MGWIX vs. QBDSX
MGWIX (MFS Growth Allocation Fund) and QBDSX (Quantified Managed Income Fund) are both Diversified Portfolio funds. Over the past 10 years, MGWIX returned 9.55%/yr vs 0.53%/yr for QBDSX. At a 0.45 correlation, their price movements are largely independent. MGWIX charges 0.69%/yr vs 1.31%/yr for QBDSX.
Performance
MGWIX vs. QBDSX - Performance Comparison
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Returns By Period
In the year-to-date period, MGWIX achieves a 7.11% return, which is significantly higher than QBDSX's -0.38% return. Over the past 10 years, MGWIX has outperformed QBDSX with an annualized return of 9.55%, while QBDSX has yielded a comparatively lower 0.53% annualized return.
MGWIX
- 1D
- -0.47%
- 1M
- 0.59%
- 6M
- 4.70%
- YTD
- 7.11%
- 1Y
- 12.19%
- 3Y*
- 12.00%
- 5Y*
- 6.41%
- 10Y*
- 9.55%
QBDSX
- 1D
- 0.00%
- 1M
- -0.13%
- 6M
- -1.00%
- YTD
- -0.38%
- 1Y
- 0.38%
- 3Y*
- 2.36%
- 5Y*
- 0.72%
- 10Y*
- 0.53%
MGWIX vs. QBDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGWIX MFS Growth Allocation Fund | 7.11% | 13.63% | 10.71% | 14.86% | -15.92% | 16.01% | 14.75% | 26.55% | -5.59% | 19.22% |
QBDSX Quantified Managed Income Fund | -0.38% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Correlation
The correlation between MGWIX and QBDSX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.45 |
Over the past year, MGWIX and QBDSX have become more correlated (0.65) than their long-term average of 0.45, meaning their price movements have been converging.
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Return for Risk
MGWIX vs. QBDSX — Risk / Return Rank
MGWIX
QBDSX
MGWIX vs. QBDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Growth Allocation Fund (MGWIX) 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.
| MGWIX | QBDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.21 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.02 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 0.12 | +1.56 |
| Martin ratioReturn relative to average drawdown | 7.04 | 0.29 | +6.75 |
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Drawdowns
MGWIX vs. QBDSX - Drawdown Comparison
The maximum MGWIX drawdown since its inception was -47.83%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for MGWIX and QBDSX.
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Drawdown Indicators
| MGWIX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.83% | -18.38% | -29.45% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -3.09% | -4.24% |
Max Drawdown (3Y)Largest decline over 3 years | -12.30% | -3.76% | -8.54% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -7.40% | -15.99% |
Max Drawdown (10Y)Largest decline over 10 years | -29.09% | -18.38% | -10.71% |
Current DrawdownCurrent decline from peak | -0.87% | -8.41% | +7.54% |
Average DrawdownAverage peak-to-trough decline | -5.34% | -6.86% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.34% | +0.41% |
Volatility
MGWIX vs. QBDSX - Volatility Comparison
MFS Growth Allocation Fund (MGWIX) has a higher volatility of 2.93% compared to Quantified Managed Income Fund (QBDSX) at 0.96%. This indicates that MGWIX'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
| MGWIX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 0.96% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 2.41% | +5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.44% | 3.63% | +5.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.20% | 4.31% | +7.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.79% | 5.25% | +7.54% |
MGWIX vs. QBDSX - Expense Ratio Comparison
MGWIX has a 0.69% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Dividends
MGWIX vs. QBDSX - Dividend Comparison
MGWIX's dividend yield for the trailing twelve months is around 7.70%, more than QBDSX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGWIX MFS Growth Allocation Fund | 7.70% | 8.24% | 6.24% | 3.84% | 4.83% | 7.28% | 3.79% | 5.00% | 6.89% | 5.04% | 3.11% | 5.08% |
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
MGWIX and QBDSX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MGWIX has higher volatility (2.93%) compared to QBDSX (0.96%). In terms of maximum drawdown, MGWIX dropped -47.83% vs QBDSX's -18.38%.
MGWIX currently has the higher Sharpe Ratio (1.31 vs 0.11), 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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