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QEVOX vs. TEBRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QEVOX vs. TEBRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Evolution Plus Fund (QEVOX) and Teberg Fund (TEBRX). The values are adjusted to include any dividend payments, if applicable.

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QEVOX vs. TEBRX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QEVOX
Quantified Evolution Plus Fund
40.30%8.67%14.79%1.22%-24.02%14.49%-1.82%-1.96%
TEBRX
Teberg Fund
-0.87%18.67%20.76%34.92%-22.47%25.02%20.61%9.61%

Returns By Period

In the year-to-date period, QEVOX achieves a 40.30% return, which is significantly higher than TEBRX's -0.87% return.


QEVOX

1D
1.26%
1M
10.59%
YTD
40.30%
6M
53.48%
1Y
32.43%
3Y*
19.90%
5Y*
9.72%
10Y*

TEBRX

1D
3.37%
1M
-4.87%
YTD
-0.87%
6M
2.23%
1Y
23.06%
3Y*
19.89%
5Y*
10.94%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QEVOX vs. TEBRX - Expense Ratio Comparison

QEVOX has a 1.56% expense ratio, which is lower than TEBRX's 1.75% expense ratio.


Return for Risk

QEVOX vs. TEBRX — Risk / Return Rank

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

QEVOX
QEVOX Risk / Return Rank: 5252
Overall Rank
QEVOX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QEVOX Sortino Ratio Rank: 5555
Sortino Ratio Rank
QEVOX Omega Ratio Rank: 6161
Omega Ratio Rank
QEVOX Calmar Ratio Rank: 6060
Calmar Ratio Rank
QEVOX Martin Ratio Rank: 1818
Martin Ratio Rank

TEBRX
TEBRX Risk / Return Rank: 6969
Overall Rank
TEBRX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
TEBRX Sortino Ratio Rank: 6363
Sortino Ratio Rank
TEBRX Omega Ratio Rank: 5959
Omega Ratio Rank
TEBRX Calmar Ratio Rank: 8181
Calmar Ratio Rank
TEBRX Martin Ratio Rank: 8181
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.

QEVOX vs. TEBRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Evolution Plus Fund (QEVOX) and Teberg Fund (TEBRX). 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.


QEVOXTEBRXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.18

+0.06

Sortino ratio

Return per unit of downside risk

1.63

1.75

-0.13

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.63

2.15

-0.51

Martin ratio

Return relative to average drawdown

2.43

8.82

-6.40

QEVOX vs. TEBRX - Sharpe Ratio Comparison

The current QEVOX Sharpe Ratio is 1.25, which is comparable to the TEBRX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of QEVOX and TEBRX, 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


QEVOXTEBRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.18

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.55

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.51

-0.22

Correlation

The correlation between QEVOX and TEBRX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QEVOX vs. TEBRX - Dividend Comparison

QEVOX's dividend yield for the trailing twelve months is around 47.28%, more than TEBRX's 0.12% yield.


TTM20252024202320222021202020192018201720162015
QEVOX
Quantified Evolution Plus Fund
47.28%66.34%10.32%24.53%0.07%13.55%2.29%0.15%0.00%0.00%0.00%0.00%
TEBRX
Teberg Fund
0.12%0.12%1.66%0.00%0.00%0.00%0.47%0.60%0.77%0.92%0.00%10.62%

Drawdowns

QEVOX vs. TEBRX - Drawdown Comparison

The maximum QEVOX drawdown since its inception was -28.47%, smaller than the maximum TEBRX drawdown of -39.10%. Use the drawdown chart below to compare losses from any high point for QEVOX and TEBRX.


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Drawdown Indicators


QEVOXTEBRXDifference

Max Drawdown

Largest peak-to-trough decline

-28.47%

-39.10%

+10.63%

Max Drawdown (1Y)

Largest decline over 1 year

-20.43%

-11.04%

-9.39%

Max Drawdown (5Y)

Largest decline over 5 years

-27.40%

-30.35%

+2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-32.22%

Current Drawdown

Current decline from peak

-1.74%

-6.91%

+5.17%

Average Drawdown

Average peak-to-trough decline

-14.18%

-5.78%

-8.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.76%

2.69%

+11.07%

Volatility

QEVOX vs. TEBRX - Volatility Comparison

Quantified Evolution Plus Fund (QEVOX) has a higher volatility of 9.49% compared to Teberg Fund (TEBRX) at 6.58%. This indicates that QEVOX's price experiences larger fluctuations and is considered to be riskier than TEBRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QEVOXTEBRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.49%

6.58%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

21.94%

12.59%

+9.35%

Volatility (1Y)

Calculated over the trailing 1-year period

26.13%

19.87%

+6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.08%

19.85%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.70%

18.59%

+3.11%