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DDDIX vs. QCGDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DDDIX vs. QCGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 13D Activist Fund (DDDIX) and Quantified Common Ground Fund (QCGDX). The values are adjusted to include any dividend payments, if applicable.

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DDDIX vs. QCGDX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DDDIX
13D Activist Fund
-2.26%3.05%1.67%10.86%-17.53%19.62%18.92%0.18%
QCGDX
Quantified Common Ground Fund
2.93%1.02%9.87%14.74%-12.23%32.19%14.65%0.10%

Returns By Period

In the year-to-date period, DDDIX achieves a -2.26% return, which is significantly lower than QCGDX's 2.93% return.


DDDIX

1D
-0.49%
1M
-7.54%
YTD
-2.26%
6M
-1.88%
1Y
12.12%
3Y*
2.64%
5Y*
0.05%
10Y*
8.27%

QCGDX

1D
-0.45%
1M
-4.57%
YTD
2.93%
6M
4.54%
1Y
6.11%
3Y*
9.12%
5Y*
7.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DDDIX vs. QCGDX - Expense Ratio Comparison

DDDIX has a 1.51% expense ratio, which is lower than QCGDX's 1.68% expense ratio.


Return for Risk

DDDIX vs. QCGDX — Risk / Return Rank

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

DDDIX
DDDIX Risk / Return Rank: 2121
Overall Rank
DDDIX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DDDIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
DDDIX Omega Ratio Rank: 1919
Omega Ratio Rank
DDDIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
DDDIX Martin Ratio Rank: 2323
Martin Ratio Rank

QCGDX
QCGDX Risk / Return Rank: 2121
Overall Rank
QCGDX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
QCGDX Sortino Ratio Rank: 1818
Sortino Ratio Rank
QCGDX Omega Ratio Rank: 1717
Omega Ratio Rank
QCGDX Calmar Ratio Rank: 2424
Calmar Ratio Rank
QCGDX Martin Ratio Rank: 2626
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.

DDDIX vs. QCGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 13D Activist Fund (DDDIX) 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.


DDDIXQCGDXDifference

Sharpe ratio

Return per unit of total volatility

0.50

0.54

-0.03

Sortino ratio

Return per unit of downside risk

0.88

0.83

+0.05

Omega ratio

Gain probability vs. loss probability

1.11

1.11

0.00

Calmar ratio

Return relative to maximum drawdown

0.72

0.72

-0.01

Martin ratio

Return relative to average drawdown

2.45

2.84

-0.38

DDDIX vs. QCGDX - Sharpe Ratio Comparison

The current DDDIX Sharpe Ratio is 0.50, which is comparable to the QCGDX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of DDDIX 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.


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Sharpe Ratios by Period


DDDIXQCGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.54

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.48

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.57

-0.05

Correlation

The correlation between DDDIX and QCGDX is 0.73, 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

DDDIX vs. QCGDX - Dividend Comparison

DDDIX's dividend yield for the trailing twelve months is around 4.73%, more than QCGDX's 0.67% yield.


TTM202520242023202220212020201920182017
DDDIX
13D Activist Fund
4.73%4.62%5.16%3.89%9.39%9.30%6.98%6.88%5.33%1.69%
QCGDX
Quantified Common Ground Fund
0.67%0.69%4.42%0.22%0.00%5.44%1.65%0.00%0.00%0.00%

Drawdowns

DDDIX vs. QCGDX - Drawdown Comparison

The maximum DDDIX drawdown since its inception was -43.82%, which is greater than QCGDX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for DDDIX and QCGDX.


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Drawdown Indicators


DDDIXQCGDXDifference

Max Drawdown

Largest peak-to-trough decline

-43.82%

-22.37%

-21.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-8.85%

-5.05%

Max Drawdown (5Y)

Largest decline over 5 years

-28.76%

-20.18%

-8.58%

Max Drawdown (10Y)

Largest decline over 10 years

-43.82%

Current Drawdown

Current decline from peak

-9.23%

-4.69%

-4.54%

Average Drawdown

Average peak-to-trough decline

-7.22%

-6.27%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

2.25%

+1.82%

Volatility

DDDIX vs. QCGDX - Volatility Comparison

13D Activist Fund (DDDIX) has a higher volatility of 5.44% compared to Quantified Common Ground Fund (QCGDX) at 4.92%. This indicates that DDDIX'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.


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Volatility by Period


DDDIXQCGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

4.92%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

15.28%

9.53%

+5.75%

Volatility (1Y)

Calculated over the trailing 1-year period

23.50%

13.53%

+9.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.09%

14.77%

+5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.90%

16.53%

+4.37%