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MAMEX vs. QCGDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAMEX vs. QCGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mutual of America Mid-Cap Equity Index Fund (MAMEX) and Quantified Common Ground Fund (QCGDX). The values are adjusted to include any dividend payments, if applicable.

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MAMEX vs. QCGDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MAMEX
Mutual of America Mid-Cap Equity Index Fund
-0.45%7.40%13.08%13.99%-13.59%23.35%925.33%
QCGDX
Quantified Common Ground Fund
2.93%1.02%9.87%14.74%-12.23%32.19%13.86%

Returns By Period

In the year-to-date period, MAMEX achieves a -0.45% return, which is significantly lower than QCGDX's 2.93% return.


MAMEX

1D
-2.44%
1M
-8.80%
YTD
-0.45%
6M
1.26%
1Y
13.94%
3Y*
10.08%
5Y*
5.30%
10Y*

QCGDX

1D
-0.45%
1M
-4.57%
YTD
2.93%
6M
4.54%
1Y
6.11%
3Y*
9.12%
5Y*
7.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAMEX vs. QCGDX - Expense Ratio Comparison

MAMEX has a 0.16% expense ratio, which is lower than QCGDX's 1.68% expense ratio.


Return for Risk

MAMEX vs. QCGDX — Risk / Return Rank

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

MAMEX
MAMEX Risk / Return Rank: 2424
Overall Rank
MAMEX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MAMEX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MAMEX Omega Ratio Rank: 3131
Omega Ratio Rank
MAMEX Calmar Ratio Rank: 1313
Calmar Ratio Rank
MAMEX Martin Ratio Rank: 1414
Martin Ratio Rank

QCGDX
QCGDX Risk / Return Rank: 2121
Overall Rank
QCGDX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
QCGDX Sortino Ratio Rank: 1818
Sortino Ratio Rank
QCGDX Omega Ratio Rank: 1717
Omega Ratio Rank
QCGDX Calmar Ratio Rank: 2424
Calmar Ratio Rank
QCGDX Martin Ratio Rank: 2626
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.

MAMEX vs. QCGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mutual of America Mid-Cap Equity Index Fund (MAMEX) 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.


MAMEXQCGDXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.54

+0.19

Sortino ratio

Return per unit of downside risk

1.18

0.83

+0.35

Omega ratio

Gain probability vs. loss probability

1.16

1.11

+0.05

Calmar ratio

Return relative to maximum drawdown

0.35

0.72

-0.38

Martin ratio

Return relative to average drawdown

1.45

2.84

-1.39

MAMEX vs. QCGDX - Sharpe Ratio Comparison

The current MAMEX Sharpe Ratio is 0.72, which is higher than the QCGDX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MAMEX and QCGDX, 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


MAMEXQCGDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.54

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.48

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.57

-0.40

Correlation

The correlation between MAMEX and QCGDX is 0.69, 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

MAMEX vs. QCGDX - Dividend Comparison

MAMEX's dividend yield for the trailing twelve months is around 11.90%, more than QCGDX's 0.67% yield.


TTM202520242023202220212020
MAMEX
Mutual of America Mid-Cap Equity Index Fund
11.90%11.85%9.07%7.67%14.01%12.96%0.00%
QCGDX
Quantified Common Ground Fund
0.67%0.69%4.42%0.22%0.00%5.44%1.65%

Drawdowns

MAMEX vs. QCGDX - Drawdown Comparison

The maximum MAMEX drawdown since its inception was -42.17%, which is greater than QCGDX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for MAMEX and QCGDX.


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Drawdown Indicators


MAMEXQCGDXDifference

Max Drawdown

Largest peak-to-trough decline

-42.17%

-22.37%

-19.80%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

-8.85%

-5.31%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-20.18%

-4.21%

Current Drawdown

Current decline from peak

-8.84%

-4.69%

-4.15%

Average Drawdown

Average peak-to-trough decline

-7.68%

-6.27%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

2.25%

+1.89%

Volatility

MAMEX vs. QCGDX - Volatility Comparison

The current volatility for Mutual of America Mid-Cap Equity Index Fund (MAMEX) is 4.62%, while Quantified Common Ground Fund (QCGDX) has a volatility of 4.92%. This indicates that MAMEX 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


MAMEXQCGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

4.92%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.83%

9.53%

+2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

21.79%

13.53%

+8.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.02%

14.77%

+7.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

389.19%

16.53%

+372.66%