IPFCX vs. QBDSX
IPFCX (Poplar Forest Cornerstone Fund) and QBDSX (Quantified Managed Income Fund) are both Diversified Portfolio funds. Over the past 10 years, IPFCX returned 9.50%/yr vs 0.56%/yr for QBDSX. Their 0.39 correlation means their historical movements had little consistent relationship. IPFCX charges 0.90%/yr vs 1.31%/yr for QBDSX.
Performance
IPFCX vs. QBDSX - Performance Comparison
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Returns By Period
In the year-to-date period, IPFCX achieves a 13.47% return, which is significantly higher than QBDSX's -0.25% return. Over the past 10 years, IPFCX has outperformed QBDSX with an annualized return of 9.50%, while QBDSX has yielded a comparatively lower 0.56% annualized return.
IPFCX
- 1D
- -0.47%
- 1M
- -0.38%
- 6M
- 10.46%
- YTD
- 13.47%
- 1Y
- 23.08%
- 3Y*
- 13.53%
- 5Y*
- 9.29%
- 10Y*
- 9.50%
- ALL TIME*
- 8.67%
QBDSX
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- -1.00%
- YTD
- -0.25%
- 1Y
- 0.15%
- 3Y*
- 2.28%
- 5Y*
- 0.70%
- 10Y*
- 0.56%
- 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 |
IPFCX vs. QBDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IPFCX Poplar Forest Cornerstone Fund | 13.47% | 16.22% | 6.67% | 6.64% | -1.31% | 30.14% | 4.29% | 20.56% | -10.49% | 6.01% |
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 IPFCX and QBDSX is 0.71, 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. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.39 |
Over the past year, IPFCX and QBDSX have become more correlated (0.71) than their long-term average of 0.39, meaning their price movements have been converging.
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Return for Risk
IPFCX vs. QBDSX — Risk / Return Rank
IPFCX
QBDSX
IPFCX vs. QBDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Poplar Forest Cornerstone Fund (IPFCX) 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.
| IPFCX | QBDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.77 | ||
| Sortino ratioReturn per unit of downside risk | +4.19 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.00 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | -0.03 | +4.08 |
| Martin ratioReturn relative to average drawdown | 15.28 | -0.07 | +15.35 |
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Drawdowns
IPFCX vs. QBDSX - Drawdown Comparison
The maximum IPFCX drawdown since its inception was -32.10%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for IPFCX and QBDSX.
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Drawdown Indicators
| IPFCX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.10% | -18.38% | -13.72% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -3.09% | -2.58% |
Max Drawdown (3Y)Largest decline over 3 years | -9.33% | -3.76% | -5.57% |
Max Drawdown (5Y)Largest decline over 5 years | -14.33% | -7.40% | -6.93% |
Max Drawdown (10Y)Largest decline over 10 years | -32.10% | -18.38% | -13.72% |
Current DrawdownCurrent decline from peak | -1.14% | -8.29% | +7.15% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -6.86% | +2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 1.43% | +0.07% |
Volatility
IPFCX vs. QBDSX - Volatility Comparison
Poplar Forest Cornerstone Fund (IPFCX) has a higher volatility of 2.42% compared to Quantified Managed Income Fund (QBDSX) at 0.75%. This indicates that IPFCX'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
| IPFCX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 0.75% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 6.38% | 2.38% | +4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.41% | 3.52% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.05% | 4.31% | +6.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.50% | 5.24% | +8.26% |
IPFCX vs. QBDSX - Expense Ratio Comparison
IPFCX has a 0.90% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Dividends
IPFCX vs. QBDSX - Dividend Comparison
IPFCX's dividend yield for the trailing twelve months is around 8.30%, more than QBDSX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPFCX Poplar Forest Cornerstone Fund | 8.30% | 9.41% | 7.31% | 4.20% | 8.55% | 12.98% | 1.94% | 7.73% | 5.24% | 2.35% | 3.78% | 4.78% |
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
IPFCX and QBDSX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IPFCX has higher volatility (2.42%) compared to QBDSX (0.75%). In terms of maximum drawdown, IPFCX dropped -32.10% vs QBDSX's -18.38%.
IPFCX currently has the higher Sharpe Ratio (2.74 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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