Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TQMVX (T. ROWE PRICE QM U.S. VALUE EQUITY FUND T. ROWE PRICE QM U.S. VALUE EQUITY FUND) | 4.42% | 6.38% | 12.95% | 15.00% | NA | NA | NA | 11.34% |
Data as of 07/16/2025, AR inception is 03/01/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TQMVX (T. ROWE PRICE QM U.S. VALUE EQUITY FUND T. ROWE PRICE QM U.S. VALUE EQUITY FUND) | 03/01/2016 | 07/16/2025 |
| 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 (%) | -0.88 | 6.38 | 12.95 | 15.00 | NA | NA | NA | 11.34 | 4.42 | 16.02 | 11.64 | -3.55 | 28.90 | -0.52 | 25.38 | -10.92 | 15.91 | 21.46 |
| Sharpe Ratio | NA | 0.44 | 0.65 | 0.87 | NA | NA | NA | 0.50 | 0.39 | 1.12 | 0.63 | -0.25 | 1.93 | -0.02 | 1.80 | -0.76 | 1.88 | 2.10 |
| Standard Deviation(%) | NA | 16.38 | 14.94 | 15.99 | NA | NA | NA | 18.87 | 19.24 | 11.06 | 12.76 | 19.71 | 14.94 | 40.17 | 13.25 | 16.16 | 8.16 | 12.28 |
| Draw Down(%) | NA | 15.68 | 15.68 | 18.73 | NA | NA | NA | 40.70 | 14.23 | 8.28 | 10.08 | 18.73 | 6.54 | 40.70 | 8.38 | 21.93 | 4.98 | 6.31 |
| Yield(%) | 0.00 | 7.76 | 7.69 | 7.41 | 6.03 | 4.02 | 3.02 | 6.70 | 0.00 | 8.78 | 7.66 | 5.54 | 3.20 | 2.19 | 4.51 | 4.69 | 4.00 | 2.07 |
Data as of 07/16/2025, AR inception is 03/01/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TQMVX (T. ROWE PRICE QM U.S. VALUE EQUITY FUND T. ROWE PRICE QM U.S. VALUE EQUITY FUND) |
-4.20%
Mar 2017 - Mar 2020 |
5.28%
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 |
|---|---|---|---|---|
| TQMVX (T. ROWE PRICE QM U.S. VALUE EQUITY FUND T. ROWE PRICE QM U.S. VALUE EQUITY FUND) |
20.69%
Mar 2020 - Mar 2023 |
18.55%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart