DEOPX vs. QCGDX
DEOPX (Davenport Equity Opportunities Fund) and QCGDX (Quantified Common Ground Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, DEOPX returned 3.64%/yr vs 7.37%/yr for QCGDX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. DEOPX charges 0.88%/yr vs 1.68%/yr for QCGDX.
Performance
DEOPX vs. QCGDX - Performance Comparison
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Returns By Period
In the year-to-date period, DEOPX achieves a 4.29% return, which is significantly lower than QCGDX's 10.59% return.
DEOPX
- 1D
- -1.56%
- 1M
- -2.48%
- 6M
- 4.11%
- YTD
- 4.29%
- 1Y
- 0.94%
- 3Y*
- 6.12%
- 5Y*
- 3.64%
- 10Y*
- 9.98%
- ALL TIME*
- 10.95%
QCGDX
- 1D
- 2.98%
- 1M
- -0.60%
- 6M
- 7.23%
- YTD
- 10.59%
- 1Y
- 14.86%
- 3Y*
- 8.67%
- 5Y*
- 7.37%
- 10Y*
- —
- ALL TIME*
- 10.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DEOPX vs. QCGDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DEOPX Davenport Equity Opportunities Fund | 4.29% | -2.60% | 9.72% | 27.73% | -23.09% | 26.32% | 21.37% | -0.19% |
QCGDX Quantified Common Ground Fund | 10.59% | 1.02% | 9.87% | 14.74% | -12.23% | 32.19% | 14.65% | 0.10% |
Correlation
The correlation between DEOPX and QCGDX is 0.46, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.46 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2019 | 0.73 |
Over the past year, the correlation between DEOPX and QCGDX has dropped to 0.46 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
DEOPX vs. QCGDX — Risk / Return Rank
DEOPX
QCGDX
DEOPX vs. QCGDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davenport Equity Opportunities Fund (DEOPX) 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.
| DEOPX | QCGDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.18 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.57 | -1.71 |
| Martin ratioReturn relative to average drawdown | -0.33 | 5.84 | -6.17 |
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Drawdowns
DEOPX vs. QCGDX - Drawdown Comparison
The maximum DEOPX drawdown since its inception was -37.76%, which is greater than QCGDX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for DEOPX and QCGDX.
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Drawdown Indicators
| DEOPX | QCGDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.76% | -22.37% | -15.39% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -9.38% | -3.75% |
Max Drawdown (3Y)Largest decline over 3 years | -20.22% | -16.10% | -4.12% |
Max Drawdown (5Y)Largest decline over 5 years | -30.22% | -20.18% | -10.04% |
Max Drawdown (10Y)Largest decline over 10 years | -37.76% | — | — |
Current DrawdownCurrent decline from peak | -6.30% | -6.69% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -6.09% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.84% | 2.51% | +3.33% |
Volatility
DEOPX vs. QCGDX - Volatility Comparison
The current volatility for Davenport Equity Opportunities Fund (DEOPX) is 4.11%, while Quantified Common Ground Fund (QCGDX) has a volatility of 6.32%. This indicates that DEOPX 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
| DEOPX | QCGDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 6.32% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 13.27% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 15.29% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.01% | 15.17% | +3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.27% | 16.73% | +2.54% |
DEOPX vs. QCGDX - Expense Ratio Comparison
DEOPX has a 0.88% expense ratio, which is lower than QCGDX's 1.68% expense ratio.
Dividends
DEOPX vs. QCGDX - Dividend Comparison
DEOPX's dividend yield for the trailing twelve months is around 3.37%, more than QCGDX's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEOPX Davenport Equity Opportunities Fund | 3.37% | 3.01% | 0.09% | 4.85% | 8.78% | 10.45% | 10.39% | 4.26% | 4.11% | 0.00% | 1.26% | 5.20% |
QCGDX Quantified Common Ground Fund | 0.63% | 0.69% | 4.42% | 0.22% | 0.00% | 5.44% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DEOPX and QCGDX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QCGDX has higher volatility (6.32%) compared to DEOPX (4.11%). In terms of maximum drawdown, DEOPX dropped -37.76% vs QCGDX's -22.37%.
QCGDX currently has the higher Sharpe Ratio (0.96 vs -0.13), 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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