MISIX vs. QCGDX

Last updated Apr 1, 2026

Compare and contrast key facts about Victory Trivalent International Small-Cap Fund Class I (MISIX) and Quantified Common Ground Fund (QCGDX).

MISIX is managed by Victory. QCGDX is managed by Advisors Preferred. It was launched on Dec 26, 2019.

Performance

MISIX vs. QCGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory Trivalent International Small-Cap Fund Class I (MISIX) and Quantified Common Ground Fund (QCGDX). The values are adjusted to include any dividend payments, if applicable.

MISIX vs. QCGDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
MISIX Victory Trivalent International Small-Cap Fund Class I	-0.70%	42.00%	4.70%	15.49%	-23.13%	12.41%	15.42%	0.35%
QCGDX Quantified Common Ground Fund	2.93%	1.02%	9.87%	14.74%	-12.23%	32.19%	14.65%	0.10%

Returns By Period

In the year-to-date period, MISIX achieves a -0.70% return, which is significantly lower than QCGDX's 2.93% return.

MISIX

• 1D: -0.60%
• 1M: -13.84%
• YTD: -0.70%
• 6M: 4.64%
• 1Y: 33.88%
• 3Y*: 16.76%
• 5Y*: 7.07%
• 10Y*: 9.25%

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)

MISIX vs. QCGDX - Expense Ratio Comparison

MISIX has a 0.97% expense ratio, which is lower than QCGDX's 1.68% expense ratio.

QCGDX

Quantified Common Ground Fund

MISIX

Victory Trivalent International Small-Cap Fund Class I

Return for Risk

MISIX vs. QCGDX — Risk / Return Rank

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

MISIX

MISIX Risk / Return Rank: 89
MISIX Sharpe Ratio Rank: 92
MISIX Sortino Ratio Rank: 90
MISIX Omega Ratio Rank: 89
MISIX Calmar Ratio Rank: 87
MISIX Martin Ratio Rank: 89

QCGDX

QCGDX Risk / Return Rank: 21
QCGDX Sharpe Ratio Rank: 20
QCGDX Sortino Ratio Rank: 18
QCGDX Omega Ratio Rank: 17
QCGDX Calmar Ratio Rank: 24
QCGDX Martin Ratio Rank: 26

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.

MISIX vs. QCGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory Trivalent International Small-Cap Fund Class I (MISIX) 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.

	MISIX	QCGDX	Difference
Sharpe ratio Return per unit of total volatility	1.97	0.54	+1.43
Sortino ratio Return per unit of downside risk	2.54	0.83	+1.71
Omega ratio Gain probability vs. loss probability	1.39	1.11	+0.27
Calmar ratio Return relative to maximum drawdown	2.24	0.72	+1.51
Martin ratio Return relative to average drawdown	9.80	2.84	+6.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MISIX vs. QCGDX - Sharpe Ratio Comparison

The current MISIX Sharpe Ratio is 1.97, which is higher than the QCGDX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MISIX 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.

Sharpe Ratios by Period

	MISIX	QCGDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.97	0.54	+1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.48	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.57	-0.25

Correlation

The correlation between MISIX and QCGDX is 0.68, 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

MISIX vs. QCGDX - Dividend Comparison

MISIX's dividend yield for the trailing twelve months is around 6.09%, more than QCGDX's 0.67% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MISIX Victory Trivalent International Small-Cap Fund Class I	6.09%	6.05%	2.27%	1.90%	1.12%	8.61%	0.41%	1.99%	3.59%	1.85%	1.56%	1.21%
QCGDX Quantified Common Ground Fund	0.67%	0.69%	4.42%	0.22%	0.00%	5.44%	1.65%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

MISIX vs. QCGDX - Drawdown Comparison

The maximum MISIX drawdown since its inception was -67.61%, which is greater than QCGDX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for MISIX and QCGDX.

Drawdown Indicators

	MISIX	QCGDX	Difference
Max Drawdown Largest peak-to-trough decline	-67.61%	-22.37%	-45.24%
Max Drawdown (1Y) Largest decline over 1 year	-13.84%	-8.85%	-4.99%
Max Drawdown (5Y) Largest decline over 5 years	-37.69%	-20.18%	-17.51%
Max Drawdown (10Y) Largest decline over 10 years	-41.82%	—	—
Current Drawdown Current decline from peak	-13.84%	-4.69%	-9.15%
Average Drawdown Average peak-to-trough decline	-16.99%	-6.27%	-10.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.16%	2.25%	+0.91%

Volatility

MISIX vs. QCGDX - Volatility Comparison

Victory Trivalent International Small-Cap Fund Class I (MISIX) has a higher volatility of 6.80% compared to Quantified Common Ground Fund (QCGDX) at 4.92%. This indicates that MISIX's price experiences larger fluctuations and is considered to be riskier than QCGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MISIX	QCGDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.80%	4.92%	+1.88%
Volatility (6M) Calculated over the trailing 6-month period	11.32%	9.53%	+1.79%
Volatility (1Y) Calculated over the trailing 1-year period	16.62%	13.53%	+3.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.68%	14.77%	+2.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.78%	16.53%	+1.25%