QBDSX vs. ACV
QBDSX (Quantified Managed Income Fund) and ACV (Virtus Diversified Income & Convertible Fund) are both Diversified Portfolio funds. Over the past 10 years, QBDSX returned 0.52%/yr vs 15.77%/yr for ACV. Their 0.30 correlation means their historical movements had little consistent relationship. QBDSX charges 1.31%/yr vs 2.69%/yr for ACV.
Performance
QBDSX vs. ACV - Performance Comparison
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Returns By Period
In the year-to-date period, QBDSX achieves a -0.25% return, which is significantly lower than ACV's 6.59% return. Over the past 10 years, QBDSX has underperformed ACV with an annualized return of 0.52%, while ACV has yielded a comparatively higher 15.77% annualized return.
QBDSX
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- -0.88%
- YTD
- -0.25%
- 1Y
- 0.15%
- 3Y*
- 2.24%
- 5Y*
- 0.70%
- 10Y*
- 0.52%
- ALL TIME*
- 0.75%
ACV
- 1D
- 0.34%
- 1M
- -3.99%
- 6M
- -0.18%
- YTD
- 6.59%
- 1Y
- 32.05%
- 3Y*
- 20.43%
- 5Y*
- 8.76%
- 10Y*
- 15.77%
- ALL TIME*
- 12.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $695.16K | $621.52K | $614.41K | |
| $0.00 | $0.00 | $0.00 |
QBDSX vs. ACV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QBDSX Quantified Managed Income Fund | -0.25% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
ACV Virtus Diversified Income & Convertible Fund | 6.59% | 33.70% | 15.39% | 25.96% | -35.98% | 24.45% | 45.80% | 44.15% | -7.01% | 27.95% |
Correlation
The correlation between QBDSX and ACV is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 22, 2015 | 0.30 |
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Return for Risk
QBDSX vs. ACV — Risk / Return Rank
QBDSX
ACV
QBDSX vs. ACV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Managed Income Fund (QBDSX) and Virtus Diversified Income & Convertible Fund (ACV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QBDSX | ACV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.29 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 2.05 | -2.08 |
| Martin ratioReturn relative to average drawdown | -0.07 | 7.55 | -7.62 |
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Drawdowns
QBDSX vs. ACV - Drawdown Comparison
The maximum QBDSX drawdown since its inception was -18.38%, smaller than the maximum ACV drawdown of -53.64%. Use the drawdown chart below to compare losses from any high point for QBDSX and ACV.
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Drawdown Indicators
| QBDSX | ACV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.38% | -53.64% | +35.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -14.81% | +11.72% |
Max Drawdown (3Y)Largest decline over 3 years | -3.76% | -23.46% | +19.70% |
Max Drawdown (5Y)Largest decline over 5 years | -7.40% | -48.80% | +41.40% |
Max Drawdown (10Y)Largest decline over 10 years | -18.38% | -53.64% | +35.26% |
Current DrawdownCurrent decline from peak | -8.29% | -5.24% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -14.69% | +7.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 4.01% | -2.58% |
Volatility
QBDSX vs. ACV - Volatility Comparison
The current volatility for Quantified Managed Income Fund (QBDSX) is 0.75%, while Virtus Diversified Income & Convertible Fund (ACV) has a volatility of 5.63%. This indicates that QBDSX experiences smaller price fluctuations and is considered to be less risky than ACV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QBDSX | ACV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 5.63% | -4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 2.38% | 15.43% | -13.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.53% | 18.24% | -14.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.31% | 23.64% | -19.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.24% | 25.89% | -20.65% |
QBDSX vs. ACV - Expense Ratio Comparison
QBDSX has a 1.31% expense ratio, which is lower than ACV's 2.69% expense ratio.
Dividends
QBDSX vs. ACV - Dividend Comparison
QBDSX's dividend yield for the trailing twelve months is around 4.49%, less than ACV's 9.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACV Virtus Diversified Income & Convertible Fund | 9.51% | 9.68% | 9.84% | 10.30% | 12.69% | 24.19% | 7.28% | 8.15% | 10.76% | 9.18% | 10.67% | 5.52% |
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% |
Frequently Asked Questions
QBDSX and ACV have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACV has higher volatility (5.63%) compared to QBDSX (0.75%). In terms of maximum drawdown, QBDSX dropped -18.38% vs ACV's -53.64%.
ACV currently has the higher Sharpe Ratio (1.66 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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