QFITX vs. RPIEX
QFITX (Quantified Tactical Fixed Income Fund) and RPIEX (T. Rowe Price Dynamic Global Bond Fund) are both Nontraditional Bonds funds. Over the past 5 years, QFITX returned -1.30%/yr vs 2.23%/yr for RPIEX. At a correlation of -0.21, they often move in opposite directions. QFITX charges 1.56%/yr vs 0.71%/yr for RPIEX.
Performance
QFITX vs. RPIEX - Performance Comparison
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Returns By Period
In the year-to-date period, QFITX achieves a -4.59% return, which is significantly lower than RPIEX's 3.29% return.
QFITX
- 1D
- 0.00%
- 1M
- -0.51%
- YTD
- -4.59%
- 6M
- -4.52%
- 1Y
- -6.65%
- 3Y*
- -6.12%
- 5Y*
- -1.30%
- 10Y*
- —
RPIEX
- 1D
- 0.00%
- 1M
- 1.00%
- YTD
- 3.29%
- 6M
- 4.66%
- 1Y
- 6.04%
- 3Y*
- 4.46%
- 5Y*
- 2.23%
- 10Y*
- 2.32%
QFITX vs. RPIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QFITX Quantified Tactical Fixed Income Fund | -4.59% | -7.64% | -1.03% | -6.54% | -22.87% | 36.77% | 10.36% | 2.31% |
RPIEX T. Rowe Price Dynamic Global Bond Fund | 3.29% | 4.82% | 6.83% | -4.51% | 3.08% | 0.08% | 9.42% | 1.55% |
Correlation
The correlation between QFITX and RPIEX is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.22 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2019 | -0.21 |
The correlation between QFITX and RPIEX shifts across timeframes, from -0.22 (5 years) to -0.03 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QFITX vs. RPIEX — Risk / Return Rank
QFITX
RPIEX
QFITX vs. RPIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Tactical Fixed Income Fund (QFITX) and T. Rowe Price Dynamic Global Bond Fund (RPIEX). 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.
| QFITX | RPIEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.77 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.30 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 1.63 | -2.34 |
| Martin ratioReturn relative to average drawdown | -1.46 | 5.49 | -6.95 |
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Drawdowns
QFITX vs. RPIEX - Drawdown Comparison
The maximum QFITX drawdown since its inception was -38.03%, which is greater than RPIEX's maximum drawdown of -9.59%. Use the drawdown chart below to compare losses from any high point for QFITX and RPIEX.
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Drawdown Indicators
| QFITX | RPIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.03% | -9.59% | -28.44% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -3.64% | -5.03% |
Max Drawdown (3Y)Largest decline over 3 years | -20.64% | -3.64% | -17.00% |
Max Drawdown (5Y)Largest decline over 5 years | -38.03% | -9.59% | -28.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.59% | — |
Current DrawdownCurrent decline from peak | -37.67% | -0.13% | -37.54% |
Average DrawdownAverage peak-to-trough decline | -19.36% | -2.46% | -16.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 1.08% | +3.10% |
Volatility
QFITX vs. RPIEX - Volatility Comparison
Quantified Tactical Fixed Income Fund (QFITX) has a higher volatility of 1.10% compared to T. Rowe Price Dynamic Global Bond Fund (RPIEX) at 1.03%. This indicates that QFITX's price experiences larger fluctuations and is considered to be riskier than RPIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QFITX | RPIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 1.03% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 4.18% | 3.88% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.45% | 4.40% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 4.91% | +16.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.20% | 4.19% | +16.01% |
QFITX vs. RPIEX - Expense Ratio Comparison
QFITX has a 1.56% expense ratio, which is higher than RPIEX's 0.71% expense ratio.
Dividends
QFITX vs. RPIEX - Dividend Comparison
QFITX's dividend yield for the trailing twelve months is around 16.08%, more than RPIEX's 7.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
QFITX Quantified Tactical Fixed Income Fund | 16.08% | 12.72% | 3.70% | 0.08% | 0.15% | 29.15% | 2.12% | 4.28% | 0.00% | 0.00% | 0.00% |
RPIEX T. Rowe Price Dynamic Global Bond Fund | 7.51% | 7.69% | 6.32% | 4.68% | 15.28% | 3.76% | 1.93% | 2.51% | 4.36% | 0.61% | 2.72% |
Frequently Asked Questions
QFITX and RPIEX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QFITX has higher volatility (1.10%) compared to RPIEX (1.03%). In terms of maximum drawdown, QFITX dropped -38.03% vs RPIEX's -9.59%.
RPIEX currently has the higher Sharpe Ratio (1.35 vs -1.13), 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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