QRDTX vs. SWPPX

Last updated Jun 4, 2026

QRDTX (Quantified Rising Dividend Tactical Fund) and SWPPX (Schwab S&P 500 Index Fund) are both Large Cap Blend Equities funds. Over the past 5 years, QRDTX returned 2.27%/yr vs 14.26%/yr for SWPPX. Their correlation of 0.87 suggests significant overlap in exposure. QRDTX charges 1.59%/yr vs 0.02%/yr for SWPPX.

Performance

QRDTX vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Rising Dividend Tactical Fund (QRDTX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QRDTX achieves a 10.45% return, which is significantly lower than SWPPX's 11.69% return.

QRDTX

• 1D: 0.65%
• 1M: 4.81%
• YTD: 10.45%
• 6M: 10.38%
• 1Y: 20.35%
• 3Y*: 14.07%
• 5Y*: 2.27%
• 10Y*: —

SWPPX

• 1D: 0.15%
• 1M: 5.83%
• YTD: 11.69%
• 6M: 11.71%
• 1Y: 28.97%
• 3Y*: 22.73%
• 5Y*: 14.26%
• 10Y*: 15.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QRDTX vs. SWPPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QRDTX Quantified Rising Dividend Tactical Fund	10.45%	3.93%	15.25%	13.26%	-31.87%	11.14%
SWPPX Schwab S&P 500 Index Fund	11.69%	17.87%	24.96%	26.26%	-18.14%	15.39%

Correlation

The correlation between QRDTX and SWPPX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Apr 16, 2021	0.87

The correlation between QRDTX and SWPPX has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

Return for Risk

QRDTX vs. SWPPX — Risk / Return Rank

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

QRDTX

QRDTX Risk / Return Rank: 26
QRDTX Sharpe Ratio Rank: 25
QRDTX Sortino Ratio Rank: 24
QRDTX Omega Ratio Rank: 23
QRDTX Calmar Ratio Rank: 26
QRDTX Martin Ratio Rank: 34

SWPPX

SWPPX Risk / Return Rank: 73
SWPPX Sharpe Ratio Rank: 75
SWPPX Sortino Ratio Rank: 67
SWPPX Omega Ratio Rank: 67
SWPPX Calmar Ratio Rank: 74
SWPPX Martin Ratio Rank: 83

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.

QRDTX vs. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Rising Dividend Tactical Fund (QRDTX) and Schwab S&P 500 Index Fund (SWPPX). 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.

	QRDTX	SWPPX	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.52	-1.05
Sortino ratio: Return per unit of downside risk	2.08	3.41	-1.33
Omega ratio: Gain probability vs. loss probability	1.25	1.46	-0.20
Calmar ratio: Return relative to maximum drawdown	1.90	3.36	-1.46
Martin ratio: Return relative to average drawdown	7.55	15.67	-8.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QRDTX vs. SWPPX - Sharpe Ratio Comparison

The current QRDTX Sharpe Ratio is 1.47, which is lower than the SWPPX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of QRDTX and SWPPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	QRDTX	SWPPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.47	2.52	-1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	0.85	-0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.51	-0.35

Drawdowns

QRDTX vs. SWPPX - Drawdown Comparison

The maximum QRDTX drawdown since its inception was -33.91%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for QRDTX and SWPPX.

Drawdown Indicators

	QRDTX	SWPPX	Difference
Max Drawdown Largest peak-to-trough decline	-33.91%	-55.06%	+21.15%
Max Drawdown (1Y) Largest decline over 1 year	-11.17%	-8.89%	-2.28%
Max Drawdown (3Y) Largest decline over 3 years	-20.29%	-18.74%	-1.55%
Max Drawdown (5Y) Largest decline over 5 years	-33.91%	-24.51%	-9.40%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.80%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-15.12%	-9.95%	-5.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	1.90%	+0.91%

Volatility

QRDTX vs. SWPPX - Volatility Comparison

Quantified Rising Dividend Tactical Fund (QRDTX) has a higher volatility of 3.17% compared to Schwab S&P 500 Index Fund (SWPPX) at 2.83%. This indicates that QRDTX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QRDTX	SWPPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.17%	2.83%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	10.63%	8.98%	+1.65%
Volatility (1Y) Calculated over the trailing 1-year period	14.48%	11.87%	+2.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.81%	16.93%	-1.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.70%	18.23%	-2.53%

QRDTX vs. SWPPX - Expense Ratio Comparison

QRDTX has a 1.59% expense ratio, which is higher than SWPPX's 0.02% expense ratio.

Dividends

QRDTX vs. SWPPX - Dividend Comparison

QRDTX's dividend yield for the trailing twelve months is around 0.32%, less than SWPPX's 0.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QRDTX Quantified Rising Dividend Tactical Fund	0.32%	0.35%	0.00%	0.64%	2.66%	0.49%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SWPPX Schwab S&P 500 Index Fund	0.99%	1.11%	1.23%	1.43%	1.67%	1.27%	1.81%	1.95%	2.67%	1.79%	2.55%	3.17%

Frequently Asked Questions

Can I hold both QRDTX and SWPPX in my portfolio?

QRDTX and SWPPX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QRDTX or SWPPX?

QRDTX has higher volatility (3.17%) compared to SWPPX (2.83%). In terms of maximum drawdown, QRDTX dropped -33.91% vs SWPPX's -55.06%.

Which has better risk-adjusted returns?

SWPPX currently has the higher Sharpe Ratio (2.52 vs 1.47), 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.