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QBDSX vs. GWPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QBDSX vs. GWPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Managed Income Fund (QBDSX) and American Funds Growth Portfolio Class A (GWPAX). The values are adjusted to include any dividend payments, if applicable.

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QBDSX vs. GWPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GWPAX
American Funds Growth Portfolio Class A
-5.63%20.47%20.17%28.76%-26.97%18.59%25.34%27.19%-6.59%25.12%

Returns By Period

In the year-to-date period, QBDSX achieves a -0.38% return, which is significantly higher than GWPAX's -5.63% return. Over the past 10 years, QBDSX has underperformed GWPAX with an annualized return of 0.87%, while GWPAX has yielded a comparatively higher 11.87% annualized return.


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%

GWPAX

1D
3.37%
1M
-6.92%
YTD
-5.63%
6M
-3.30%
1Y
19.12%
3Y*
17.31%
5Y*
7.65%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QBDSX vs. GWPAX - Expense Ratio Comparison

QBDSX has a 1.31% expense ratio, which is higher than GWPAX's 0.73% expense ratio.


Return for Risk

QBDSX vs. GWPAX — Risk / Return Rank

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

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

GWPAX
GWPAX Risk / Return Rank: 6262
Overall Rank
GWPAX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GWPAX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GWPAX Omega Ratio Rank: 5656
Omega Ratio Rank
GWPAX Calmar Ratio Rank: 6969
Calmar Ratio Rank
GWPAX Martin Ratio Rank: 6969
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.

QBDSX vs. GWPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Managed Income Fund (QBDSX) and American Funds Growth Portfolio Class A (GWPAX). 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.


QBDSXGWPAXDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.05

-0.45

Sortino ratio

Return per unit of downside risk

0.87

1.60

-0.74

Omega ratio

Gain probability vs. loss probability

1.11

1.23

-0.12

Calmar ratio

Return relative to maximum drawdown

0.89

1.65

-0.76

Martin ratio

Return relative to average drawdown

3.43

6.68

-3.25

QBDSX vs. GWPAX - Sharpe Ratio Comparison

The current QBDSX Sharpe Ratio is 0.60, which is lower than the GWPAX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of QBDSX and GWPAX, 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


QBDSXGWPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.05

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.42

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.66

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.68

-0.53

Correlation

The correlation between QBDSX and GWPAX is 0.38, 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

QBDSX vs. GWPAX - Dividend Comparison

QBDSX's dividend yield for the trailing twelve months is around 4.49%, less than GWPAX's 6.09% yield.


TTM20252024202320222021202020192018201720162015
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%
GWPAX
American Funds Growth Portfolio Class A
6.09%5.75%5.83%1.61%9.94%3.42%3.42%5.77%6.19%3.39%4.36%4.84%

Drawdowns

QBDSX vs. GWPAX - Drawdown Comparison

The maximum QBDSX drawdown since its inception was -18.38%, smaller than the maximum GWPAX drawdown of -34.15%. Use the drawdown chart below to compare losses from any high point for QBDSX and GWPAX.


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Drawdown Indicators


QBDSXGWPAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-34.15%

+15.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-11.78%

+8.69%

Max Drawdown (5Y)

Largest decline over 5 years

-7.40%

-34.15%

+26.75%

Max Drawdown (10Y)

Largest decline over 10 years

-18.38%

-34.15%

+15.77%

Current Drawdown

Current decline from peak

-8.41%

-8.81%

+0.40%

Average Drawdown

Average peak-to-trough decline

-6.83%

-5.77%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

2.91%

-2.11%

Volatility

QBDSX vs. GWPAX - Volatility Comparison

The current volatility for Quantified Managed Income Fund (QBDSX) is 1.40%, while American Funds Growth Portfolio Class A (GWPAX) has a volatility of 6.61%. This indicates that QBDSX experiences smaller price fluctuations and is considered to be less risky than GWPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QBDSXGWPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

6.61%

-5.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

11.28%

-8.51%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

18.89%

-15.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.32%

18.17%

-13.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

17.95%

-12.69%