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Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX) Sharpe Ratio: 1.16

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund seeks to achieve its objective by investing primarily in a diversified portfolio of fixed income and fixed income-related securities. Under normal circumstances, it invests at least 80% of its assets in bonds and other fixed income or fixed income-related securities that meet the fund's environmental, social and governance guidelines at the time of investment.

QDVBX's Sharpe Ratio of 1.16 indicates that for each unit of volatility, it generates 1.16 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 3, 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.

QDVBX Sharpe Ratio Rank

QDVBX Sharpe Ratio Rank: 16.116
Concerning

QDVBX ranks above 16.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

QDVBX Sharpe Ratio Market Positioning

The chart shows QDVBX'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%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.65+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans's Sharpe Ratio with other mutual funds in the Intermediate Core Bond category across multiple time periods, showing how QDVBX'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 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LSSAXLoomis Sayles Securitized Asset Fund2.11
STWTXHartford Schroders Tax-Aware Bond Fund1.97
MCDWXManning & Napier Credit Series1.82
PCGTXPACE Mortgage-Backed Securities Fixed Income Investments1.77
FSMOXFidelity SAI Investment Grade Securitized Fund1.73
PRCIXT. Rowe Price New Income Fund1.71
MCBDXMassMutual Core Bond Fund1.69
DFXIXDFA Diversified Fixed Income Portfolio1.66
FMBPXFederated Hermes Mortgage Strategy Portfolio1.66
BIMSXBaird Intermediate Bond Fund1.59
QDVBXFisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans1.16

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows QDVBX'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 QDVBX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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