PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
QCGDX vs. KAMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QCGDX vs. KAMIX

Last updated Jun 23, 2026

QCGDX (Quantified Common Ground Fund) and KAMIX (Kensington Managed Income Fund) are both mutual funds - QCGDX is a Mid Cap Blend Equities fund managed by Advisors Preferred, while KAMIX is a Nontraditional Bonds fund managed by Advisors Preferred. Over the past 3 years, QCGDX returned 12.35%/yr vs 5.28%/yr for KAMIX. At a 0.47 correlation, their price movements are largely independent. QCGDX charges 1.68%/yr vs 1.36%/yr for KAMIX.

Performance

QCGDX vs. KAMIX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, QCGDX achieves a 16.91% return, which is significantly higher than KAMIX's 1.93% return.

QCGDX

1D
1.39%
1M
0.69%
YTD
16.91%
6M
16.47%
1Y
23.38%
3Y*
12.35%
5Y*
9.77%
10Y*
—

KAMIX

1D
0.21%
1M
0.72%
YTD
1.93%
6M
2.20%
1Y
6.55%
3Y*
5.28%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCGDX vs. KAMIX - Yearly Performance Comparison

2026 (YTD)2025202420232022
QCGDX
Quantified Common Ground Fund		16.91%1.02%9.87%14.74%-8.74%
KAMIX
Kensington Managed Income Fund		1.93%4.32%4.38%3.96%-2.13%

Correlation

The correlation between QCGDX and KAMIX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2022

0.47

The correlation between QCGDX and KAMIX shifts across timeframes, from 0.47 (all time) to 0.60 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Quantified Common Ground Fund

Kensington Managed Income Fund

Often compared with QCGDX:
QCGDX vs. QEVOXQCGDX vs. QSPMXQCGDX vs. RSINXQCGDX vs. VIIIXQCGDX vs. TARKXQCGDX vs. QSTFXQCGDX vs. FMIMX
Often compared with KAMIX:
KAMIX vs. NTBIXKAMIX vs. ATESXKAMIX vs. EIGMXKAMIX vs. PONPXKAMIX vs. OTRFXKAMIX vs. VWAHXKAMIX vs. QALTX

Return for Risk

QCGDX vs. KAMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QCGDX
QCGDX Risk / Return Rank: 5353
Overall Rank
QCGDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
QCGDX Sortino Ratio Rank: 3939
Sortino Ratio Rank
QCGDX Omega Ratio Rank: 4444
Omega Ratio Rank
QCGDX Calmar Ratio Rank: 6565
Calmar Ratio Rank
QCGDX Martin Ratio Rank: 7676
Martin Ratio Rank
KAMIX
KAMIX Risk / Return Rank: 6666
Overall Rank
KAMIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
KAMIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
KAMIX Omega Ratio Rank: 7373
Omega Ratio Rank
KAMIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
KAMIX Martin Ratio Rank: 6666
Martin Ratio Rank
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.

QCGDX vs. KAMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Common Ground Fund (QCGDX) and Kensington Managed Income Fund (KAMIX). 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.

QCGDXKAMIXDifference
Sharpe ratioReturn per unit of total volatility
1.73
2.15

-0.42

Sortino ratioReturn per unit of downside risk
2.42
3.22

-0.80

Omega ratioGain probability vs. loss probability

1.33

1.44

-0.10

Calmar ratioReturn relative to maximum drawdown

2.96

2.66

+0.30

Martin ratioReturn relative to average drawdown

13.33

11.98

+1.35

QCGDX vs. KAMIX - Sharpe Ratio Comparison

The current QCGDX Sharpe Ratio is 1.73, which is comparable to the KAMIX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of QCGDX and KAMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

QCGDX vs. KAMIX - Drawdown Comparison

The maximum QCGDX drawdown since its inception was -22.37%, which is greater than KAMIX's maximum drawdown of -6.11%. Use the drawdown chart below to compare losses from any high point for QCGDX and KAMIX.

Loading charts...

Drawdown Indicators

QCGDXKAMIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.37%

-6.11%

-16.26%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

-2.55%

-5.37%

Max Drawdown (3Y)

Largest decline over 3 years

-16.10%

-4.35%

-11.75%

Max Drawdown (5Y)

Largest decline over 5 years

-20.18%

—

—

Current Drawdown

Current decline from peak

-1.35%

-0.10%

-1.25%

Average Drawdown

Average peak-to-trough decline

-6.11%

-2.13%

-3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

0.57%

+1.19%

Volatility

QCGDX vs. KAMIX - Volatility Comparison

Quantified Common Ground Fund (QCGDX) has a higher volatility of 7.35% compared to Kensington Managed Income Fund (KAMIX) at 1.09%. This indicates that QCGDX's price experiences larger fluctuations and is considered to be riskier than KAMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

QCGDXKAMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.35%

1.09%

+6.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

2.57%

+8.75%

Volatility (1Y)

Calculated over the trailing 1-year period

13.56%

3.16%

+10.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.01%

3.81%

+11.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

3.81%

+12.81%

QCGDX vs. KAMIX - Expense Ratio Comparison

QCGDX has a 1.68% expense ratio, which is higher than KAMIX's 1.36% expense ratio.

Dividends

QCGDX vs. KAMIX - Dividend Comparison

QCGDX's dividend yield for the trailing twelve months is around 0.59%, less than KAMIX's 5.59% yield.

PositionTTM202520242023202220212020
KAMIX
Kensington Managed Income Fund		5.59%4.57%5.60%4.15%0.75%0.00%0.00%
QCGDX
Quantified Common Ground Fund		0.59%0.69%4.42%0.22%0.00%5.44%1.65%

Frequently Asked Questions

QCGDX and KAMIX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCGDX has higher volatility (7.35%) compared to KAMIX (1.09%). In terms of maximum drawdown, QCGDX dropped -22.37% vs KAMIX's -6.11%.

KAMIX currently has the higher Sharpe Ratio (2.15 vs 1.73), 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.

Portfolio Optimizer

Find the right allocation for QCGDX and KAMIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer