PortfoliosLab logoPortfoliosLab logo
QCGDX vs. MISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCGDX vs. MISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Common Ground Fund (QCGDX) and Victory Trivalent International Small-Cap Fund Class I (MISIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QCGDX vs. MISIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QCGDX
Quantified Common Ground Fund
2.93%1.02%9.87%14.74%-12.23%32.19%14.65%0.10%
MISIX
Victory Trivalent International Small-Cap Fund Class I
-0.70%42.00%4.70%15.49%-23.13%12.41%15.42%0.35%

Returns By Period

In the year-to-date period, QCGDX achieves a 2.93% return, which is significantly higher than MISIX's -0.70% return.


QCGDX

1D
-0.45%
1M
-4.57%
YTD
2.93%
6M
4.54%
1Y
6.11%
3Y*
9.12%
5Y*
7.01%
10Y*

MISIX

1D
-0.60%
1M
-13.84%
YTD
-0.70%
6M
4.64%
1Y
33.88%
3Y*
16.76%
5Y*
7.07%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


QCGDX vs. MISIX - Expense Ratio Comparison

QCGDX has a 1.68% expense ratio, which is higher than MISIX's 0.97% expense ratio.


Return for Risk

QCGDX vs. MISIX — Risk / Return Rank

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

QCGDX
QCGDX Risk / Return Rank: 2121
Overall Rank
QCGDX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
QCGDX Sortino Ratio Rank: 1818
Sortino Ratio Rank
QCGDX Omega Ratio Rank: 1717
Omega Ratio Rank
QCGDX Calmar Ratio Rank: 2424
Calmar Ratio Rank
QCGDX Martin Ratio Rank: 2626
Martin Ratio Rank

MISIX
MISIX Risk / Return Rank: 8989
Overall Rank
MISIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
MISIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
MISIX Omega Ratio Rank: 8989
Omega Ratio Rank
MISIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
MISIX Martin Ratio Rank: 8989
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. MISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Common Ground Fund (QCGDX) and Victory Trivalent International Small-Cap Fund Class I (MISIX). 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.


QCGDXMISIXDifference

Sharpe ratio

Return per unit of total volatility

0.54

1.97

-1.43

Sortino ratio

Return per unit of downside risk

0.83

2.54

-1.71

Omega ratio

Gain probability vs. loss probability

1.11

1.39

-0.27

Calmar ratio

Return relative to maximum drawdown

0.72

2.24

-1.51

Martin ratio

Return relative to average drawdown

2.84

9.80

-6.96

QCGDX vs. MISIX - Sharpe Ratio Comparison

The current QCGDX Sharpe Ratio is 0.54, which is lower than the MISIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of QCGDX and MISIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


QCGDXMISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

1.97

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.40

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.31

+0.25

Correlation

The correlation between QCGDX and MISIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QCGDX vs. MISIX - Dividend Comparison

QCGDX's dividend yield for the trailing twelve months is around 0.67%, less than MISIX's 6.09% yield.


TTM20252024202320222021202020192018201720162015
QCGDX
Quantified Common Ground Fund
0.67%0.69%4.42%0.22%0.00%5.44%1.65%0.00%0.00%0.00%0.00%0.00%
MISIX
Victory Trivalent International Small-Cap Fund Class I
6.09%6.05%2.27%1.90%1.12%8.61%0.41%1.99%3.59%1.85%1.56%1.21%

Drawdowns

QCGDX vs. MISIX - Drawdown Comparison

The maximum QCGDX drawdown since its inception was -22.37%, smaller than the maximum MISIX drawdown of -67.61%. Use the drawdown chart below to compare losses from any high point for QCGDX and MISIX.


Loading graphics...

Drawdown Indicators


QCGDXMISIXDifference

Max Drawdown

Largest peak-to-trough decline

-22.37%

-67.61%

+45.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-13.84%

+4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-20.18%

-37.69%

+17.51%

Max Drawdown (10Y)

Largest decline over 10 years

-41.82%

Current Drawdown

Current decline from peak

-4.69%

-13.84%

+9.15%

Average Drawdown

Average peak-to-trough decline

-6.27%

-16.99%

+10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

3.16%

-0.91%

Volatility

QCGDX vs. MISIX - Volatility Comparison

The current volatility for Quantified Common Ground Fund (QCGDX) is 4.92%, while Victory Trivalent International Small-Cap Fund Class I (MISIX) has a volatility of 6.80%. This indicates that QCGDX experiences smaller price fluctuations and is considered to be less risky than MISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


QCGDXMISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

6.80%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

11.32%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

13.53%

16.62%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

17.68%

-2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

17.78%

-1.25%