MXSHX vs. QBDSX
Compare and contrast key facts about Great-West SecureFoundation Balanced Fund (MXSHX) and Quantified Managed Income Fund (QBDSX).
MXSHX is managed by Great-West. It was launched on Nov 12, 2009. QBDSX is managed by Advisors Preferred. It was launched on Aug 8, 2013.
Performance
MXSHX vs. QBDSX - Performance Comparison
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MXSHX vs. QBDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | -0.21% | 12.78% | 7.76% | 13.40% | -14.56% | 11.15% | 13.55% | 18.39% | -7.74% | 12.83% |
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% |
Returns By Period
In the year-to-date period, MXSHX achieves a -0.21% return, which is significantly higher than QBDSX's -0.38% return. Over the past 10 years, MXSHX has outperformed QBDSX with an annualized return of 6.49%, while QBDSX has yielded a comparatively lower 0.87% annualized return.
MXSHX
- 1D
- 1.78%
- 1M
- -4.16%
- YTD
- -0.21%
- 6M
- 1.35%
- 1Y
- 12.55%
- 3Y*
- 9.56%
- 5Y*
- 4.70%
- 10Y*
- 6.49%
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%
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MXSHX vs. QBDSX - Expense Ratio Comparison
MXSHX has a 0.53% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Return for Risk
MXSHX vs. QBDSX — Risk / Return Rank
MXSHX
QBDSX
MXSHX vs. QBDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West SecureFoundation Balanced Fund (MXSHX) 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.
| MXSHX | QBDSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.60 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.73 | 0.87 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.11 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.89 | +0.76 |
Martin ratioReturn relative to average drawdown | 7.12 | 3.43 | +3.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXSHX | QBDSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.60 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.21 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.17 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.15 | +0.33 |
Correlation
The correlation between MXSHX and QBDSX is 0.39, 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
MXSHX vs. QBDSX - Dividend Comparison
MXSHX's dividend yield for the trailing twelve months is around 3.58%, less than QBDSX's 4.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXSHX Great-West SecureFoundation Balanced Fund | 3.58% | 3.57% | 7.40% | 3.48% | 6.32% | 8.80% | 5.40% | 7.08% | 6.39% | 1.83% | 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
MXSHX vs. QBDSX - Drawdown Comparison
The maximum MXSHX drawdown since its inception was -23.44%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for MXSHX and QBDSX.
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Drawdown Indicators
| MXSHX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -18.38% | -5.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -3.09% | -4.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.44% | -7.40% | -16.04% |
Max Drawdown (10Y)Largest decline over 10 years | -23.44% | -18.38% | -5.06% |
Current DrawdownCurrent decline from peak | -4.73% | -8.41% | +3.68% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -6.83% | +2.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 0.80% | +1.02% |
Volatility
MXSHX vs. QBDSX - Volatility Comparison
Great-West SecureFoundation Balanced Fund (MXSHX) has a higher volatility of 4.20% compared to Quantified Managed Income Fund (QBDSX) at 1.40%. This indicates that MXSHX'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
| MXSHX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 1.40% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 2.77% | +3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 3.77% | +7.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.19% | 4.32% | +6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.17% | 5.26% | +5.91% |