QDVBX vs. SBI
QDVBX (Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans) and SBI (Western Asset Intermediate Muni Fund Inc.) are both Intermediate Core Bond funds. Over the past 5 years, QDVBX returned -0.10%/yr vs 0.47%/yr for SBI. At a 0.36 correlation, their price movements are largely independent.
Performance
QDVBX vs. SBI - Performance Comparison
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Returns By Period
In the year-to-date period, QDVBX achieves a -0.23% return, which is significantly lower than SBI's 5.17% return.
QDVBX
- 1D
- -0.34%
- 1M
- 0.46%
- YTD
- -0.23%
- 6M
- 0.00%
- 1Y
- 3.50%
- 3Y*
- 4.24%
- 5Y*
- -0.10%
- 10Y*
- —
SBI
- 1D
- -0.10%
- 1M
- 1.44%
- YTD
- 5.17%
- 6M
- 4.76%
- 1Y
- 11.55%
- 3Y*
- 6.63%
- 5Y*
- 0.47%
- 10Y*
- 1.30%
QDVBX vs. SBI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVBX Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans | -0.23% | 7.64% | 1.62% | 6.37% | -14.31% | -0.37% | 6.70% | -0.10% |
SBI Western Asset Intermediate Muni Fund Inc. | 5.17% | 5.95% | 6.83% | 5.37% | -18.45% | 7.91% | 4.62% | -1.26% |
Correlation
The correlation between QDVBX and SBI is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2019 | 0.36 |
The correlation between QDVBX and SBI shifts across timeframes, from 0.25 (1 year) to 0.42 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
QDVBX vs. SBI — Risk / Return Rank
QDVBX
SBI
QDVBX vs. SBI - 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 Western Asset Intermediate Muni Fund Inc. (SBI). 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.
| QDVBX | SBI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 2.43 | -1.14 |
| Martin ratioReturn relative to average drawdown | 3.67 | 8.53 | -4.86 |
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Drawdowns
QDVBX vs. SBI - Drawdown Comparison
The maximum QDVBX drawdown since its inception was -19.86%, smaller than the maximum SBI drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for QDVBX and SBI.
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Drawdown Indicators
| QDVBX | SBI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.86% | -33.70% | +13.84% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -4.77% | +1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -5.37% | -8.90% | +3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -19.86% | -25.21% | +5.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.21% | — |
Current DrawdownCurrent decline from peak | -2.31% | -0.10% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -6.64% | -7.68% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 1.36% | -0.31% |
Volatility
QDVBX vs. SBI - Volatility Comparison
The current volatility for Fisher Investments Institutional Group ESG Fixed Income Fund for Retirement Plans (QDVBX) is 1.03%, while Western Asset Intermediate Muni Fund Inc. (SBI) has a volatility of 1.58%. This indicates that QDVBX experiences smaller price fluctuations and is considered to be less risky than SBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVBX | SBI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 1.58% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 2.64% | 5.25% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.75% | 6.81% | -3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 8.91% | -2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.21% | 9.74% | -3.53% |
Dividends
QDVBX vs. SBI - Dividend Comparison
QDVBX's dividend yield for the trailing twelve months is around 3.51%, less than SBI's 6.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SBI Western Asset Intermediate Muni Fund Inc. | 6.45% | 6.56% | 6.23% | 3.76% | 3.72% | 2.93% | 3.07% | 3.59% | 4.32% | 4.58% | 5.01% | 4.70% |
Frequently Asked Questions
QDVBX and SBI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SBI has higher volatility (1.58%) compared to QDVBX (1.03%). In terms of maximum drawdown, QDVBX dropped -19.86% vs SBI's -33.70%.
SBI currently has the higher Sharpe Ratio (1.71 vs 1.03), 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.
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