LVAGX vs. QDVSX

Last updated Jun 5, 2026

LVAGX (LSV Global Value Fund) and QDVSX (Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans) are both Global Equities funds. Over the past 5 years, LVAGX returned 12.91%/yr vs 13.95%/yr for QDVSX. Their correlation of 0.81 suggests significant overlap in exposure. LVAGX charges 1.15%/yr vs 0.00%/yr for QDVSX.

Performance

LVAGX vs. QDVSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LSV Global Value Fund (LVAGX) and Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LVAGX achieves a 24.37% return, which is significantly higher than QDVSX's 10.05% return.

LVAGX

• 1D: -0.70%
• 1M: 7.71%
• YTD: 24.37%
• 6M: 26.59%
• 1Y: 46.58%
• 3Y*: 24.06%
• 5Y*: 12.91%
• 10Y*: 11.78%

QDVSX

• 1D: -0.99%
• 1M: 3.87%
• YTD: 10.05%
• 6M: 11.83%
• 1Y: 33.74%
• 3Y*: 23.84%
• 5Y*: 13.95%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LVAGX vs. QDVSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LVAGX LSV Global Value Fund	24.37%	26.84%	6.86%	18.76%	-8.44%	21.07%	0.15%	1.18%
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans	10.05%	26.93%	20.05%	37.93%	-23.98%	21.38%	27.22%	0.50%

Correlation

The correlation between LVAGX and QDVSX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Dec 16, 2019	0.81

The correlation between LVAGX and QDVSX has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

Return for Risk

LVAGX vs. QDVSX — Risk / Return Rank

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

LVAGX

LVAGX Risk / Return Rank: 95
LVAGX Sharpe Ratio Rank: 97
LVAGX Sortino Ratio Rank: 95
LVAGX Omega Ratio Rank: 90
LVAGX Calmar Ratio Rank: 97
LVAGX Martin Ratio Rank: 97

QDVSX

QDVSX Risk / Return Rank: 80
QDVSX Sharpe Ratio Rank: 84
QDVSX Sortino Ratio Rank: 80
QDVSX Omega Ratio Rank: 75
QDVSX Calmar Ratio Rank: 81
QDVSX Martin Ratio Rank: 79

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.

LVAGX vs. QDVSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LSV Global Value Fund (LVAGX) and Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX). 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.

	LVAGX	QDVSX	Difference
Sharpe ratio: Return per unit of total volatility	3.67	2.73	+0.94
Sortino ratio: Return per unit of downside risk	4.99	3.79	+1.20
Omega ratio: Gain probability vs. loss probability	1.66	1.49	+0.17
Calmar ratio: Return relative to maximum drawdown	6.63	3.67	+2.96
Martin ratio: Return relative to average drawdown	25.10	14.45	+10.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LVAGX vs. QDVSX - Sharpe Ratio Comparison

The current LVAGX Sharpe Ratio is 3.67, which is higher than the QDVSX Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of LVAGX and QDVSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LVAGX	QDVSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.67	2.73	+0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.76	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.80	-0.21

Drawdowns

LVAGX vs. QDVSX - Drawdown Comparison

The maximum LVAGX drawdown since its inception was -42.32%, which is greater than QDVSX's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for LVAGX and QDVSX.

Drawdown Indicators

	LVAGX	QDVSX	Difference
Max Drawdown Largest peak-to-trough decline	-42.32%	-33.56%	-8.76%
Max Drawdown (1Y) Largest decline over 1 year	-7.03%	-9.40%	+2.37%
Max Drawdown (3Y) Largest decline over 3 years	-16.13%	-18.64%	+2.51%
Max Drawdown (5Y) Largest decline over 5 years	-23.77%	-33.56%	+9.79%
Max Drawdown (10Y) Largest decline over 10 years	-42.32%	—	—
Current Drawdown Current decline from peak	-0.70%	-0.99%	+0.29%
Average Drawdown Average peak-to-trough decline	-7.02%	-6.72%	-0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	2.38%	-0.53%

Volatility

LVAGX vs. QDVSX - Volatility Comparison

LSV Global Value Fund (LVAGX) has a higher volatility of 4.32% compared to Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) at 3.68%. This indicates that LVAGX's price experiences larger fluctuations and is considered to be riskier than QDVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LVAGX	QDVSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.32%	3.68%	+0.64%
Volatility (6M) Calculated over the trailing 6-month period	9.77%	10.14%	-0.37%
Volatility (1Y) Calculated over the trailing 1-year period	12.70%	12.66%	+0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.32%	18.49%	-3.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.95%	21.09%	-4.14%

LVAGX vs. QDVSX - Expense Ratio Comparison

LVAGX has a 1.15% expense ratio, which is higher than QDVSX's 0.00% expense ratio.

Dividends

LVAGX vs. QDVSX - Dividend Comparison

LVAGX's dividend yield for the trailing twelve months is around 5.13%, less than QDVSX's 11.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LVAGX LSV Global Value Fund	5.13%	6.38%	2.44%	2.69%	1.52%	2.04%	1.66%	1.99%	4.71%	1.86%	2.54%	2.35%
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans	11.28%	12.42%	4.92%	5.99%	1.65%	1.02%	1.30%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LVAGX and QDVSX in my portfolio?

LVAGX and QDVSX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LVAGX or QDVSX?

LVAGX has higher volatility (4.32%) compared to QDVSX (3.68%). In terms of maximum drawdown, LVAGX dropped -42.32% vs QDVSX's -33.56%.

Which has better risk-adjusted returns?

LVAGX currently has the higher Sharpe Ratio (3.67 vs 2.73), 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.