Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TQVIX (T. ROWE PRICE QM U.S. VALUE EQUITY FUND T. ROWE PRICE QM U.S. VALUE EQUITY FUND-I CLASS) | 5.44% | 10.56% | 13.31% | 16.20% | NA | NA | NA | 11.66% |
Data as of 07/11/2025, AR inception is 03/01/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TQVIX (T. ROWE PRICE QM U.S. VALUE EQUITY FUND T. ROWE PRICE QM U.S. VALUE EQUITY FUND-I CLASS) | 03/01/2016 | 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 (%) | 0.00 | 10.56 | 13.31 | 16.20 | NA | NA | NA | 11.66 | 5.44 | 16.20 | 11.80 | -3.29 | 29.07 | -0.23 | 25.56 | -10.78 | 16.06 | 21.66 |
| Sharpe Ratio | NA | 0.45 | 0.67 | 0.89 | NA | NA | NA | 0.51 | 0.40 | 1.14 | 0.64 | -0.24 | 1.95 | -0.01 | 1.83 | -0.76 | 1.89 | 2.13 |
| Standard Deviation(%) | NA | 16.39 | 14.94 | 15.99 | NA | NA | NA | 18.85 | 19.26 | 11.03 | 12.78 | 19.70 | 14.89 | 40.14 | 13.19 | 16.12 | 8.19 | 12.20 |
| Draw Down(%) | NA | 15.60 | 15.60 | 18.59 | NA | NA | NA | 40.69 | 14.15 | 8.30 | 10.03 | 18.59 | 6.57 | 40.69 | 8.37 | 21.81 | 4.98 | 6.31 |
| Yield(%) | 0.00 | 8.18 | 7.84 | 7.88 | 6.22 | 4.15 | 3.11 | 6.91 | 0.00 | 9.01 | 7.78 | 5.71 | 3.41 | 2.19 | 4.51 | 4.84 | 4.25 | 2.17 |
Data as of 07/11/2025, 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 |
|---|---|---|---|---|
| TQVIX (T. ROWE PRICE QM U.S. VALUE EQUITY FUND T. ROWE PRICE QM U.S. VALUE EQUITY FUND-I CLASS) |
-3.98%
Mar 2017 - Mar 2020 |
5.50%
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 |
|---|---|---|---|---|
| TQVIX (T. ROWE PRICE QM U.S. VALUE EQUITY FUND T. ROWE PRICE QM U.S. VALUE EQUITY FUND-I CLASS) |
20.91%
Mar 2020 - Mar 2023 |
18.76%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart