PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Fisher Investments Institutional Group Stock Fund for Retirement Plans (QDISX) Sharpe Ratio: 2.22

Mutual Fund · Currency in USD · Last updated Jun 26, 2026

The fund seeks to achieve its objective by investing primarily in a portfolio of global equity securities, including securities of emerging market companies. Under normal circumstances, it invests at least 80% of its assets in common stocks. The fund may also invest in appropriate issuers through depositary receipts including American Depositary Receipts and Global Depositary Receipts.

QDISX's Sharpe Ratio of 2.22 indicates that for each unit of volatility, it generates 2.22 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

QDISX Sharpe Ratio Rank

QDISX Sharpe Ratio Rank: 79.279
Above Average

QDISX ranks above 79.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

QDISX Sharpe Ratio Market Positioning

The chart shows QDISX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.16 or lower
  • Yellow zone (middle 50%): 1.16 to 2.07
  • Green zone (top 25%): 2.07 or higher
  • Top 1%: 3.99+
  • Median: 1.68 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Fisher Investments Institutional Group Stock Fund for Retirement Plans's Sharpe Ratio with other mutual funds in the Global Equities category across multiple time periods, showing how QDISX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVAGXLSV Global Value Fund3.06
PGVFXPolaris Global Value Fund2.99
EPSYXMainStay Epoch Global Equity Yield Fund2.87
VGPMXVanguard Global Capital Cycles Fund2.73
GMGEXGMO Global Equity Allocation Fund2.68
JGYIXJohn Hancock Global Shareholder Yield Fund2.67
FMIEXWasatch Global Value Fund Investor Class Shares2.62
AGOCXPGIM Jennison Global Equity Income Fund2.61
AGLOXAriel Global Fund2.57
GWOAXGMO Global Developed Equity Allocation Fund2.52
QDISXFisher Investments Institutional Group Stock Fund for Retirement Plans2.22

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows QDISX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when QDISX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does QDISX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio