIX (2.74%). In terms of maximum drawdown, TQVIX dropped -40.69% vs BRLVX's -55.94%.
BRLVX currently has the higher Sharpe Ratio (2.94 vs 2.60), 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.
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