LLSCX vs. QCGDX
LLSCX (Longleaf Partners Small-Cap Fund) and QCGDX (Quantified Common Ground Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, LLSCX returned 2.00%/yr vs 7.37%/yr for QCGDX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. LLSCX charges 0.95%/yr vs 1.68%/yr for QCGDX.
Performance
LLSCX vs. QCGDX - Performance Comparison
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Returns By Period
In the year-to-date period, LLSCX achieves a -3.30% return, which is significantly lower than QCGDX's 10.59% return.
LLSCX
- 1D
- -2.33%
- 1M
- 1.15%
- 6M
- -4.81%
- YTD
- -3.30%
- 1Y
- 1.06%
- 3Y*
- 5.40%
- 5Y*
- 2.00%
- 10Y*
- 5.81%
- ALL TIME*
- 9.87%
QCGDX
- 1D
- 2.98%
- 1M
- -0.60%
- 6M
- 7.23%
- YTD
- 10.59%
- 1Y
- 14.86%
- 3Y*
- 8.67%
- 5Y*
- 7.37%
- 10Y*
- —
- ALL TIME*
- 10.03%
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 |
LLSCX vs. QCGDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LLSCX Longleaf Partners Small-Cap Fund | -3.30% | 7.56% | 9.69% | 20.17% | -19.25% | 11.18% | 4.17% | 0.66% |
QCGDX Quantified Common Ground Fund | 10.59% | 1.02% | 9.87% | 14.74% | -12.23% | 32.19% | 14.65% | 0.10% |
Correlation
The correlation between LLSCX and QCGDX is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2019 | 0.62 |
Over the past year, the correlation between LLSCX and QCGDX has dropped to 0.30 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
LLSCX vs. QCGDX — Risk / Return Rank
LLSCX
QCGDX
LLSCX vs. QCGDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Longleaf Partners Small-Cap Fund (LLSCX) and Quantified Common Ground Fund (QCGDX). 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.
| LLSCX | QCGDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.18 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.57 | -1.72 |
| Martin ratioReturn relative to average drawdown | -0.31 | 5.84 | -6.15 |
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Drawdowns
LLSCX vs. QCGDX - Drawdown Comparison
The maximum LLSCX drawdown since its inception was -63.97%, which is greater than QCGDX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for LLSCX and QCGDX.
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Drawdown Indicators
| LLSCX | QCGDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.97% | -22.37% | -41.60% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -9.38% | -2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -16.10% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -26.67% | -20.18% | -6.49% |
Max Drawdown (10Y)Largest decline over 10 years | -42.23% | — | — |
Current DrawdownCurrent decline from peak | -7.56% | -6.69% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -6.09% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 2.51% | +3.11% |
Volatility
LLSCX vs. QCGDX - Volatility Comparison
The current volatility for Longleaf Partners Small-Cap Fund (LLSCX) is 5.13%, while Quantified Common Ground Fund (QCGDX) has a volatility of 6.32%. This indicates that LLSCX experiences smaller price fluctuations and is considered to be less risky than QCGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLSCX | QCGDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 6.32% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 13.27% | -2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 15.29% | -1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 15.17% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.58% | 16.73% | +7.85% |
LLSCX vs. QCGDX - Expense Ratio Comparison
LLSCX has a 0.95% expense ratio, which is lower than QCGDX's 1.68% expense ratio.
Dividends
LLSCX vs. QCGDX - Dividend Comparison
LLSCX's dividend yield for the trailing twelve months is around 1.21%, more than QCGDX's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLSCX Longleaf Partners Small-Cap Fund | 1.21% | 1.17% | 0.11% | 0.94% | 1.20% | 0.82% | 5.85% | 14.89% | 18.13% | 8.43% | 18.01% | 5.91% |
QCGDX Quantified Common Ground Fund | 0.63% | 0.69% | 4.42% | 0.22% | 0.00% | 5.44% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LLSCX and QCGDX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QCGDX has higher volatility (6.32%) compared to LLSCX (5.13%). In terms of maximum drawdown, LLSCX dropped -63.97% vs QCGDX's -22.37%.
QCGDX currently has the higher Sharpe Ratio (0.96 vs -0.13), 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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