QBDSX vs. OTRFX
QBDSX (Quantified Managed Income Fund) and OTRFX (OnTrack Core Fund) are both mutual funds - QBDSX is a Diversified Portfolio fund managed by Advisors Preferred, while OTRFX is a Tactical Allocation fund managed by Advisors Preferred. Over the past 10 years, QBDSX returned 0.56%/yr vs 5.25%/yr for OTRFX. Their 0.38 correlation means their historical movements had little consistent relationship. QBDSX charges 1.31%/yr vs 2.58%/yr for OTRFX.
Performance
QBDSX vs. OTRFX - 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 OTRFX's 5.10% return. Over the past 10 years, QBDSX has underperformed OTRFX with an annualized return of 0.56%, while OTRFX has yielded a comparatively higher 5.25% 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%
OTRFX
- 1D
- 0.16%
- 1M
- 0.06%
- 6M
- 1.48%
- YTD
- 5.10%
- 1Y
- 9.57%
- 3Y*
- 5.85%
- 5Y*
- 1.82%
- 10Y*
- 5.25%
- ALL TIME*
- 4.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
OTRFX OnTrack Core Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
QBDSX vs. OTRFX - 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% |
OTRFX OnTrack Core Fund | 5.10% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 29.03% | 6.86% | -4.70% | 6.49% |
Correlation
The correlation between QBDSX and OTRFX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.38 |
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Return for Risk
QBDSX vs. OTRFX — Risk / Return Rank
QBDSX
OTRFX
QBDSX vs. OTRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Managed Income Fund (QBDSX) and OnTrack Core Fund (OTRFX). 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 | OTRFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.57 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 3.15 | -3.19 |
| Martin ratioReturn relative to average drawdown | -0.07 | 6.62 | -6.69 |
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Drawdowns
QBDSX vs. OTRFX - Drawdown Comparison
The maximum QBDSX drawdown since its inception was -18.38%, which is greater than OTRFX's maximum drawdown of -9.73%. Use the drawdown chart below to compare losses from any high point for QBDSX and OTRFX.
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Drawdown Indicators
| QBDSX | OTRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.38% | -9.73% | -8.65% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -3.02% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -3.76% | -5.76% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -7.40% | -9.51% | +2.11% |
Max Drawdown (10Y)Largest decline over 10 years | -18.38% | -9.51% | -8.87% |
Current DrawdownCurrent decline from peak | -8.29% | -1.05% | -7.24% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -2.95% | -3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 1.43% | 0.00% |
Volatility
QBDSX vs. OTRFX - Volatility Comparison
Quantified Managed Income Fund (QBDSX) has a higher volatility of 0.75% compared to OnTrack Core Fund (OTRFX) at 0.49%. This indicates that QBDSX's price experiences larger fluctuations and is considered to be riskier than OTRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QBDSX | OTRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 0.49% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 2.38% | 2.29% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.52% | 4.15% | -0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.31% | 3.07% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.24% | 3.56% | +1.68% |
QBDSX vs. OTRFX - Expense Ratio Comparison
QBDSX has a 1.31% expense ratio, which is lower than OTRFX's 2.58% expense ratio.
Dividends
QBDSX vs. OTRFX - Dividend Comparison
QBDSX's dividend yield for the trailing twelve months is around 4.49%, less than OTRFX's 12.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 12.41% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
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 OTRFX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QBDSX has higher volatility (0.75%) compared to OTRFX (0.49%). In terms of maximum drawdown, QBDSX dropped -18.38% vs OTRFX's -9.73%.
OTRFX 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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