QCGDX vs. SWMCX

Last updated Apr 1, 2026

Compare and contrast key facts about Quantified Common Ground Fund (QCGDX) and Schwab U.S. Mid-Cap Index Fund (SWMCX).

QCGDX is managed by Advisors Preferred. It was launched on Dec 26, 2019. SWMCX is managed by Charles Schwab. It was launched on Dec 20, 2017.

Performance

QCGDX vs. SWMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Common Ground Fund (QCGDX) and Schwab U.S. Mid-Cap Index Fund (SWMCX). The values are adjusted to include any dividend payments, if applicable.

QCGDX vs. SWMCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
QCGDX Quantified Common Ground Fund	2.93%	1.02%	9.87%	14.74%	-12.23%	32.19%	14.65%	0.10%
SWMCX Schwab U.S. Mid-Cap Index Fund	-1.32%	10.54%	15.28%	17.20%	-17.31%	22.55%	17.03%	0.37%

Returns By Period

In the year-to-date period, QCGDX achieves a 2.93% return, which is significantly higher than SWMCX's -1.32% return.

QCGDX

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

SWMCX

• 1D: -0.70%
• 1M: -7.73%
• YTD: -1.32%
• 6M: -1.19%
• 1Y: 12.94%
• 3Y*: 12.30%
• 5Y*: 6.67%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QCGDX vs. SWMCX - Expense Ratio Comparison

QCGDX has a 1.68% expense ratio, which is higher than SWMCX's 0.04% expense ratio.

QCGDX

Quantified Common Ground Fund

SWMCX

Schwab U.S. Mid-Cap Index Fund

Return for Risk

QCGDX vs. SWMCX — Risk / Return Rank

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

QCGDX

QCGDX Risk / Return Rank: 21
QCGDX Sharpe Ratio Rank: 20
QCGDX Sortino Ratio Rank: 18
QCGDX Omega Ratio Rank: 17
QCGDX Calmar Ratio Rank: 24
QCGDX Martin Ratio Rank: 26

SWMCX

SWMCX Risk / Return Rank: 34
SWMCX Sharpe Ratio Rank: 32
SWMCX Sortino Ratio Rank: 33
SWMCX Omega Ratio Rank: 33
SWMCX Calmar Ratio Rank: 31
SWMCX Martin Ratio Rank: 39

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. SWMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Common Ground Fund (QCGDX) and Schwab U.S. Mid-Cap Index Fund (SWMCX). 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.

	QCGDX	SWMCX	Difference
Sharpe ratio Return per unit of total volatility	0.54	0.72	-0.18
Sortino ratio Return per unit of downside risk	0.83	1.12	-0.29
Omega ratio Gain probability vs. loss probability	1.11	1.16	-0.04
Calmar ratio Return relative to maximum drawdown	0.72	0.86	-0.14
Martin ratio Return relative to average drawdown	2.84	4.04	-1.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QCGDX vs. SWMCX - Sharpe Ratio Comparison

The current QCGDX Sharpe Ratio is 0.54, which is comparable to the SWMCX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of QCGDX and SWMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QCGDX	SWMCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	0.72	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.37	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.45	+0.12

Correlation

The correlation between QCGDX and SWMCX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

QCGDX vs. SWMCX - Dividend Comparison

QCGDX's dividend yield for the trailing twelve months is around 0.67%, less than SWMCX's 2.15% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
QCGDX Quantified Common Ground Fund	0.67%	0.69%	4.42%	0.22%	0.00%	5.44%	1.65%	0.00%	0.00%
SWMCX Schwab U.S. Mid-Cap Index Fund	2.15%	2.13%	2.60%	1.49%	1.59%	2.93%	1.45%	2.44%	1.41%

Drawdowns

QCGDX vs. SWMCX - Drawdown Comparison

The maximum QCGDX drawdown since its inception was -22.37%, smaller than the maximum SWMCX drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for QCGDX and SWMCX.

Drawdown Indicators

	QCGDX	SWMCX	Difference
Max Drawdown Largest peak-to-trough decline	-22.37%	-40.34%	+17.97%
Max Drawdown (1Y) Largest decline over 1 year	-8.85%	-13.43%	+4.58%
Max Drawdown (5Y) Largest decline over 5 years	-20.18%	-26.09%	+5.91%
Current Drawdown Current decline from peak	-4.69%	-8.15%	+3.46%
Average Drawdown Average peak-to-trough decline	-6.27%	-6.75%	+0.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	2.87%	-0.62%

Volatility

QCGDX vs. SWMCX - Volatility Comparison

Quantified Common Ground Fund (QCGDX) and Schwab U.S. Mid-Cap Index Fund (SWMCX) have volatilities of 4.92% and 4.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QCGDX	SWMCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	4.80%	+0.12%
Volatility (6M) Calculated over the trailing 6-month period	9.53%	10.19%	-0.66%
Volatility (1Y) Calculated over the trailing 1-year period	13.53%	18.96%	-5.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.77%	18.23%	-3.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.53%	20.76%	-4.23%