DGITX vs. QBDSX
DGITX (DGI Balanced Fund) and QBDSX (Quantified Managed Income Fund) are both Diversified Portfolio funds. Over the past 5 years, DGITX returned 3.98%/yr vs 0.70%/yr for QBDSX. Their 0.44 correlation means their historical movements had little consistent relationship. DGITX charges 1.40%/yr vs 1.31%/yr for QBDSX.
Performance
DGITX vs. QBDSX - Performance Comparison
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Returns By Period
In the year-to-date period, DGITX achieves a 5.67% return, which is significantly higher than QBDSX's -0.25% return.
DGITX
- 1D
- 0.89%
- 1M
- -0.51%
- 6M
- 3.50%
- YTD
- 5.67%
- 1Y
- 13.24%
- 3Y*
- 9.31%
- 5Y*
- 3.98%
- 10Y*
- —
- ALL TIME*
- 3.68%
QBDSX
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- -0.88%
- YTD
- -0.25%
- 1Y
- 0.15%
- 3Y*
- 2.24%
- 5Y*
- 0.70%
- 10Y*
- 0.52%
- ALL TIME*
- 0.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DGITX DGI Balanced Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
DGITX vs. QBDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DGITX DGI Balanced Fund | 5.67% | 12.53% | 6.91% | 10.92% | -15.06% | 0.60% |
QBDSX Quantified Managed Income Fund | -0.25% | 5.11% | 1.02% | 2.25% | -4.09% | -0.21% |
Correlation
The correlation between DGITX and QBDSX is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2021 | 0.44 |
The correlation between DGITX and QBDSX shifts across timeframes, from 0.44 (all time) to 0.63 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DGITX vs. QBDSX — Risk / Return Rank
DGITX
QBDSX
DGITX vs. QBDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DGI Balanced Fund (DGITX) 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.
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.
| DGITX | QBDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.51 | ||
| Sortino ratioReturn per unit of downside risk | +2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.00 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | -0.03 | +2.08 |
| Martin ratioReturn relative to average drawdown | 8.35 | -0.07 | +8.42 |
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Drawdowns
DGITX vs. QBDSX - Drawdown Comparison
The maximum DGITX drawdown since its inception was -18.45%, roughly equal to the maximum QBDSX drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for DGITX and QBDSX.
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Drawdown Indicators
| DGITX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.45% | -18.38% | -0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -3.09% | -2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -9.95% | -3.76% | -6.19% |
Max Drawdown (5Y)Largest decline over 5 years | -18.45% | -7.40% | -11.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.38% | — |
Current DrawdownCurrent decline from peak | -0.95% | -8.29% | +7.34% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -6.86% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 1.43% | +0.04% |
Volatility
DGITX vs. QBDSX - Volatility Comparison
DGI Balanced Fund (DGITX) has a higher volatility of 2.01% compared to Quantified Managed Income Fund (QBDSX) at 0.75%. This indicates that DGITX'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
| DGITX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.01% | 0.75% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 6.69% | 2.38% | +4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.29% | 3.53% | +4.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.52% | 4.31% | +5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.43% | 5.24% | +4.19% |
DGITX vs. QBDSX - Expense Ratio Comparison
DGITX has a 1.40% expense ratio, which is higher than QBDSX's 1.31% expense ratio.
Dividends
DGITX vs. QBDSX - Dividend Comparison
DGITX's dividend yield for the trailing twelve months is around 1.10%, less than QBDSX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGITX DGI Balanced Fund | 1.10% | 1.16% | 0.73% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
DGITX and QBDSX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGITX has higher volatility (2.01%) compared to QBDSX (0.75%). In terms of maximum drawdown, DGITX dropped -18.45% vs QBDSX's -18.38%.
DGITX currently has the higher Sharpe Ratio (1.48 vs -0.03), 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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