QBDSX vs. FKINX
QBDSX (Quantified Managed Income Fund) and FKINX (Franklin Income Fund Class A1) are both Diversified Portfolio funds. Over the past 10 years, QBDSX returned 0.56%/yr vs 7.18%/yr for FKINX. Their 0.39 correlation means their historical movements had little consistent relationship. QBDSX charges 1.31%/yr vs 0.61%/yr for FKINX.
Performance
QBDSX vs. FKINX - 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 FKINX's 5.62% return. Over the past 10 years, QBDSX has underperformed FKINX with an annualized return of 0.56%, while FKINX has yielded a comparatively higher 7.18% annualized return.
QBDSX
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- -1.00%
- YTD
- -0.25%
- 1Y
- 0.15%
- 3Y*
- 2.28%
- 5Y*
- 0.70%
- 10Y*
- 0.56%
- ALL TIME*
- 0.75%
FKINX
- 1D
- 0.39%
- 1M
- 0.00%
- 6M
- 2.63%
- YTD
- 5.62%
- 1Y
- 12.34%
- 3Y*
- 9.47%
- 5Y*
- 6.43%
- 10Y*
- 7.18%
- ALL TIME*
- 7.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
QBDSX vs. FKINX - 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% |
FKINX Franklin Income Fund Class A1 | 5.62% | 12.24% | 7.12% | 8.65% | -5.29% | 17.21% | 3.57% | 15.75% | -5.54% | 8.43% |
Correlation
The correlation between QBDSX and FKINX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.39 |
Over the past year, QBDSX and FKINX have become more correlated (0.61) than their long-term average of 0.39, meaning their price movements have been converging.
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Return for Risk
QBDSX vs. FKINX — Risk / Return Rank
QBDSX
FKINX
QBDSX vs. FKINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Managed Income Fund (QBDSX) and Franklin Income Fund Class A1 (FKINX). 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 | FKINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -3.51 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.48 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 3.63 | -3.66 |
| Martin ratioReturn relative to average drawdown | -0.07 | 14.79 | -14.86 |
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Drawdowns
QBDSX vs. FKINX - Drawdown Comparison
The maximum QBDSX drawdown since its inception was -18.38%, smaller than the maximum FKINX drawdown of -43.18%. Use the drawdown chart below to compare losses from any high point for QBDSX and FKINX.
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Drawdown Indicators
| QBDSX | FKINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.38% | -43.18% | +24.80% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -3.43% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -3.76% | -7.42% | +3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -7.40% | -13.20% | +5.80% |
Max Drawdown (10Y)Largest decline over 10 years | -18.38% | -23.91% | +5.53% |
Current DrawdownCurrent decline from peak | -8.29% | 0.00% | -8.29% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -3.70% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 0.84% | +0.59% |
Volatility
QBDSX vs. FKINX - Volatility Comparison
The current volatility for Quantified Managed Income Fund (QBDSX) is 0.75%, while Franklin Income Fund Class A1 (FKINX) has a volatility of 1.60%. This indicates that QBDSX experiences smaller price fluctuations and is considered to be less risky than FKINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QBDSX | FKINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 1.60% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 2.38% | 3.94% | -1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.52% | 5.48% | -1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.31% | 7.84% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.24% | 9.17% | -3.93% |
QBDSX vs. FKINX - Expense Ratio Comparison
QBDSX has a 1.31% expense ratio, which is higher than FKINX's 0.61% expense ratio.
Dividends
QBDSX vs. FKINX - Dividend Comparison
QBDSX's dividend yield for the trailing twelve months is around 4.49%, less than FKINX's 5.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FKINX Franklin Income Fund Class A1 | 5.11% | 5.58% | 5.59% | 5.52% | 5.22% | 6.52% | 5.22% | 5.11% | 5.34% | 5.04% | 5.19% | 5.71% |
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 FKINX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FKINX has higher volatility (1.60%) compared to QBDSX (0.75%). In terms of maximum drawdown, QBDSX dropped -18.38% vs FKINX's -43.18%.
FKINX currently has the higher Sharpe Ratio (2.30 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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