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FMTIX vs. QBDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMTIX vs. QBDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Moderate Allocation Fund (FMTIX) and Quantified Managed Income Fund (QBDSX). The values are adjusted to include any dividend payments, if applicable.

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FMTIX vs. QBDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMTIX
Franklin Moderate Allocation Fund
-3.56%15.05%11.80%14.38%-16.11%12.37%12.36%17.38%-4.81%13.50%
QBDSX
Quantified Managed Income Fund
-0.76%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, FMTIX achieves a -3.56% return, which is significantly lower than QBDSX's -0.76% return. Over the past 10 years, FMTIX has outperformed QBDSX with an annualized return of 7.17%, while QBDSX has yielded a comparatively lower 0.83% annualized return.


FMTIX

1D
-0.06%
1M
-6.22%
YTD
-3.56%
6M
-1.22%
1Y
11.16%
3Y*
10.56%
5Y*
5.53%
10Y*
7.17%

QBDSX

1D
0.38%
1M
-2.72%
YTD
-0.76%
6M
-1.55%
1Y
1.86%
3Y*
2.60%
5Y*
0.90%
10Y*
0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMTIX vs. QBDSX - Expense Ratio Comparison

FMTIX has a 0.63% expense ratio, which is lower than QBDSX's 1.31% expense ratio.


Return for Risk

FMTIX vs. QBDSX — Risk / Return Rank

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

FMTIX
FMTIX Risk / Return Rank: 6060
Overall Rank
FMTIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FMTIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FMTIX Omega Ratio Rank: 5959
Omega Ratio Rank
FMTIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FMTIX Martin Ratio Rank: 6565
Martin Ratio Rank

QBDSX
QBDSX Risk / Return Rank: 2626
Overall Rank
QBDSX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
QBDSX Sortino Ratio Rank: 2121
Sortino Ratio Rank
QBDSX Omega Ratio Rank: 1818
Omega Ratio Rank
QBDSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
QBDSX Martin Ratio Rank: 3333
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.

FMTIX vs. QBDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Moderate Allocation Fund (FMTIX) 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.


FMTIXQBDSXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.63

+0.44

Sortino ratio

Return per unit of downside risk

1.59

0.91

+0.68

Omega ratio

Gain probability vs. loss probability

1.23

1.12

+0.11

Calmar ratio

Return relative to maximum drawdown

1.31

0.93

+0.38

Martin ratio

Return relative to average drawdown

6.15

3.64

+2.51

FMTIX vs. QBDSX - Sharpe Ratio Comparison

The current FMTIX Sharpe Ratio is 1.07, which is higher than the QBDSX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FMTIX and QBDSX, 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


FMTIXQBDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.63

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.21

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.16

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.15

+0.46

Correlation

The correlation between FMTIX 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

FMTIX vs. QBDSX - Dividend Comparison

FMTIX's dividend yield for the trailing twelve months is around 8.74%, more than QBDSX's 4.51% yield.


TTM20252024202320222021202020192018201720162015
FMTIX
Franklin Moderate Allocation Fund
8.74%8.79%2.24%2.61%4.25%12.93%4.35%9.38%9.15%4.65%2.24%5.42%
QBDSX
Quantified Managed Income Fund
4.51%4.47%3.98%4.51%0.54%0.71%0.87%2.26%2.04%2.51%1.00%3.89%

Drawdowns

FMTIX vs. QBDSX - Drawdown Comparison

The maximum FMTIX drawdown since its inception was -32.01%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for FMTIX and QBDSX.


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Drawdown Indicators


FMTIXQBDSXDifference

Max Drawdown

Largest peak-to-trough decline

-32.01%

-18.38%

-13.63%

Max Drawdown (1Y)

Largest decline over 1 year

-7.94%

-3.09%

-4.85%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

-7.40%

-21.79%

Max Drawdown (10Y)

Largest decline over 10 years

-29.19%

-18.38%

-10.81%

Current Drawdown

Current decline from peak

-6.66%

-8.75%

+2.09%

Average Drawdown

Average peak-to-trough decline

-6.45%

-6.83%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

0.79%

+0.90%

Volatility

FMTIX vs. QBDSX - Volatility Comparison

Franklin Moderate Allocation Fund (FMTIX) has a higher volatility of 3.48% compared to Quantified Managed Income Fund (QBDSX) at 1.31%. This indicates that FMTIX'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


FMTIXQBDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

1.31%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

2.79%

+3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

10.71%

3.76%

+6.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.28%

4.32%

+7.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.08%

5.25%

+5.83%