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FPA Queens Road Value Fund (QRVLX) Sharpe Ratio: 0.83

Mutual Fund · Currency in USD · Last updated Aug 1, 2026

The fund seeks to achieve its investment objective by investing primarily in the equity securities (common stocks, preferred stocks and convertible securities) of U.S. companies. Investments will be made based on their potential for capital growth without limitation on issuer capitalization.

QRVLX's Sharpe Ratio of 0.83 indicates that for each unit of volatility, it generates 0.83 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 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.

QRVLX Sharpe Ratio Rank

QRVLX Sharpe Ratio Rank: 23.123
Below Average

QRVLX ranks above 23.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

QRVLX Sharpe Ratio Market Positioning

The chart shows QRVLX'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%): 0.93 or lower
  • Yellow zone (middle 50%): 0.93 to 1.81
  • Green zone (top 25%): 1.81 or higher
  • Top 1%: 3.75+
  • Median: 1.45 — half of all investments score higher

How it compares to other similar mutual funds

The table compares FPA Queens Road Value Fund's Sharpe Ratio with other mutual funds in the Large Cap Value Equities category across multiple time periods, showing how QRVLX'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 Aug 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FGIPXNomura Growth and Income Fund Institutional Class3.71
FGINXDelaware Growth and Income Fund3.69
PKAIXPIMCO RAE US Fund3.48
LSVVXLSV Conservative Value Equity Fund3.24
MALVXBlackRock Advantage Large Cap Value Fund3.20
MDLVXBlackRock Advantage Large Cap Value Fund Investor A3.16
SUVZXPGIM Quant Solutions Large-Cap Value Fund3.14
PXTIXPIMCO RAE PLUS Fund3.13
BBISXSterling Capital Behavioral Large Cap Value Equity Fund3.10
SABTXSA U.S. Value Fund3.09
QRVLXFPA Queens Road Value Fund0.83
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Historical Sharpe Ratio

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

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