QBDSX vs. RPFCX
QBDSX (Quantified Managed Income Fund) and RPFCX (Davis Appreciation & Income Fund) are both Diversified Portfolio funds. Over the past 10 years, QBDSX returned 0.56%/yr vs 10.76%/yr for RPFCX. Their 0.34 correlation means their historical movements had little consistent relationship. QBDSX charges 1.31%/yr vs 1.00%/yr for RPFCX.
Performance
QBDSX vs. RPFCX - 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 RPFCX's 14.53% return. Over the past 10 years, QBDSX has underperformed RPFCX with an annualized return of 0.56%, while RPFCX has yielded a comparatively higher 10.76% 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%
RPFCX
- 1D
- 0.32%
- 1M
- 1.95%
- 6M
- 10.94%
- YTD
- 14.53%
- 1Y
- 29.41%
- 3Y*
- 16.81%
- 5Y*
- 10.16%
- 10Y*
- 10.76%
- ALL TIME*
- 8.49%
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. RPFCX - 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% |
RPFCX Davis Appreciation & Income Fund | 14.53% | 20.90% | 9.10% | 23.00% | -15.65% | 25.74% | 4.74% | 20.33% | -8.02% | 16.35% |
Correlation
The correlation between QBDSX and RPFCX is 0.62, 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. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
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 | 0.34 |
Over the past year, QBDSX and RPFCX have become more correlated (0.62) than their long-term average of 0.34, meaning their price movements have been converging.
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Return for Risk
QBDSX vs. RPFCX — Risk / Return Rank
QBDSX
RPFCX
QBDSX vs. RPFCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Managed Income Fund (QBDSX) and Davis Appreciation & Income Fund (RPFCX). 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 | RPFCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.17 | ||
| Sortino ratioReturn per unit of downside risk | -4.51 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.57 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 4.19 | -4.22 |
| Martin ratioReturn relative to average drawdown | -0.07 | 16.74 | -16.81 |
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Drawdowns
QBDSX vs. RPFCX - Drawdown Comparison
The maximum QBDSX drawdown since its inception was -18.38%, smaller than the maximum RPFCX drawdown of -56.39%. Use the drawdown chart below to compare losses from any high point for QBDSX and RPFCX.
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Drawdown Indicators
| QBDSX | RPFCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.38% | -56.39% | +38.01% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -6.76% | +3.67% |
Max Drawdown (3Y)Largest decline over 3 years | -3.76% | -14.82% | +11.06% |
Max Drawdown (5Y)Largest decline over 5 years | -7.40% | -25.63% | +18.23% |
Max Drawdown (10Y)Largest decline over 10 years | -18.38% | -30.72% | +12.34% |
Current DrawdownCurrent decline from peak | -8.29% | -0.08% | -8.21% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -7.39% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 1.69% | -0.26% |
Volatility
QBDSX vs. RPFCX - Volatility Comparison
The current volatility for Quantified Managed Income Fund (QBDSX) is 0.75%, while Davis Appreciation & Income Fund (RPFCX) has a volatility of 2.01%. This indicates that QBDSX experiences smaller price fluctuations and is considered to be less risky than RPFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QBDSX | RPFCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 2.01% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 2.38% | 6.72% | -4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.52% | 9.06% | -5.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.31% | 14.04% | -9.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.24% | 14.75% | -9.51% |
QBDSX vs. RPFCX - Expense Ratio Comparison
QBDSX has a 1.31% expense ratio, which is higher than RPFCX's 1.00% expense ratio.
Dividends
QBDSX vs. RPFCX - Dividend Comparison
QBDSX's dividend yield for the trailing twelve months is around 4.49%, less than RPFCX's 5.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RPFCX Davis Appreciation & Income Fund | 5.65% | 6.09% | 1.11% | 2.91% | 2.63% | 0.28% | 0.78% | 2.03% | 1.09% | 0.83% | 1.09% | 1.19% |
Frequently Asked Questions
QBDSX and RPFCX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RPFCX has higher volatility (2.01%) compared to QBDSX (0.75%). In terms of maximum drawdown, QBDSX dropped -18.38% vs RPFCX's -56.39%.
RPFCX currently has the higher Sharpe Ratio (3.14 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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