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PAXWX vs. QBDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAXWX vs. QBDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pax Sustainable Allocation Fund (PAXWX) and Quantified Managed Income Fund (QBDSX). The values are adjusted to include any dividend payments, if applicable.

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PAXWX vs. QBDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAXWX
Pax Sustainable Allocation Fund
-3.18%10.87%12.61%13.19%-16.50%15.31%16.23%20.84%-4.07%13.16%
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, PAXWX achieves a -3.18% return, which is significantly lower than QBDSX's -0.38% return. Over the past 10 years, PAXWX has outperformed QBDSX with an annualized return of 7.71%, while QBDSX has yielded a comparatively lower 0.87% annualized return.


PAXWX

1D
1.69%
1M
-3.84%
YTD
-3.18%
6M
-2.83%
1Y
9.37%
3Y*
9.27%
5Y*
4.68%
10Y*
7.71%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAXWX vs. QBDSX - Expense Ratio Comparison

PAXWX has a 0.30% expense ratio, which is lower than QBDSX's 1.31% expense ratio.


Return for Risk

PAXWX vs. QBDSX — Risk / Return Rank

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

PAXWX
PAXWX Risk / Return Rank: 4545
Overall Rank
PAXWX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
PAXWX Sortino Ratio Rank: 4242
Sortino Ratio Rank
PAXWX Omega Ratio Rank: 3939
Omega Ratio Rank
PAXWX Calmar Ratio Rank: 4949
Calmar Ratio Rank
PAXWX Martin Ratio Rank: 5454
Martin Ratio Rank

QBDSX
QBDSX Risk / Return Rank: 1919
Overall Rank
QBDSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QBDSX Sortino Ratio Rank: 1515
Sortino Ratio Rank
QBDSX Omega Ratio Rank: 1313
Omega Ratio Rank
QBDSX Calmar Ratio Rank: 2222
Calmar Ratio Rank
QBDSX Martin Ratio Rank: 2525
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.

PAXWX vs. QBDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pax Sustainable Allocation Fund (PAXWX) 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.


PAXWXQBDSXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.60

+0.31

Sortino ratio

Return per unit of downside risk

1.36

0.87

+0.50

Omega ratio

Gain probability vs. loss probability

1.19

1.11

+0.08

Calmar ratio

Return relative to maximum drawdown

1.32

0.89

+0.43

Martin ratio

Return relative to average drawdown

5.59

3.43

+2.17

PAXWX vs. QBDSX - Sharpe Ratio Comparison

The current PAXWX Sharpe Ratio is 0.91, which is higher than the QBDSX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of PAXWX and QBDSX, 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


PAXWXQBDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.60

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.21

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.17

+0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.15

+0.42

Correlation

The correlation between PAXWX and QBDSX is 0.45, 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

PAXWX vs. QBDSX - Dividend Comparison

PAXWX's dividend yield for the trailing twelve months is around 9.96%, more than QBDSX's 4.49% yield.


TTM20252024202320222021202020192018201720162015
PAXWX
Pax Sustainable Allocation Fund
9.96%9.64%8.33%3.37%6.24%4.85%2.80%9.31%2.90%10.90%3.02%8.36%
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

PAXWX vs. QBDSX - Drawdown Comparison

The maximum PAXWX drawdown since its inception was -40.11%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for PAXWX and QBDSX.


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Drawdown Indicators


PAXWXQBDSXDifference

Max Drawdown

Largest peak-to-trough decline

-40.11%

-18.38%

-21.73%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

-3.09%

-4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-7.40%

-14.24%

Max Drawdown (10Y)

Largest decline over 10 years

-21.64%

-18.38%

-3.26%

Current Drawdown

Current decline from peak

-4.72%

-8.41%

+3.69%

Average Drawdown

Average peak-to-trough decline

-5.67%

-6.83%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

0.80%

+0.94%

Volatility

PAXWX vs. QBDSX - Volatility Comparison

Pax Sustainable Allocation Fund (PAXWX) has a higher volatility of 3.65% compared to Quantified Managed Income Fund (QBDSX) at 1.40%. This indicates that PAXWX'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


PAXWXQBDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

1.40%

+2.25%

Volatility (6M)

Calculated over the trailing 6-month period

5.92%

2.77%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

10.57%

3.77%

+6.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.75%

4.32%

+6.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.70%

5.26%

+5.44%