QBDSX vs. MTD
Compare and contrast key facts about Quantified Managed Income Fund (QBDSX) and Mettler-Toledo International Inc. (MTD).
QBDSX is managed by Advisors Preferred. It was launched on Aug 8, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QBDSX or MTD.
Key characteristics
| QBDSX | MTD | |
|---|---|---|
| YTD Return | 3.20% | 15.64% |
| 1Y Return | 4.27% | 23.91% |
| 3Y Return (Ann) | 0.26% | -3.18% |
| 5Y Return (Ann) | -1.61% | 14.66% |
| 10Y Return (Ann) | 0.49% | 18.16% |
| Sharpe Ratio | 0.55 | 0.73 |
| Daily Std Dev | 7.76% | 32.15% |
| Max Drawdown | -18.38% | -61.43% |
| Current Drawdown | -10.64% | -17.61% |
Correlation
The correlation between QBDSX and MTD is 0.24, 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.
Performance
QBDSX vs. MTD - Performance Comparison
In the year-to-date period, QBDSX achieves a 3.20% return, which is significantly lower than MTD's 15.64% return. Over the past 10 years, QBDSX has underperformed MTD with an annualized return of 0.49%, while MTD has yielded a comparatively higher 18.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
QBDSX vs. MTD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Managed Income Fund (QBDSX) and Mettler-Toledo International Inc. (MTD). 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.
Dividends
QBDSX vs. MTD - Dividend Comparison
QBDSX's dividend yield for the trailing twelve months is around 4.37%, while MTD has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QBDSX Quantified Managed Income Fund | 4.37% | 4.51% | 0.54% | 0.71% | 0.87% | 2.26% | 2.04% | 2.51% | 1.00% | 3.89% | 5.59% | 0.85% |
MTD Mettler-Toledo International Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QBDSX vs. MTD - Drawdown Comparison
The maximum QBDSX drawdown since its inception was -18.38%, smaller than the maximum MTD drawdown of -61.43%. Use the drawdown chart below to compare losses from any high point for QBDSX and MTD. For additional features, visit the drawdowns tool.
Volatility
QBDSX vs. MTD - Volatility Comparison
The current volatility for Quantified Managed Income Fund (QBDSX) is 1.31%, while Mettler-Toledo International Inc. (MTD) has a volatility of 4.34%. This indicates that QBDSX experiences smaller price fluctuations and is considered to be less risky than MTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.