QBDSX vs. QALTX
QBDSX (Quantified Managed Income Fund) and QALTX (Quantified Alternative Investment Fund) are both mutual funds - QBDSX is a Diversified Portfolio fund managed by Advisors Preferred, while QALTX is a Multistrategy fund managed by Advisors Preferred. Over the past 10 years, QBDSX returned 0.56%/yr vs 3.94%/yr for QALTX. Their 0.49 correlation means their historical movements had little consistent relationship. QBDSX charges 1.31%/yr vs 1.33%/yr for QALTX.
Performance
QBDSX vs. QALTX - 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 QALTX's 4.62% return. Over the past 10 years, QBDSX has underperformed QALTX with an annualized return of 0.56%, while QALTX has yielded a comparatively higher 3.94% 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%
QALTX
- 1D
- 0.00%
- 1M
- 1.04%
- 6M
- 0.57%
- YTD
- 4.62%
- 1Y
- 14.32%
- 3Y*
- 6.99%
- 5Y*
- 3.90%
- 10Y*
- 3.94%
- ALL TIME*
- 3.10%
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. QALTX - 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% |
QALTX Quantified Alternative Investment Fund | 4.62% | 14.31% | 4.11% | 2.76% | -8.13% | 11.76% | 1.01% | 9.88% | -8.90% | 15.53% |
Correlation
The correlation between QBDSX and QALTX is 0.50, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.50 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.49 |
The correlation between QBDSX and QALTX has been stable across timeframes, ranging from 0.49 to 0.56 - a consistent structural relationship.
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Return for Risk
QBDSX vs. QALTX — Risk / Return Rank
QBDSX
QALTX
QBDSX vs. QALTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Managed Income Fund (QBDSX) and Quantified Alternative Investment Fund (QALTX). 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 | QALTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.27 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 2.62 | -2.65 |
| Martin ratioReturn relative to average drawdown | -0.07 | 6.73 | -6.79 |
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Drawdowns
QBDSX vs. QALTX - Drawdown Comparison
The maximum QBDSX drawdown since its inception was -18.38%, smaller than the maximum QALTX drawdown of -24.22%. Use the drawdown chart below to compare losses from any high point for QBDSX and QALTX.
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Drawdown Indicators
| QBDSX | QALTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.38% | -24.22% | +5.84% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -5.22% | +2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -3.76% | -11.47% | +7.71% |
Max Drawdown (5Y)Largest decline over 5 years | -7.40% | -13.17% | +5.77% |
Max Drawdown (10Y)Largest decline over 10 years | -18.38% | -24.22% | +5.84% |
Current DrawdownCurrent decline from peak | -8.29% | -4.23% | -4.06% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -6.03% | -0.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 2.03% | -0.60% |
Volatility
QBDSX vs. QALTX - Volatility Comparison
The current volatility for Quantified Managed Income Fund (QBDSX) is 0.75%, while Quantified Alternative Investment Fund (QALTX) has a volatility of 1.93%. This indicates that QBDSX experiences smaller price fluctuations and is considered to be less risky than QALTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QBDSX | QALTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 1.93% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 2.38% | 6.57% | -4.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.52% | 9.52% | -6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.31% | 8.84% | -4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.24% | 9.89% | -4.65% |
QBDSX vs. QALTX - Expense Ratio Comparison
QBDSX has a 1.31% expense ratio, which is lower than QALTX's 1.33% expense ratio.
Dividends
QBDSX vs. QALTX - Dividend Comparison
QBDSX's dividend yield for the trailing twelve months is around 4.49%, more than QALTX's 2.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QALTX Quantified Alternative Investment Fund | 2.31% | 2.42% | 1.61% | 3.55% | 1.73% | 12.79% | 0.00% | 1.44% | 0.07% | 3.12% | 0.04% | 0.84% |
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 QALTX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QALTX has higher volatility (1.93%) compared to QBDSX (0.75%). In terms of maximum drawdown, QBDSX dropped -18.38% vs QALTX's -24.22%.
QALTX currently has the higher Sharpe Ratio (1.44 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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