PortfoliosLab logoPortfoliosLab logo
BRAGX vs. QCGDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRAGX vs. QCGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridgeway Aggressive Investors 1 Fund (BRAGX) and Quantified Common Ground Fund (QCGDX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BRAGX vs. QCGDX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BRAGX
Bridgeway Aggressive Investors 1 Fund
-2.31%18.09%35.79%23.13%-22.41%10.96%14.35%0.32%
QCGDX
Quantified Common Ground Fund
5.59%1.02%9.87%14.74%-12.23%32.19%14.65%0.10%

Returns By Period

In the year-to-date period, BRAGX achieves a -2.31% return, which is significantly lower than QCGDX's 5.59% return.


BRAGX

1D
3.23%
1M
-3.85%
YTD
-2.31%
6M
-0.02%
1Y
21.35%
3Y*
21.71%
5Y*
8.56%
10Y*
9.77%

QCGDX

1D
2.59%
1M
-2.22%
YTD
5.59%
6M
7.10%
1Y
8.34%
3Y*
10.05%
5Y*
7.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BRAGX vs. QCGDX - Expense Ratio Comparison

BRAGX has a 0.39% expense ratio, which is lower than QCGDX's 1.68% expense ratio.


Return for Risk

BRAGX vs. QCGDX — Risk / Return Rank

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

BRAGX
BRAGX Risk / Return Rank: 6262
Overall Rank
BRAGX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BRAGX Sortino Ratio Rank: 5555
Sortino Ratio Rank
BRAGX Omega Ratio Rank: 5656
Omega Ratio Rank
BRAGX Calmar Ratio Rank: 6969
Calmar Ratio Rank
BRAGX Martin Ratio Rank: 7878
Martin Ratio Rank

QCGDX
QCGDX Risk / Return Rank: 2424
Overall Rank
QCGDX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
QCGDX Sortino Ratio Rank: 1919
Sortino Ratio Rank
QCGDX Omega Ratio Rank: 1818
Omega Ratio Rank
QCGDX Calmar Ratio Rank: 3131
Calmar Ratio Rank
QCGDX Martin Ratio Rank: 3333
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.

BRAGX vs. QCGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Aggressive Investors 1 Fund (BRAGX) and Quantified Common Ground Fund (QCGDX). 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.


BRAGXQCGDXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.65

+0.39

Sortino ratio

Return per unit of downside risk

1.56

0.99

+0.57

Omega ratio

Gain probability vs. loss probability

1.23

1.14

+0.10

Calmar ratio

Return relative to maximum drawdown

1.71

1.13

+0.58

Martin ratio

Return relative to average drawdown

7.98

4.42

+3.56

BRAGX vs. QCGDX - Sharpe Ratio Comparison

The current BRAGX Sharpe Ratio is 1.04, which is higher than the QCGDX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of BRAGX and QCGDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BRAGXQCGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.65

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.50

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.59

-0.13

Correlation

The correlation between BRAGX and QCGDX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BRAGX vs. QCGDX - Dividend Comparison

BRAGX's dividend yield for the trailing twelve months is around 19.34%, more than QCGDX's 0.66% yield.


TTM20252024202320222021202020192018201720162015
BRAGX
Bridgeway Aggressive Investors 1 Fund
19.34%18.90%3.19%0.88%1.46%1.18%1.01%1.30%11.62%0.00%0.56%0.05%
QCGDX
Quantified Common Ground Fund
0.66%0.69%4.42%0.22%0.00%5.44%1.65%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BRAGX vs. QCGDX - Drawdown Comparison

The maximum BRAGX drawdown since its inception was -67.04%, which is greater than QCGDX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for BRAGX and QCGDX.


Loading graphics...

Drawdown Indicators


BRAGXQCGDXDifference

Max Drawdown

Largest peak-to-trough decline

-67.04%

-22.37%

-44.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.13%

-8.85%

-4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-35.92%

-20.18%

-15.74%

Max Drawdown (10Y)

Largest decline over 10 years

-46.74%

Current Drawdown

Current decline from peak

-5.11%

-2.22%

-2.89%

Average Drawdown

Average peak-to-trough decline

-16.06%

-6.27%

-9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.26%

+0.55%

Volatility

BRAGX vs. QCGDX - Volatility Comparison

Bridgeway Aggressive Investors 1 Fund (BRAGX) has a higher volatility of 6.16% compared to Quantified Common Ground Fund (QCGDX) at 5.64%. This indicates that BRAGX's price experiences larger fluctuations and is considered to be riskier than QCGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BRAGXQCGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

5.64%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

9.86%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

21.44%

13.74%

+7.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.45%

14.81%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

16.56%

+4.82%