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QDVBX vs. APBDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDVBX vs. APBDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX) and Cavanal Hill Bond Fund (APBDX). The values are adjusted to include any dividend payments, if applicable.

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QDVBX vs. APBDX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QDVBX
Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans
-0.11%7.64%1.62%6.37%-14.31%-0.37%6.70%-0.10%
APBDX
Cavanal Hill Bond Fund
-0.56%6.49%1.90%5.47%-13.46%-1.57%6.67%-0.23%

Returns By Period

In the year-to-date period, QDVBX achieves a -0.11% return, which is significantly higher than APBDX's -0.56% return.


QDVBX

1D
0.57%
1M
-1.89%
YTD
-0.11%
6M
1.10%
1Y
4.45%
3Y*
4.12%
5Y*
0.30%
10Y*

APBDX

1D
0.59%
1M
-2.19%
YTD
-0.56%
6M
0.48%
1Y
3.26%
3Y*
3.31%
5Y*
-0.10%
10Y*
1.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QDVBX vs. APBDX - Expense Ratio Comparison

QDVBX has a 0.04% expense ratio, which is lower than APBDX's 0.72% expense ratio.


Return for Risk

QDVBX vs. APBDX — Risk / Return Rank

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

QDVBX
QDVBX Risk / Return Rank: 5959
Overall Rank
QDVBX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
QDVBX Sortino Ratio Rank: 5757
Sortino Ratio Rank
QDVBX Omega Ratio Rank: 4141
Omega Ratio Rank
QDVBX Calmar Ratio Rank: 8282
Calmar Ratio Rank
QDVBX Martin Ratio Rank: 6060
Martin Ratio Rank

APBDX
APBDX Risk / Return Rank: 3737
Overall Rank
APBDX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
APBDX Sortino Ratio Rank: 3434
Sortino Ratio Rank
APBDX Omega Ratio Rank: 2626
Omega Ratio Rank
APBDX Calmar Ratio Rank: 5757
Calmar Ratio Rank
APBDX Martin Ratio Rank: 3434
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.

QDVBX vs. APBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX) and Cavanal Hill Bond Fund (APBDX). 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.


QDVBXAPBDXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.81

+0.23

Sortino ratio

Return per unit of downside risk

1.52

1.17

+0.35

Omega ratio

Gain probability vs. loss probability

1.19

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

1.99

1.35

+0.64

Martin ratio

Return relative to average drawdown

5.75

3.64

+2.11

QDVBX vs. APBDX - Sharpe Ratio Comparison

The current QDVBX Sharpe Ratio is 1.04, which is comparable to the APBDX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of QDVBX and APBDX, 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


QDVBXAPBDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.81

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

-0.02

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

1.01

-0.86

Correlation

The correlation between QDVBX and APBDX is 0.90, 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

QDVBX vs. APBDX - Dividend Comparison

QDVBX's dividend yield for the trailing twelve months is around 3.51%, more than APBDX's 3.34% yield.


TTM20252024202320222021202020192018201720162015
QDVBX
Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans
3.51%3.51%3.52%3.66%2.56%1.70%3.28%0.00%0.00%0.00%0.00%0.00%
APBDX
Cavanal Hill Bond Fund
3.34%3.54%3.45%2.65%2.41%1.85%1.79%2.24%2.16%1.62%1.97%1.79%

Drawdowns

QDVBX vs. APBDX - Drawdown Comparison

The maximum QDVBX drawdown since its inception was -19.86%, which is greater than APBDX's maximum drawdown of -18.21%. Use the drawdown chart below to compare losses from any high point for QDVBX and APBDX.


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Drawdown Indicators


QDVBXAPBDXDifference

Max Drawdown

Largest peak-to-trough decline

-19.86%

-18.21%

-1.65%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-2.90%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.86%

-18.21%

-1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-18.21%

Current Drawdown

Current decline from peak

-2.20%

-3.09%

+0.89%

Average Drawdown

Average peak-to-trough decline

-6.80%

-2.58%

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.08%

-0.18%

Volatility

QDVBX vs. APBDX - Volatility Comparison

Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX) and Cavanal Hill Bond Fund (APBDX) have volatilities of 1.48% and 1.41%, 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.


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Volatility by Period


QDVBXAPBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.41%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

2.51%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

4.46%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.59%

5.70%

+0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.29%

4.72%

+1.57%