QBDSX vs. QSTFX

Last updated Jun 6, 2026

QBDSX (Quantified Managed Income Fund) and QSTFX (Quantified STF Fund) are both mutual funds - QBDSX is a Diversified Portfolio fund managed by Advisors Preferred, while QSTFX is a Tactical Allocation fund managed by Advisors Preferred. Over the past 10 years, QBDSX returned 0.81%/yr vs 17.90%/yr for QSTFX. At a 0.33 correlation, their price movements are largely independent. QBDSX charges 1.31%/yr vs 1.55%/yr for QSTFX.

Performance

QBDSX vs. QSTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Managed Income Fund (QBDSX) and Quantified STF Fund (QSTFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QBDSX achieves a 0.25% return, which is significantly lower than QSTFX's 18.77% return. Over the past 10 years, QBDSX has underperformed QSTFX with an annualized return of 0.81%, while QSTFX has yielded a comparatively higher 17.90% annualized return.

QBDSX

• 1D: 0.13%
• 1M: -0.13%
• YTD: 0.25%
• 6M: -0.08%
• 1Y: 2.13%
• 3Y*: 3.03%
• 5Y*: 0.78%
• 10Y*: 0.81%

QSTFX

• 1D: 0.05%
• 1M: 5.15%
• YTD: 18.77%
• 6M: 13.48%
• 1Y: 49.61%
• 3Y*: 21.44%
• 5Y*: 11.68%
• 10Y*: 17.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QBDSX vs. QSTFX - 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%
QSTFX Quantified STF Fund	18.77%	-2.48%	29.94%	61.87%	-46.15%	28.79%	78.20%	16.43%	-6.86%	68.46%

Correlation

The correlation between QBDSX and QSTFX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Nov 16, 2015	0.33

The correlation between QBDSX and QSTFX shifts across timeframes, from 0.22 (5 years) to 0.34 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

QBDSX vs. QSTFX — Risk / Return Rank

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

QBDSX

QBDSX Risk / Return Rank: 8
QBDSX Sharpe Ratio Rank: 8
QBDSX Sortino Ratio Rank: 8
QBDSX Omega Ratio Rank: 8
QBDSX Calmar Ratio Rank: 8
QBDSX Martin Ratio Rank: 8

QSTFX

QSTFX Risk / Return Rank: 41
QSTFX Sharpe Ratio Rank: 43
QSTFX Sortino Ratio Rank: 36
QSTFX Omega Ratio Rank: 45
QSTFX Calmar Ratio Rank: 51
QSTFX Martin Ratio Rank: 31

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. QSTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Managed Income Fund (QBDSX) and Quantified STF Fund (QSTFX). 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.

	QBDSX	QSTFX	Difference
Sharpe ratio: Return per unit of total volatility	0.60	1.87	-1.27
Sortino ratio: Return per unit of downside risk	0.88	2.42	-1.54
Omega ratio: Gain probability vs. loss probability	1.11	1.35	-0.24
Calmar ratio: Return relative to maximum drawdown	0.69	2.65	-1.95
Martin ratio: Return relative to average drawdown	1.93	6.77	-4.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QBDSX vs. QSTFX - Sharpe Ratio Comparison

The current QBDSX Sharpe Ratio is 0.60, which is lower than the QSTFX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of QBDSX and QSTFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QBDSX	QSTFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	1.87	-1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.18	0.43	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	0.64	-0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.57	-0.41

Drawdowns

QBDSX vs. QSTFX - Drawdown Comparison

The maximum QBDSX drawdown since its inception was -18.38%, smaller than the maximum QSTFX drawdown of -49.03%. Use the drawdown chart below to compare losses from any high point for QBDSX and QSTFX.

Drawdown Indicators

	QBDSX	QSTFX	Difference
Max Drawdown Largest peak-to-trough decline	-18.38%	-49.03%	+30.65%
Max Drawdown (1Y) Largest decline over 1 year	-3.09%	-17.87%	+14.78%
Max Drawdown (3Y) Largest decline over 3 years	-3.76%	-32.22%	+28.46%
Max Drawdown (5Y) Largest decline over 5 years	-7.40%	-49.03%	+41.63%
Max Drawdown (10Y) Largest decline over 10 years	-18.38%	-49.03%	+30.65%
Current Drawdown Current decline from peak	-7.83%	-0.11%	-7.72%
Average Drawdown Average peak-to-trough decline	-6.85%	-15.48%	+8.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.11%	6.97%	-5.86%

Volatility

QBDSX vs. QSTFX - Volatility Comparison

The current volatility for Quantified Managed Income Fund (QBDSX) is 0.64%, while Quantified STF Fund (QSTFX) has a volatility of 5.75%. This indicates that QBDSX experiences smaller price fluctuations and is considered to be less risky than QSTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QBDSX	QSTFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.64%	5.75%	-5.11%
Volatility (6M) Calculated over the trailing 6-month period	2.39%	18.74%	-16.35%
Volatility (1Y) Calculated over the trailing 1-year period	3.59%	25.33%	-21.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.32%	27.06%	-22.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.25%	27.88%	-22.63%

QBDSX vs. QSTFX - Expense Ratio Comparison

QBDSX has a 1.31% expense ratio, which is lower than QSTFX's 1.55% expense ratio.

Dividends

QBDSX vs. QSTFX - Dividend Comparison

QBDSX's dividend yield for the trailing twelve months is around 4.46%, less than QSTFX's 8.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QBDSX Quantified Managed Income Fund	4.46%	4.47%	3.98%	4.51%	0.54%	0.71%	0.87%	2.26%	2.04%	2.51%	1.00%	3.89%
QSTFX Quantified STF Fund	8.97%	10.65%	5.12%	1.03%	0.00%	21.93%	20.82%	0.52%	2.57%	39.11%	0.01%	0.00%

Frequently Asked Questions

Can I hold both QBDSX and QSTFX in my portfolio?

QBDSX and QSTFX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QBDSX or QSTFX?

QSTFX has higher volatility (5.75%) compared to QBDSX (0.64%). In terms of maximum drawdown, QBDSX dropped -18.38% vs QSTFX's -49.03%.

Which has better risk-adjusted returns?

QSTFX currently has the higher Sharpe Ratio (1.87 vs 0.60), 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.