Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TQGEX (T. ROWE PRICE QM GLOBAL EQUITY FUND T. ROWE PRICE QM GLOBAL EQUITY FUND) | 11.05% | 14.83% | 17.73% | 13.33% | NA | NA | NA | 11.77% |
Data as of 07/11/2025, AR inception is 04/18/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TQGEX (T. ROWE PRICE QM GLOBAL EQUITY FUND T. ROWE PRICE QM GLOBAL EQUITY FUND) | 04/18/2016 | 07/11/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.20 | 14.83 | 17.73 | 13.33 | NA | NA | NA | 11.77 | 11.05 | 17.91 | 21.79 | -17.22 | 19.65 | 15.28 | 27.66 | -9.99 | 24.91 | 4.18 |
| Sharpe Ratio | NA | 0.68 | 0.95 | 0.71 | NA | NA | NA | 0.59 | 0.95 | 1.26 | 1.55 | -0.87 | 1.54 | 0.48 | 2.33 | -0.75 | 3.70 | 0.47 |
| Standard Deviation(%) | NA | 17.21 | 15.17 | 15.56 | NA | NA | NA | 16.79 | 20.38 | 11.30 | 11.78 | 21.42 | 12.73 | 31.50 | 11.25 | 15.22 | 6.58 | 12.06 |
| Draw Down(%) | NA | 15.96 | 15.96 | 25.55 | NA | NA | NA | 32.97 | 15.96 | 7.89 | 9.03 | 25.43 | 5.87 | 32.97 | 5.99 | 20.23 | 2.00 | 6.93 |
| Yield(%) | 0.00 | 4.25 | 8.01 | 5.85 | 4.73 | 3.15 | 2.36 | 5.25 | 0.00 | 4.88 | 1.68 | 14.28 | 0.92 | 1.05 | 1.78 | 1.56 | 1.64 | 1.49 |
Data as of 07/11/2025, AR inception is 04/18/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TQGEX (T. ROWE PRICE QM GLOBAL EQUITY FUND T. ROWE PRICE QM GLOBAL EQUITY FUND) |
2.39%
Mar 2017 - Mar 2020 |
4.50%
Sep 2017 - Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TQGEX (T. ROWE PRICE QM GLOBAL EQUITY FUND T. ROWE PRICE QM GLOBAL EQUITY FUND) |
20.75%
Dec 2018 - Dec 2021 |
15.43%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart