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NQCFX vs. AMRGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NQCFX vs. AMRGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northquest Capital Fund (NQCFX) and American Growth Fund Series One (AMRGX). The values are adjusted to include any dividend payments, if applicable.

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NQCFX vs. AMRGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NQCFX
Northquest Capital Fund
-4.83%10.85%7.08%27.28%-26.10%32.62%19.65%35.76%-2.05%14.23%
AMRGX
American Growth Fund Series One
-1.31%11.18%16.61%24.38%-19.93%15.64%18.65%36.73%-9.07%13.37%

Returns By Period

In the year-to-date period, NQCFX achieves a -4.83% return, which is significantly lower than AMRGX's -1.31% return. Over the past 10 years, NQCFX has underperformed AMRGX with an annualized return of 9.08%, while AMRGX has yielded a comparatively higher 10.41% annualized return.


NQCFX

1D
-1.52%
1M
-9.37%
YTD
-4.83%
6M
-6.51%
1Y
6.93%
3Y*
9.92%
5Y*
6.60%
10Y*
9.08%

AMRGX

1D
-1.60%
1M
-10.92%
YTD
-1.31%
6M
7.51%
1Y
16.26%
3Y*
14.01%
5Y*
7.34%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NQCFX vs. AMRGX - Expense Ratio Comparison

NQCFX has a 1.47% expense ratio, which is lower than AMRGX's 4.07% expense ratio.


Return for Risk

NQCFX vs. AMRGX — Risk / Return Rank

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

NQCFX
NQCFX Risk / Return Rank: 1515
Overall Rank
NQCFX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
NQCFX Sortino Ratio Rank: 1515
Sortino Ratio Rank
NQCFX Omega Ratio Rank: 1414
Omega Ratio Rank
NQCFX Calmar Ratio Rank: 1616
Calmar Ratio Rank
NQCFX Martin Ratio Rank: 1616
Martin Ratio Rank

AMRGX
AMRGX Risk / Return Rank: 3232
Overall Rank
AMRGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
AMRGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
AMRGX Omega Ratio Rank: 4545
Omega Ratio Rank
AMRGX Calmar Ratio Rank: 3737
Calmar Ratio Rank
AMRGX Martin Ratio Rank: 2222
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.

NQCFX vs. AMRGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northquest Capital Fund (NQCFX) and American Growth Fund Series One (AMRGX). 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.


NQCFXAMRGXDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.62

-0.22

Sortino ratio

Return per unit of downside risk

0.70

1.12

-0.42

Omega ratio

Gain probability vs. loss probability

1.09

1.19

-0.10

Calmar ratio

Return relative to maximum drawdown

0.47

0.99

-0.52

Martin ratio

Return relative to average drawdown

1.68

2.37

-0.69

NQCFX vs. AMRGX - Sharpe Ratio Comparison

The current NQCFX Sharpe Ratio is 0.40, which is lower than the AMRGX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of NQCFX and AMRGX, 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


NQCFXAMRGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.62

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.34

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.49

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.10

-0.09

Correlation

The correlation between NQCFX and AMRGX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NQCFX vs. AMRGX - Dividend Comparison

NQCFX's dividend yield for the trailing twelve months is around 1.61%, less than AMRGX's 18.06% yield.


TTM20252024202320222021202020192018201720162015
NQCFX
Northquest Capital Fund
1.61%1.53%0.00%0.97%1.13%6.41%11.55%3.07%6.04%0.00%0.00%3.42%
AMRGX
American Growth Fund Series One
18.06%17.82%12.39%8.17%7.77%12.21%2.36%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NQCFX vs. AMRGX - Drawdown Comparison

The maximum NQCFX drawdown since its inception was -97.46%, which is greater than AMRGX's maximum drawdown of -80.32%. Use the drawdown chart below to compare losses from any high point for NQCFX and AMRGX.


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Drawdown Indicators


NQCFXAMRGXDifference

Max Drawdown

Largest peak-to-trough decline

-97.46%

-80.32%

-17.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-13.98%

+1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-97.46%

-35.42%

-62.04%

Max Drawdown (10Y)

Largest decline over 10 years

-97.46%

-35.42%

-62.04%

Current Drawdown

Current decline from peak

-96.93%

-13.98%

-82.95%

Average Drawdown

Average peak-to-trough decline

-13.76%

-40.45%

+26.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

5.82%

-2.33%

Volatility

NQCFX vs. AMRGX - Volatility Comparison

Northquest Capital Fund (NQCFX) and American Growth Fund Series One (AMRGX) have volatilities of 6.29% and 6.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NQCFXAMRGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

6.18%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

23.49%

-11.21%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

28.26%

-8.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,578.46%

21.84%

+1,556.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,116.21%

21.30%

+1,094.91%