CFMSX vs. QCGDX
CFMSX (Column Mid Cap Select Fund) and QCGDX (Quantified Common Ground Fund) are both Mid Cap Blend Equities funds. Over the past year, CFMSX returned 15.89% vs 22.20% for QCGDX. A 0.74 correlation means they provide meaningful diversification when combined. CFMSX charges 0.52%/yr vs 1.68%/yr for QCGDX.
Performance
CFMSX vs. QCGDX - Performance Comparison
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Returns By Period
In the year-to-date period, CFMSX achieves a 9.18% return, which is significantly lower than QCGDX's 16.84% return.
CFMSX
- 1D
- 0.31%
- 1M
- 2.55%
- YTD
- 9.18%
- 6M
- 7.62%
- 1Y
- 15.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QCGDX
- 1D
- -0.06%
- 1M
- 0.63%
- YTD
- 16.84%
- 6M
- 16.10%
- 1Y
- 22.20%
- 3Y*
- 12.91%
- 5Y*
- 9.08%
- 10Y*
- —
CFMSX vs. QCGDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CFMSX Column Mid Cap Select Fund | 9.18% | 7.77% | -3.71% |
QCGDX Quantified Common Ground Fund | 16.84% | 1.02% | -4.56% |
Correlation
The correlation between CFMSX and QCGDX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2024 | 0.74 |
The correlation between CFMSX and QCGDX has been stable across timeframes, ranging from 0.74 to 0.75 - a consistent structural relationship.
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Return for Risk
CFMSX vs. QCGDX — Risk / Return Rank
CFMSX
QCGDX
CFMSX vs. QCGDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Column Mid Cap Select Fund (CFMSX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CFMSX | QCGDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.96 | -1.14 |
| Martin ratioReturn relative to average drawdown | 6.53 | 13.27 | -6.74 |
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Drawdowns
CFMSX vs. QCGDX - Drawdown Comparison
The maximum CFMSX drawdown since its inception was -18.02%, smaller than the maximum QCGDX drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for CFMSX and QCGDX.
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Drawdown Indicators
| CFMSX | QCGDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.02% | -22.37% | +4.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -7.92% | -1.41% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.18% | — |
Current DrawdownCurrent decline from peak | -0.54% | -1.40% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -3.03% | -6.10% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 1.76% | +0.84% |
Volatility
CFMSX vs. QCGDX - Volatility Comparison
The current volatility for Column Mid Cap Select Fund (CFMSX) is 4.15%, while Quantified Common Ground Fund (QCGDX) has a volatility of 7.34%. This indicates that CFMSX experiences smaller price fluctuations and is considered to be less risky than QCGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFMSX | QCGDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 7.34% | -3.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 11.31% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.00% | 13.58% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 14.98% | +2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 16.61% | +0.77% |
CFMSX vs. QCGDX - Expense Ratio Comparison
CFMSX has a 0.52% expense ratio, which is lower than QCGDX's 1.68% expense ratio.
Dividends
CFMSX vs. QCGDX - Dividend Comparison
CFMSX's dividend yield for the trailing twelve months is around 1.94%, more than QCGDX's 0.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CFMSX Column Mid Cap Select Fund | 1.94% | 2.12% | 0.80% | 0.00% | 0.00% | 0.00% | 0.00% |
QCGDX Quantified Common Ground Fund | 0.59% | 0.69% | 4.42% | 0.22% | 0.00% | 5.44% | 1.65% |
Frequently Asked Questions
CFMSX and QCGDX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QCGDX has higher volatility (7.34%) compared to CFMSX (4.15%). In terms of maximum drawdown, CFMSX dropped -18.02% vs QCGDX's -22.37%.
QCGDX currently has the higher Sharpe Ratio (1.73 vs 1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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