Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TQGIX (T. ROWE PRICE QM GLOBAL EQUITY FUND T. ROWE PRICE QM GLOBAL EQUITY FUND-I CLASS) | 13.30% | 18.30% | 17.51% | 13.31% | NA | NA | NA | 12.16% |
Data as of 07/23/2025, AR inception is 04/18/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TQGIX (T. ROWE PRICE QM GLOBAL EQUITY FUND T. ROWE PRICE QM GLOBAL EQUITY FUND-I CLASS) | 04/18/2016 | 07/23/2025 |
| 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 (%) | 2.06 | 18.30 | 17.51 | 13.31 | NA | NA | NA | 12.16 | 13.30 | 18.08 | 21.95 | -17.12 | 19.87 | 15.42 | 27.89 | -9.92 | 25.12 | 4.17 |
| Sharpe Ratio | NA | 0.77 | 0.98 | 0.71 | NA | NA | NA | 0.60 | 0.96 | 1.28 | 1.57 | -0.87 | 1.56 | 0.48 | 2.34 | -0.74 | 3.72 | 0.47 |
| Standard Deviation(%) | NA | 17.11 | 15.12 | 15.53 | NA | NA | NA | 16.78 | 20.00 | 11.27 | 11.77 | 21.42 | 12.73 | 31.50 | 11.30 | 15.29 | 6.60 | 12.08 |
| Draw Down(%) | NA | 15.92 | 15.92 | 25.44 | NA | NA | NA | 32.97 | 15.92 | 7.89 | 8.97 | 25.36 | 5.85 | 32.97 | 5.93 | 20.18 | 1.91 | 6.93 |
| Yield(%) | 0.00 | 4.48 | 8.02 | 5.89 | 4.92 | 3.28 | 2.46 | 5.47 | 0.00 | 5.10 | 1.81 | 14.61 | 1.04 | 1.05 | 1.78 | 1.72 | 1.83 | 1.59 |
Data as of 07/23/2025, 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 |
|---|---|---|---|---|
| TQGIX (T. ROWE PRICE QM GLOBAL EQUITY FUND T. ROWE PRICE QM GLOBAL EQUITY FUND-I CLASS) |
2.51%
Mar 2017 - Mar 2020 |
4.64%
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 |
|---|---|---|---|---|
| TQGIX (T. ROWE PRICE QM GLOBAL EQUITY FUND T. ROWE PRICE QM GLOBAL EQUITY FUND-I CLASS) |
20.95%
Dec 2018 - Dec 2021 |
15.62%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart