QBDSX vs. SVARX
Compare and contrast key facts about Quantified Managed Income Fund (QBDSX) and Spectrum Low Volatility Fund (SVARX).
QBDSX is managed by Advisors Preferred. It was launched on Aug 8, 2013. SVARX is managed by Advisors Preferred. It was launched on Dec 15, 2013.
Performance
QBDSX vs. SVARX - Performance Comparison
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QBDSX vs. SVARX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QBDSX Quantified Managed Income Fund | -0.38% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
SVARX Spectrum Low Volatility Fund | 0.25% | 6.22% | 2.60% | 9.67% | -4.35% | 4.10% | 19.50% | 9.42% | -0.99% | 8.25% |
Returns By Period
In the year-to-date period, QBDSX achieves a -0.38% return, which is significantly lower than SVARX's 0.25% return. Over the past 10 years, QBDSX has underperformed SVARX with an annualized return of 0.87%, while SVARX has yielded a comparatively higher 6.49% annualized return.
QBDSX
- 1D
- 0.38%
- 1M
- -2.35%
- YTD
- -0.38%
- 6M
- -1.53%
- 1Y
- 2.25%
- 3Y*
- 2.73%
- 5Y*
- 0.90%
- 10Y*
- 0.87%
SVARX
- 1D
- 0.04%
- 1M
- -1.62%
- YTD
- 0.25%
- 6M
- 2.20%
- 1Y
- 5.51%
- 3Y*
- 6.04%
- 5Y*
- 3.33%
- 10Y*
- 6.49%
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QBDSX vs. SVARX - Expense Ratio Comparison
QBDSX has a 1.31% expense ratio, which is lower than SVARX's 2.34% expense ratio.
Return for Risk
QBDSX vs. SVARX — Risk / Return Rank
QBDSX
SVARX
QBDSX vs. SVARX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Managed Income Fund (QBDSX) and Spectrum Low Volatility Fund (SVARX). 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 | SVARX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 2.11 | -1.51 |
Sortino ratioReturn per unit of downside risk | 0.87 | 2.79 | -1.92 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.46 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 2.19 | -1.30 |
Martin ratioReturn relative to average drawdown | 3.43 | 7.48 | -4.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QBDSX | SVARX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 2.11 | -1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 1.09 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 1.75 | -1.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 1.69 | -1.54 |
Correlation
The correlation between QBDSX and SVARX is 0.32, 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.
Dividends
QBDSX vs. SVARX - Dividend Comparison
QBDSX's dividend yield for the trailing twelve months is around 4.49%, less than SVARX's 5.93% yield.
| 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% |
SVARX Spectrum Low Volatility Fund | 5.93% | 5.95% | 9.35% | 3.35% | 0.00% | 5.85% | 0.71% | 4.91% | 2.41% | 6.90% | 9.07% | 3.02% |
Drawdowns
QBDSX vs. SVARX - Drawdown Comparison
The maximum QBDSX drawdown since its inception was -18.38%, which is greater than SVARX's maximum drawdown of -6.48%. Use the drawdown chart below to compare losses from any high point for QBDSX and SVARX.
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Drawdown Indicators
| QBDSX | SVARX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.38% | -6.48% | -11.90% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -2.55% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -7.40% | -6.48% | -0.92% |
Max Drawdown (10Y)Largest decline over 10 years | -18.38% | -6.48% | -11.90% |
Current DrawdownCurrent decline from peak | -8.41% | -2.51% | -5.90% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -1.21% | -5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 0.75% | +0.05% |
Volatility
QBDSX vs. SVARX - Volatility Comparison
Quantified Managed Income Fund (QBDSX) has a higher volatility of 1.40% compared to Spectrum Low Volatility Fund (SVARX) at 1.00%. This indicates that QBDSX's price experiences larger fluctuations and is considered to be riskier than SVARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QBDSX | SVARX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 1.00% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 2.09% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.77% | 2.66% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.32% | 3.08% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.26% | 3.71% | +1.55% |