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PVFIX vs. QBDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PVFIX vs. QBDSX - Performance Comparison

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

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PVFIX vs. QBDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PVFIX
Pinnacle Value Fund
3.45%5.95%10.54%25.38%-7.48%14.12%3.57%13.47%-11.70%-0.13%
QBDSX
Quantified Managed Income Fund
-0.76%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, PVFIX achieves a 3.45% return, which is significantly higher than QBDSX's -0.76% return. Over the past 10 years, PVFIX has outperformed QBDSX with an annualized return of 6.84%, while QBDSX has yielded a comparatively lower 0.83% annualized return.


PVFIX

1D
-0.36%
1M
-3.68%
YTD
3.45%
6M
7.20%
1Y
15.59%
3Y*
13.32%
5Y*
7.65%
10Y*
6.84%

QBDSX

1D
0.38%
1M
-2.72%
YTD
-0.76%
6M
-1.55%
1Y
1.86%
3Y*
2.60%
5Y*
0.90%
10Y*
0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PVFIX vs. QBDSX - Expense Ratio Comparison

PVFIX has a 1.24% expense ratio, which is lower than QBDSX's 1.31% expense ratio.


Return for Risk

PVFIX vs. QBDSX — Risk / Return Rank

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

PVFIX
PVFIX Risk / Return Rank: 6969
Overall Rank
PVFIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PVFIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
PVFIX Omega Ratio Rank: 6060
Omega Ratio Rank
PVFIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PVFIX Martin Ratio Rank: 6565
Martin Ratio Rank

QBDSX
QBDSX Risk / Return Rank: 2626
Overall Rank
QBDSX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
QBDSX Sortino Ratio Rank: 2121
Sortino Ratio Rank
QBDSX Omega Ratio Rank: 1818
Omega Ratio Rank
QBDSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
QBDSX Martin Ratio Rank: 3333
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.

PVFIX vs. QBDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinnacle Value Fund (PVFIX) 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.


PVFIXQBDSXDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.63

+0.58

Sortino ratio

Return per unit of downside risk

1.80

0.91

+0.89

Omega ratio

Gain probability vs. loss probability

1.23

1.12

+0.11

Calmar ratio

Return relative to maximum drawdown

1.81

0.93

+0.87

Martin ratio

Return relative to average drawdown

6.12

3.64

+2.48

PVFIX vs. QBDSX - Sharpe Ratio Comparison

The current PVFIX Sharpe Ratio is 1.21, which is higher than the QBDSX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of PVFIX 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


PVFIXQBDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.63

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.21

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.16

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.15

-0.13

Correlation

The correlation between PVFIX and QBDSX is 0.26, 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

PVFIX vs. QBDSX - Dividend Comparison

PVFIX's dividend yield for the trailing twelve months is around 9.13%, more than QBDSX's 4.51% yield.


TTM20252024202320222021202020192018201720162015
PVFIX
Pinnacle Value Fund
9.13%9.44%13.80%6.07%1.13%7.71%0.00%4.74%4.45%3.01%6.90%9.41%
QBDSX
Quantified Managed Income Fund
4.51%4.47%3.98%4.51%0.54%0.71%0.87%2.26%2.04%2.51%1.00%3.89%

Drawdowns

PVFIX vs. QBDSX - Drawdown Comparison

The maximum PVFIX drawdown since its inception was -97.80%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for PVFIX and QBDSX.


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Drawdown Indicators


PVFIXQBDSXDifference

Max Drawdown

Largest peak-to-trough decline

-97.80%

-18.38%

-79.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.78%

-3.09%

-4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-97.80%

-7.40%

-90.40%

Max Drawdown (10Y)

Largest decline over 10 years

-97.80%

-18.38%

-79.42%

Current Drawdown

Current decline from peak

-97.26%

-8.75%

-88.51%

Average Drawdown

Average peak-to-trough decline

-9.44%

-6.83%

-2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

0.79%

+1.51%

Volatility

PVFIX vs. QBDSX - Volatility Comparison

Pinnacle Value Fund (PVFIX) has a higher volatility of 2.98% compared to Quantified Managed Income Fund (QBDSX) at 1.31%. This indicates that PVFIX'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


PVFIXQBDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

1.31%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

2.79%

+5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

3.76%

+8.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,037.89%

4.32%

+1,033.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

733.82%

5.25%

+728.57%