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QIBGX vs. QBDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QIBGX vs. QBDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT Balanced Fund (QIBGX) and Quantified Managed Income Fund (QBDSX). The values are adjusted to include any dividend payments, if applicable.

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QIBGX vs. QBDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QIBGX
Federated Hermes MDT Balanced Fund
-2.90%14.68%28.30%14.26%-13.54%17.43%16.17%19.00%-2.96%14.12%
QBDSX
Quantified Managed Income Fund
-0.38%5.11%1.02%2.25%-4.09%-0.66%-9.22%10.50%-3.17%5.05%

Returns By Period

In the year-to-date period, QIBGX achieves a -2.90% return, which is significantly lower than QBDSX's -0.38% return. Over the past 10 years, QIBGX has outperformed QBDSX with an annualized return of 10.44%, while QBDSX has yielded a comparatively lower 0.87% annualized return.


QIBGX

1D
2.02%
1M
-3.84%
YTD
-2.90%
6M
-0.48%
1Y
11.77%
3Y*
15.96%
5Y*
9.78%
10Y*
10.44%

QBDSX

1D
0.38%
1M
-2.35%
YTD
-0.38%
6M
-1.53%
1Y
2.25%
3Y*
2.73%
5Y*
0.90%
10Y*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QIBGX vs. QBDSX - Expense Ratio Comparison

QIBGX has a 1.06% expense ratio, which is lower than QBDSX's 1.31% expense ratio.


Return for Risk

QIBGX vs. QBDSX — Risk / Return Rank

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

QIBGX
QIBGX Risk / Return Rank: 3232
Overall Rank
QIBGX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
QIBGX Sortino Ratio Rank: 2727
Sortino Ratio Rank
QIBGX Omega Ratio Rank: 5858
Omega Ratio Rank
QIBGX Calmar Ratio Rank: 2626
Calmar Ratio Rank
QIBGX Martin Ratio Rank: 1919
Martin Ratio Rank

QBDSX
QBDSX Risk / Return Rank: 1919
Overall Rank
QBDSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QBDSX Sortino Ratio Rank: 1515
Sortino Ratio Rank
QBDSX Omega Ratio Rank: 1313
Omega Ratio Rank
QBDSX Calmar Ratio Rank: 2222
Calmar Ratio Rank
QBDSX Martin Ratio Rank: 2525
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.

QIBGX vs. QBDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT Balanced Fund (QIBGX) and Quantified Managed Income Fund (QBDSX). 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.


QIBGXQBDSXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.60

+0.18

Sortino ratio

Return per unit of downside risk

1.19

0.87

+0.32

Omega ratio

Gain probability vs. loss probability

1.25

1.11

+0.14

Calmar ratio

Return relative to maximum drawdown

0.98

0.89

+0.09

Martin ratio

Return relative to average drawdown

2.72

3.43

-0.71

QIBGX vs. QBDSX - Sharpe Ratio Comparison

The current QIBGX Sharpe Ratio is 0.78, which is comparable to the QBDSX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of QIBGX and QBDSX, 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


QIBGXQBDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.60

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.21

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.17

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.15

+0.46

Correlation

The correlation between QIBGX and QBDSX is 0.39, 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

QIBGX vs. QBDSX - Dividend Comparison

QIBGX's dividend yield for the trailing twelve months is around 9.12%, more than QBDSX's 4.49% yield.


TTM20252024202320222021202020192018201720162015
QIBGX
Federated Hermes MDT Balanced Fund
9.12%8.86%20.13%1.82%6.92%9.99%4.36%4.33%10.60%1.59%1.86%1.75%
QBDSX
Quantified Managed Income Fund
4.49%4.47%3.98%4.51%0.54%0.71%0.87%2.26%2.04%2.51%1.00%3.89%

Drawdowns

QIBGX vs. QBDSX - Drawdown Comparison

The maximum QIBGX drawdown since its inception was -42.95%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for QIBGX and QBDSX.


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Drawdown Indicators


QIBGXQBDSXDifference

Max Drawdown

Largest peak-to-trough decline

-42.95%

-18.38%

-24.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-3.09%

-8.00%

Max Drawdown (5Y)

Largest decline over 5 years

-19.32%

-7.40%

-11.92%

Max Drawdown (10Y)

Largest decline over 10 years

-25.97%

-18.38%

-7.59%

Current Drawdown

Current decline from peak

-9.30%

-8.41%

-0.89%

Average Drawdown

Average peak-to-trough decline

-5.60%

-6.83%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

0.80%

+3.20%

Volatility

QIBGX vs. QBDSX - Volatility Comparison

Federated Hermes MDT Balanced Fund (QIBGX) has a higher volatility of 3.88% compared to Quantified Managed Income Fund (QBDSX) at 1.40%. This indicates that QIBGX's price experiences larger fluctuations and is considered to be riskier than QBDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIBGXQBDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

1.40%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

2.77%

+9.96%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

3.77%

+11.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

4.32%

+11.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.19%

5.26%

+8.93%