DIFIX vs. QBDSX
DIFIX (MFS Diversified Income Fund) and QBDSX (Quantified Managed Income Fund) are both Diversified Portfolio funds. Over the past 10 years, DIFIX returned 4.63%/yr vs 0.52%/yr for QBDSX. Their 0.49 correlation means their historical movements had little consistent relationship. DIFIX charges 0.73%/yr vs 1.31%/yr for QBDSX.
Performance
DIFIX vs. QBDSX - Performance Comparison
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Returns By Period
In the year-to-date period, DIFIX achieves a 6.09% return, which is significantly higher than QBDSX's -0.25% return. Over the past 10 years, DIFIX has outperformed QBDSX with an annualized return of 4.63%, while QBDSX has yielded a comparatively lower 0.52% annualized return.
DIFIX
- 1D
- 0.00%
- 1M
- 0.31%
- 6M
- 4.24%
- YTD
- 6.09%
- 1Y
- 11.09%
- 3Y*
- 8.02%
- 5Y*
- 3.20%
- 10Y*
- 4.63%
- ALL TIME*
- 5.91%
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) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DIFIX vs. QBDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIFIX MFS Diversified Income Fund | 6.09% | 9.73% | 4.60% | 8.84% | -13.55% | 9.26% | 2.17% | 17.69% | -3.41% | 8.94% |
QBDSX Quantified Managed Income Fund | -0.25% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Correlation
The correlation between DIFIX and QBDSX is 0.61, 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. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.49 |
The correlation between DIFIX and QBDSX shifts across timeframes, from 0.48 (5 years) to 0.61 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DIFIX vs. QBDSX — Risk / Return Rank
DIFIX
QBDSX
DIFIX vs. QBDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Diversified Income Fund (DIFIX) 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.
| DIFIX | QBDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.33 | ||
| Sortino ratioReturn per unit of downside risk | +3.42 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.00 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | -0.03 | +2.57 |
| Martin ratioReturn relative to average drawdown | 10.92 | -0.07 | +10.99 |
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Drawdowns
DIFIX vs. QBDSX - Drawdown Comparison
The maximum DIFIX drawdown since its inception was -35.04%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for DIFIX and QBDSX.
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Drawdown Indicators
| DIFIX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.04% | -18.38% | -16.66% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -3.09% | -1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -6.25% | -3.76% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.70% | -7.40% | -12.30% |
Max Drawdown (10Y)Largest decline over 10 years | -23.69% | -18.38% | -5.31% |
Current DrawdownCurrent decline from peak | -0.23% | -8.29% | +8.06% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -6.86% | +3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 1.43% | -0.39% |
Volatility
DIFIX vs. QBDSX - Volatility Comparison
MFS Diversified Income Fund (DIFIX) has a higher volatility of 1.07% compared to Quantified Managed Income Fund (QBDSX) at 0.75%. This indicates that DIFIX'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
| DIFIX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 0.75% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 4.02% | 2.38% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.98% | 3.53% | +1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.84% | 4.31% | +2.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.49% | 5.24% | +2.25% |
DIFIX vs. QBDSX - Expense Ratio Comparison
DIFIX has a 0.73% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Dividends
DIFIX vs. QBDSX - Dividend Comparison
DIFIX's dividend yield for the trailing twelve months is around 5.22%, more than QBDSX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIFIX MFS Diversified Income Fund | 5.22% | 5.62% | 3.86% | 3.12% | 3.99% | 4.95% | 2.83% | 3.13% | 4.39% | 3.79% | 3.76% | 7.57% |
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
DIFIX and QBDSX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIFIX has higher volatility (1.07%) compared to QBDSX (0.75%). In terms of maximum drawdown, DIFIX dropped -35.04% vs QBDSX's -18.38%.
DIFIX currently has the higher Sharpe Ratio (2.30 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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