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 3.56%/yr for RPIEX. At a correlation of -0.19, 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 4.15% return.
QFITX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- -4.91%
- YTD
- -4.59%
- 1Y
- -7.06%
- 3Y*
- -6.12%
- 5Y*
- -1.30%
- 10Y*
- —
RPIEX
- 1D
- 0.26%
- 1M
- 0.34%
- 6M
- 4.15%
- YTD
- 4.15%
- 1Y
- 3.98%
- 3Y*
- 6.44%
- 5Y*
- 3.56%
- 10Y*
- 2.81%
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 | 4.15% | 4.15% | 9.82% | -1.82% | 3.08% | 0.08% | 9.42% | 1.55% |
Correlation
The correlation between QFITX and RPIEX is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2019 | -0.19 |
The correlation between QFITX and RPIEX shifts across timeframes, from -0.20 (5 years) to -0.01 (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 | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.22 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 1.17 | -1.88 |
| Martin ratioReturn relative to average drawdown | -1.46 | 3.55 | -5.01 |
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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 -7.84%. 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% | -7.84% | -30.19% |
Max Drawdown (1Y)Largest decline over 1 year | -8.13% | -3.64% | -4.49% |
Max Drawdown (3Y)Largest decline over 3 years | -20.64% | -3.64% | -17.00% |
Max Drawdown (5Y)Largest decline over 5 years | -38.03% | -7.84% | -30.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -7.84% | — |
Current DrawdownCurrent decline from peak | -37.67% | -0.26% | -37.41% |
Average DrawdownAverage peak-to-trough decline | -19.36% | -1.98% | -17.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.18% | 1.20% | +2.98% |
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 0.94%. 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% | 0.94% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 4.18% | 3.80% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.45% | 4.29% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 4.93% | +16.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.20% | 4.20% | +16.00% |
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 6.05% 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 | 6.05% | 7.07% | 9.06% | 7.53% | 15.28% | 3.76% | 1.93% | 2.51% | 4.36% | 0.61% | 2.72% |
Frequently Asked Questions
QFITX and RPIEX have a correlation of -0.01, 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 (0.94%). In terms of maximum drawdown, QFITX dropped -38.03% vs RPIEX's -7.84%.
RPIEX currently has the higher Sharpe Ratio (0.99 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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