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AMEFX vs. QBDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMEFX vs. QBDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Income Fund of America® Class F-2 (AMEFX) and Quantified Managed Income Fund (QBDSX). The values are adjusted to include any dividend payments, if applicable.

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AMEFX vs. QBDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMEFX
American Funds The Income Fund of America® Class F-2
2.88%18.03%11.08%6.92%-6.22%17.63%4.67%18.74%-5.11%12.73%
QBDSX
Quantified Managed Income Fund
-0.38%5.11%1.02%2.25%-4.09%-0.66%-9.22%10.50%-3.17%5.05%

Returns By Period

In the year-to-date period, AMEFX achieves a 2.88% return, which is significantly higher than QBDSX's -0.38% return. Over the past 10 years, AMEFX has outperformed QBDSX with an annualized return of 8.55%, while QBDSX has yielded a comparatively lower 0.87% annualized return.


AMEFX

1D
1.37%
1M
-4.14%
YTD
2.88%
6M
5.41%
1Y
15.64%
3Y*
12.66%
5Y*
8.29%
10Y*
8.55%

QBDSX

1D
0.38%
1M
-2.35%
YTD
-0.38%
6M
-1.53%
1Y
2.25%
3Y*
2.73%
5Y*
0.90%
10Y*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMEFX vs. QBDSX - Expense Ratio Comparison

AMEFX has a 0.37% expense ratio, which is lower than QBDSX's 1.31% expense ratio.


Return for Risk

AMEFX vs. QBDSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMEFX
AMEFX Risk / Return Rank: 8181
Overall Rank
AMEFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AMEFX Sortino Ratio Rank: 8383
Sortino Ratio Rank
AMEFX Omega Ratio Rank: 8282
Omega Ratio Rank
AMEFX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AMEFX Martin Ratio Rank: 8383
Martin Ratio Rank

QBDSX
QBDSX Risk / Return Rank: 1919
Overall Rank
QBDSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QBDSX Sortino Ratio Rank: 1515
Sortino Ratio Rank
QBDSX Omega Ratio Rank: 1313
Omega Ratio Rank
QBDSX Calmar Ratio Rank: 2222
Calmar Ratio Rank
QBDSX Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMEFX vs. QBDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Income Fund of America® Class F-2 (AMEFX) and Quantified Managed Income Fund (QBDSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AMEFXQBDSXDifference

Sharpe ratio

Return per unit of total volatility

1.67

0.60

+1.07

Sortino ratio

Return per unit of downside risk

2.31

0.87

+1.44

Omega ratio

Gain probability vs. loss probability

1.35

1.11

+0.24

Calmar ratio

Return relative to maximum drawdown

1.99

0.89

+1.09

Martin ratio

Return relative to average drawdown

9.26

3.43

+5.84

AMEFX vs. QBDSX - Sharpe Ratio Comparison

The current AMEFX Sharpe Ratio is 1.67, which is higher than the QBDSX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of AMEFX and QBDSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMEFXQBDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

0.60

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.21

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.17

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.15

+0.51

Correlation

The correlation between AMEFX and QBDSX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AMEFX vs. QBDSX - Dividend Comparison

AMEFX's dividend yield for the trailing twelve months is around 9.94%, more than QBDSX's 4.49% yield.


TTM20252024202320222021202020192018201720162015
AMEFX
American Funds The Income Fund of America® Class F-2
9.94%10.16%6.60%3.09%7.21%6.87%3.00%5.19%7.67%4.38%3.27%5.27%
QBDSX
Quantified Managed Income Fund
4.49%4.47%3.98%4.51%0.54%0.71%0.87%2.26%2.04%2.51%1.00%3.89%

Drawdowns

AMEFX vs. QBDSX - Drawdown Comparison

The maximum AMEFX drawdown since its inception was -37.22%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for AMEFX and QBDSX.


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Drawdown Indicators


AMEFXQBDSXDifference

Max Drawdown

Largest peak-to-trough decline

-37.22%

-18.38%

-18.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.24%

-3.09%

-5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-15.67%

-7.40%

-8.27%

Max Drawdown (10Y)

Largest decline over 10 years

-26.10%

-18.38%

-7.72%

Current Drawdown

Current decline from peak

-4.45%

-8.41%

+3.96%

Average Drawdown

Average peak-to-trough decline

-3.85%

-6.83%

+2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

0.80%

+0.97%

Volatility

AMEFX vs. QBDSX - Volatility Comparison

American Funds The Income Fund of America® Class F-2 (AMEFX) has a higher volatility of 3.33% compared to Quantified Managed Income Fund (QBDSX) at 1.40%. This indicates that AMEFX's price experiences larger fluctuations and is considered to be riskier than QBDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMEFXQBDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

1.40%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

5.62%

2.77%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

9.58%

3.77%

+5.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.47%

4.32%

+5.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.69%

5.26%

+5.43%