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QCGDX vs. SAPEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCGDX vs. SAPEX - Performance Comparison

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

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QCGDX vs. SAPEX - 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%
SAPEX
Spectrum Active Advantage Fund
-5.79%15.25%5.25%12.11%-38.08%17.15%13.72%0.16%

Returns By Period

In the year-to-date period, QCGDX achieves a 2.93% return, which is significantly higher than SAPEX's -5.79% return.


QCGDX

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

SAPEX

1D
-0.16%
1M
-5.88%
YTD
-5.79%
6M
-2.64%
1Y
10.17%
3Y*
8.47%
5Y*
-1.99%
10Y*
4.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QCGDX vs. SAPEX - Expense Ratio Comparison

QCGDX has a 1.68% expense ratio, which is lower than SAPEX's 1.69% expense ratio.


Return for Risk

QCGDX vs. SAPEX — 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

SAPEX
SAPEX Risk / Return Rank: 4848
Overall Rank
SAPEX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SAPEX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SAPEX Omega Ratio Rank: 4646
Omega Ratio Rank
SAPEX Calmar Ratio Rank: 5151
Calmar Ratio Rank
SAPEX Martin Ratio Rank: 4040
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. SAPEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Common Ground Fund (QCGDX) and Spectrum Active Advantage Fund (SAPEX). 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.


QCGDXSAPEXDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.99

-0.46

Sortino ratio

Return per unit of downside risk

0.83

1.38

-0.55

Omega ratio

Gain probability vs. loss probability

1.11

1.19

-0.08

Calmar ratio

Return relative to maximum drawdown

0.72

1.24

-0.51

Martin ratio

Return relative to average drawdown

2.84

4.20

-1.36

QCGDX vs. SAPEX - Sharpe Ratio Comparison

The current QCGDX Sharpe Ratio is 0.54, which is lower than the SAPEX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of QCGDX and SAPEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QCGDXSAPEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.99

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

-0.14

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.29

+0.27

Correlation

The correlation between QCGDX and SAPEX is 0.66, 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. SAPEX - Dividend Comparison

QCGDX's dividend yield for the trailing twelve months is around 0.67%, less than SAPEX's 5.07% yield.


TTM2025202420232022202120202019201820172016
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%
SAPEX
Spectrum Active Advantage Fund
5.07%4.77%2.23%0.88%0.00%33.33%1.43%0.74%3.09%4.26%0.17%

Drawdowns

QCGDX vs. SAPEX - Drawdown Comparison

The maximum QCGDX drawdown since its inception was -22.37%, smaller than the maximum SAPEX drawdown of -40.48%. Use the drawdown chart below to compare losses from any high point for QCGDX and SAPEX.


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Drawdown Indicators


QCGDXSAPEXDifference

Max Drawdown

Largest peak-to-trough decline

-22.37%

-40.48%

+18.11%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-7.62%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.18%

-40.48%

+20.30%

Max Drawdown (10Y)

Largest decline over 10 years

-40.48%

Current Drawdown

Current decline from peak

-4.69%

-22.31%

+17.62%

Average Drawdown

Average peak-to-trough decline

-6.27%

-14.52%

+8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.25%

0.00%

Volatility

QCGDX vs. SAPEX - Volatility Comparison

Quantified Common Ground Fund (QCGDX) has a higher volatility of 4.92% compared to Spectrum Active Advantage Fund (SAPEX) at 3.32%. This indicates that QCGDX's price experiences larger fluctuations and is considered to be riskier than SAPEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QCGDXSAPEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

3.32%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

7.72%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.53%

10.76%

+2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

14.62%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.53%

16.75%

-0.22%