MACHX vs. QBDSX

Last updated Apr 2, 2026

Compare and contrast key facts about Mutual of America Composite Fund (MACHX) and Quantified Managed Income Fund (QBDSX).

MACHX is managed by Mutual of America. It was launched on Nov 29, 2021. QBDSX is managed by Advisors Preferred. It was launched on Aug 8, 2013.

Performance

MACHX vs. QBDSX - Performance Comparison

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

MACHX vs. QBDSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MACHX Mutual of America Composite Fund	-0.97%	18.88%	16.49%	14.56%	-12.57%	14.64%	919.15%
QBDSX Quantified Managed Income Fund	-0.38%	5.11%	1.02%	2.25%	-4.09%	-0.66%	-9.31%

Returns By Period

In the year-to-date period, MACHX achieves a -0.97% return, which is significantly lower than QBDSX's -0.38% return.

MACHX

• 1D: 1.91%
• 1M: -3.65%
• YTD: -0.97%
• 6M: 1.57%
• 1Y: 17.55%
• 3Y*: 14.69%
• 5Y*: 8.50%
• 10Y*: —

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%

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

MACHX vs. QBDSX - Expense Ratio Comparison

MACHX has a 0.54% expense ratio, which is lower than QBDSX's 1.31% expense ratio.

QBDSX

Quantified Managed Income Fund

MACHX

Mutual of America Composite Fund

Return for Risk

MACHX vs. QBDSX — Risk / Return Rank

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

MACHX

MACHX Risk / Return Rank: 72
MACHX Sharpe Ratio Rank: 84
MACHX Sortino Ratio Rank: 88
MACHX Omega Ratio Rank: 85
MACHX Calmar Ratio Rank: 49
MACHX Martin Ratio Rank: 55

QBDSX

QBDSX Risk / Return Rank: 19
QBDSX Sharpe Ratio Rank: 18
QBDSX Sortino Ratio Rank: 15
QBDSX Omega Ratio Rank: 13
QBDSX Calmar Ratio Rank: 22
QBDSX Martin Ratio Rank: 25

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.

MACHX vs. QBDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America Composite Fund (MACHX) 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.

	MACHX	QBDSX	Difference
Sharpe ratio Return per unit of total volatility	1.72	0.60	+1.12
Sortino ratio Return per unit of downside risk	2.53	0.87	+1.66
Omega ratio Gain probability vs. loss probability	1.37	1.11	+0.26
Calmar ratio Return relative to maximum drawdown	1.47	0.89	+0.58
Martin ratio Return relative to average drawdown	6.36	3.43	+2.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MACHX vs. QBDSX - Sharpe Ratio Comparison

The current MACHX Sharpe Ratio is 1.72, which is higher than the QBDSX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of MACHX 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.

Sharpe Ratios by Period

	MACHX	QBDSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	0.60	+1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.21	+0.55
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.15	+0.01

Correlation

The correlation between MACHX and QBDSX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

MACHX vs. QBDSX - Dividend Comparison

MACHX's dividend yield for the trailing twelve months is around 11.87%, more than QBDSX's 4.49% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MACHX Mutual of America Composite Fund	11.87%	11.75%	8.06%	6.00%	6.23%	3.64%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

MACHX vs. QBDSX - Drawdown Comparison

The maximum MACHX drawdown since its inception was -21.24%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for MACHX and QBDSX.

Drawdown Indicators

	MACHX	QBDSX	Difference
Max Drawdown Largest peak-to-trough decline	-21.24%	-18.38%	-2.86%
Max Drawdown (1Y) Largest decline over 1 year	-7.49%	-3.09%	-4.40%
Max Drawdown (5Y) Largest decline over 5 years	-18.57%	-7.40%	-11.17%
Max Drawdown (10Y) Largest decline over 10 years	—	-18.38%	—
Current Drawdown Current decline from peak	-4.38%	-8.41%	+4.03%
Average Drawdown Average peak-to-trough decline	-4.27%	-6.83%	+2.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	0.80%	+1.47%

Volatility

MACHX vs. QBDSX - Volatility Comparison

Mutual of America Composite Fund (MACHX) has a higher volatility of 3.21% compared to Quantified Managed Income Fund (QBDSX) at 1.40%. This indicates that MACHX'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.

Volatility by Period

	MACHX	QBDSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.21%	1.40%	+1.81%
Volatility (6M) Calculated over the trailing 6-month period	6.60%	2.77%	+3.83%
Volatility (1Y) Calculated over the trailing 1-year period	11.66%	3.77%	+7.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.78%	4.32%	+8.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	384.62%	5.26%	+379.36%