ELDFX vs. QBDSX
Compare and contrast key facts about Elfun Diversified Fund (ELDFX) and Quantified Managed Income Fund (QBDSX).
ELDFX is managed by State Street. It was launched on Jan 3, 1988. QBDSX is managed by Advisors Preferred. It was launched on Aug 8, 2013.
Performance
ELDFX vs. QBDSX - Performance Comparison
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ELDFX vs. QBDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELDFX Elfun Diversified Fund | -1.55% | 17.04% | 11.55% | 16.13% | -15.33% | 11.62% | 12.25% | 19.60% | -5.50% | 15.40% |
QBDSX Quantified Managed Income Fund | -0.38% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Returns By Period
In the year-to-date period, ELDFX achieves a -1.55% return, which is significantly lower than QBDSX's -0.38% return. Over the past 10 years, ELDFX has outperformed QBDSX with an annualized return of 8.09%, while QBDSX has yielded a comparatively lower 0.87% annualized return.
ELDFX
- 1D
- 1.64%
- 1M
- -4.46%
- YTD
- -1.55%
- 6M
- 0.56%
- 1Y
- 13.77%
- 3Y*
- 12.24%
- 5Y*
- 6.51%
- 10Y*
- 8.09%
QBDSX
- 1D
- 0.38%
- 1M
- -2.35%
- YTD
- -0.38%
- 6M
- -1.53%
- 1Y
- 2.25%
- 3Y*
- 2.73%
- 5Y*
- 0.90%
- 10Y*
- 0.87%
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ELDFX vs. QBDSX - Expense Ratio Comparison
ELDFX has a 0.33% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Return for Risk
ELDFX vs. QBDSX — Risk / Return Rank
ELDFX
QBDSX
ELDFX vs. QBDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Elfun Diversified Fund (ELDFX) 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.
| ELDFX | QBDSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.60 | +0.76 |
Sortino ratioReturn per unit of downside risk | 1.96 | 0.87 | +1.10 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.11 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 0.89 | +1.02 |
Martin ratioReturn relative to average drawdown | 8.19 | 3.43 | +4.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ELDFX | QBDSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.60 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.21 | +0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.17 | +0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.15 | +0.47 |
Correlation
The correlation between ELDFX and QBDSX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ELDFX vs. QBDSX - Dividend Comparison
ELDFX's dividend yield for the trailing twelve months is around 7.89%, more than QBDSX's 4.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELDFX Elfun Diversified Fund | 7.89% | 7.77% | 6.38% | 2.56% | 7.89% | 7.91% | 4.54% | 4.17% | 3.24% | 11.08% | 3.06% | 6.01% |
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% |
Drawdowns
ELDFX vs. QBDSX - Drawdown Comparison
The maximum ELDFX drawdown since its inception was -40.54%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for ELDFX and QBDSX.
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Drawdown Indicators
| ELDFX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.54% | -18.38% | -22.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.46% | -3.09% | -4.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.52% | -7.40% | -14.12% |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | -18.38% | -4.57% |
Current DrawdownCurrent decline from peak | -5.26% | -8.41% | +3.15% |
Average DrawdownAverage peak-to-trough decline | -4.66% | -6.83% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 0.80% | +0.94% |
Volatility
ELDFX vs. QBDSX - Volatility Comparison
Elfun Diversified Fund (ELDFX) has a higher volatility of 3.97% compared to Quantified Managed Income Fund (QBDSX) at 1.40%. This indicates that ELDFX'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
| ELDFX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 1.40% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 6.44% | 2.77% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.44% | 3.77% | +6.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.01% | 4.32% | +5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.12% | 5.26% | +4.86% |