QCGDX vs. WAMFX

Last updated Aug 5, 2026

QCGDX (Quantified Common Ground Fund) and WAMFX (Boston Trust Walden Midcap Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, QCGDX returned 7.32%/yr vs 7.09%/yr for WAMFX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. QCGDX charges 1.68%/yr vs 0.99%/yr for WAMFX.

Performance

QCGDX vs. WAMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Common Ground Fund (QCGDX) and Boston Trust Walden Midcap Fund (WAMFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QCGDX achieves a 10.79% return, which is significantly higher than WAMFX's 9.57% return.

QCGDX

• 1D: 0.48%
• 1M: -0.42%
• 6M: 7.56%
• YTD: 10.79%
• 1Y: 14.29%
• 3Y*: 8.90%
• 5Y*: 7.32%
• 10Y*: —
• ALL TIME*: 10.04%

WAMFX

• 1D: 0.98%
• 1M: 3.36%
• 6M: 7.23%
• YTD: 9.57%
• 1Y: 11.45%
• 3Y*: 10.14%
• 5Y*: 7.09%
• 10Y*: 10.72%
• ALL TIME*: 10.87%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QCGDX Quantified Common Ground Fund	$0.00	$0.00	$0.00
WAMFX Boston Trust Walden Midcap Fund	$0.00	$0.00	$0.00

QCGDX vs. WAMFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
QCGDX Quantified Common Ground Fund	10.79%	1.02%	9.87%	14.74%	-12.23%	32.19%	14.65%	0.10%
WAMFX Boston Trust Walden Midcap Fund	9.57%	4.82%	10.39%	13.90%	-10.87%	24.85%	9.56%	0.05%

Correlation

The correlation between QCGDX and WAMFX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.54
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (5Y) Shows whether the relationship held over a longer period.	0.77
Correlation (All Time) Calculated using the full available price history since Dec 30, 2019	0.76

Over the past year, the correlation between QCGDX and WAMFX has dropped to 0.54 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

Return for Risk

QCGDX vs. WAMFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QCGDX

QCGDX Risk / Return Rank: 29
QCGDX Sharpe Ratio Rank: 24
QCGDX Sortino Ratio Rank: 24
QCGDX Omega Ratio Rank: 25
QCGDX Calmar Ratio Rank: 33
QCGDX Martin Ratio Rank: 36

WAMFX

WAMFX Risk / Return Rank: 28
WAMFX Sharpe Ratio Rank: 27
WAMFX Sortino Ratio Rank: 29
WAMFX Omega Ratio Rank: 26
WAMFX Calmar Ratio Rank: 30
WAMFX Martin Ratio Rank: 27

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QCGDX vs. WAMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Common Ground Fund (QCGDX) and Boston Trust Walden Midcap Fund (WAMFX). 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.

	QCGDX	WAMFX	Difference
Sharpe ratio: Return per unit of total volatility	0.99	1.07	-0.08
Sortino ratio: Return per unit of downside risk	1.45	1.67	-0.22
Omega ratio: Gain probability vs. loss probability	1.19	1.19	0.00
Calmar ratio: Return relative to maximum drawdown	1.61	1.51	+0.10
Martin ratio: Return relative to average drawdown	5.85	4.38	+1.47

QCGDX vs. WAMFX - Sharpe Ratio Comparison

The current QCGDX Sharpe Ratio is 0.99, which is comparable to the WAMFX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of QCGDX and WAMFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QCGDX vs. WAMFX - Drawdown Comparison

The maximum QCGDX drawdown since its inception was -22.37%, smaller than the maximum WAMFX drawdown of -36.81%. Use the drawdown chart below to compare losses from any high point for QCGDX and WAMFX.

Drawdown Indicators

	QCGDX	WAMFX	Difference
Max Drawdown Largest peak-to-trough decline	-22.37%	-36.81%	+14.44%
Max Drawdown (1Y) Largest decline over 1 year	-9.38%	-8.38%	-1.00%
Max Drawdown (3Y) Largest decline over 3 years	-16.10%	-17.51%	+1.41%
Max Drawdown (5Y) Largest decline over 5 years	-20.18%	-20.82%	+0.64%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.81%	—
Current Drawdown Current decline from peak	-6.52%	0.00%	-6.52%
Average Drawdown Average peak-to-trough decline	-6.09%	-3.91%	-2.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	2.88%	-0.30%

Volatility

QCGDX vs. WAMFX - Volatility Comparison

Quantified Common Ground Fund (QCGDX) has a higher volatility of 6.02% compared to Boston Trust Walden Midcap Fund (WAMFX) at 3.58%. This indicates that QCGDX's price experiences larger fluctuations and is considered to be riskier than WAMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QCGDX	WAMFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.02%	3.58%	+2.44%
Volatility (6M) Calculated over the trailing 6-month period	13.27%	8.42%	+4.85%
Volatility (1Y) Calculated over the trailing 1-year period	15.31%	11.86%	+3.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.16%	15.81%	-0.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.72%	17.43%	-0.71%

QCGDX vs. WAMFX - Expense Ratio Comparison

QCGDX has a 1.68% expense ratio, which is higher than WAMFX's 0.99% expense ratio.

Dividends

QCGDX vs. WAMFX - Dividend Comparison

QCGDX's dividend yield for the trailing twelve months is around 0.63%, less than WAMFX's 6.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QCGDX Quantified Common Ground Fund	0.63%	0.69%	4.42%	0.22%	0.00%	5.44%	1.65%	0.00%	0.00%	0.00%	0.00%	0.00%
WAMFX Boston Trust Walden Midcap Fund	6.60%	7.23%	3.49%	4.84%	5.55%	4.82%	3.87%	12.83%	7.08%	0.45%	5.06%	5.54%

Frequently Asked Questions

Can I hold both QCGDX and WAMFX in my portfolio?

QCGDX and WAMFX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QCGDX or WAMFX?

QCGDX has higher volatility (6.02%) compared to WAMFX (3.58%). In terms of maximum drawdown, QCGDX dropped -22.37% vs WAMFX's -36.81%.

Which has better risk-adjusted returns?

WAMFX currently has the higher Sharpe Ratio (1.07 vs 0.99), 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.