QBDSX vs. IOEZX
QBDSX (Quantified Managed Income Fund) and IOEZX (ICON Equity Income Fund) are both Diversified Portfolio funds. Over the past 10 years, QBDSX returned 0.56%/yr vs 8.83%/yr for IOEZX. Their 0.38 correlation means their historical movements had little consistent relationship. QBDSX charges 1.31%/yr vs 1.00%/yr for IOEZX.
Performance
QBDSX vs. IOEZX - 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 IOEZX's 18.94% return. Over the past 10 years, QBDSX has underperformed IOEZX with an annualized return of 0.56%, while IOEZX has yielded a comparatively higher 8.83% 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%
IOEZX
- 1D
- -1.52%
- 1M
- 0.53%
- 6M
- 10.34%
- YTD
- 18.94%
- 1Y
- 31.39%
- 3Y*
- 13.11%
- 5Y*
- 6.30%
- 10Y*
- 8.83%
- ALL TIME*
- 6.99%
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. IOEZX - 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% |
IOEZX ICON Equity Income Fund | 18.94% | 14.29% | 6.12% | 3.82% | -13.56% | 24.15% | 3.16% | 27.70% | -10.11% | 13.59% |
Correlation
The correlation between QBDSX and IOEZX is 0.63, 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. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.38 |
Over the past year, QBDSX and IOEZX have become more correlated (0.63) than their long-term average of 0.38, meaning their price movements have been converging.
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Return for Risk
QBDSX vs. IOEZX — Risk / Return Rank
QBDSX
IOEZX
QBDSX vs. IOEZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Managed Income Fund (QBDSX) and ICON Equity Income Fund (IOEZX). 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 | IOEZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -3.69 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.42 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 4.47 | -4.50 |
| Martin ratioReturn relative to average drawdown | -0.07 | 17.22 | -17.29 |
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Drawdowns
QBDSX vs. IOEZX - Drawdown Comparison
The maximum QBDSX drawdown since its inception was -18.38%, smaller than the maximum IOEZX drawdown of -56.15%. Use the drawdown chart below to compare losses from any high point for QBDSX and IOEZX.
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Drawdown Indicators
| QBDSX | IOEZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.38% | -56.15% | +37.77% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -6.77% | +3.68% |
Max Drawdown (3Y)Largest decline over 3 years | -3.76% | -13.95% | +10.19% |
Max Drawdown (5Y)Largest decline over 5 years | -7.40% | -21.47% | +14.07% |
Max Drawdown (10Y)Largest decline over 10 years | -18.38% | -38.12% | +19.74% |
Current DrawdownCurrent decline from peak | -8.29% | -2.76% | -5.53% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -8.53% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 1.75% | -0.32% |
Volatility
QBDSX vs. IOEZX - Volatility Comparison
The current volatility for Quantified Managed Income Fund (QBDSX) is 0.75%, while ICON Equity Income Fund (IOEZX) has a volatility of 3.98%. This indicates that QBDSX experiences smaller price fluctuations and is considered to be less risky than IOEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QBDSX | IOEZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 3.98% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 2.38% | 9.09% | -6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.52% | 12.28% | -8.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.31% | 13.69% | -9.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.24% | 16.47% | -11.23% |
QBDSX vs. IOEZX - Expense Ratio Comparison
QBDSX has a 1.31% expense ratio, which is higher than IOEZX's 1.00% expense ratio.
Dividends
QBDSX vs. IOEZX - Dividend Comparison
QBDSX's dividend yield for the trailing twelve months is around 4.49%, more than IOEZX's 2.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOEZX ICON Equity Income Fund | 2.81% | 3.56% | 4.32% | 3.75% | 13.63% | 12.92% | 3.68% | 4.74% | 3.80% | 3.13% | 3.32% | 4.24% |
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 IOEZX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IOEZX has higher volatility (3.98%) compared to QBDSX (0.75%). In terms of maximum drawdown, QBDSX dropped -18.38% vs IOEZX's -56.15%.
IOEZX currently has the higher Sharpe Ratio (2.47 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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