Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TQVIX (T. ROWE PRICE QM U.S. VALUE EQUITY FUND T. ROWE PRICE QM U.S. VALUE EQUITY FUND-I CLASS) | 11.31% | 26.34% | 18.61% | 10.73% | 11.65% | NA | NA | … | … |
Data as of 06/05/2026, Common starting date 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 | 06/05/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.08 | 26.34 | 18.61 | 10.73 | 11.65 | NA | NA | … | … | 11.31 | 14.88 | 16.20 | 11.80 | -3.29 | 29.07 | -0.23 | 25.56 | -10.78 | 16.06 | 21.66 |
| Sharpe Ratio | NA | 2.17 | 1.20 | 0.55 | 0.55 | NA | NA | … | … | 2.09 | 0.78 | 1.14 | 0.64 | -0.24 | 1.95 | -0.01 | 1.83 | -0.76 | 1.89 | 2.13 |
| Standard Deviation(%) | NA | 10.91 | 12.82 | 14.76 | 18.44 | NA | NA | … | … | 12.41 | 15.44 | 11.03 | 12.78 | 19.70 | 14.89 | 40.14 | 13.19 | 16.12 | 8.19 | 12.20 |
| Draw Down(%) | NA | 7.26 | 15.60 | 18.59 | 40.69 | NA | NA | … | … | 7.26 | 14.15 | 8.30 | 10.03 | 18.59 | 6.57 | 40.69 | 8.37 | 21.81 | 4.98 | 6.31 |
| Yield(%) | 0.00 | 5.27 | 7.75 | 5.95 | 6.56 | 4.75 | 3.56 | … | … | 0.00 | 5.34 | 9.01 | 7.78 | 5.71 | 3.41 | 2.19 | 4.51 | 4.84 | 4.25 | 2.17 |
Data as of 06/05/2026, Common starting date 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 |
11.71%
Apr 2016 – Apr 2026 |
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 |
11.84%
May 2016 – May 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart