QSPMX vs. CSTAX

Last updated Jun 3, 2026

QSPMX (Quantified Pattern Recognition Fund) and CSTAX (American Funds College 2027 Fund) are both Diversified Portfolio funds. Over the past 5 years, QSPMX returned 7.20%/yr vs 2.81%/yr for CSTAX. At a 0.40 correlation, their price movements are largely independent. QSPMX charges 1.55%/yr vs 0.41%/yr for CSTAX.

Performance

QSPMX vs. CSTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Pattern Recognition Fund (QSPMX) and American Funds College 2027 Fund (CSTAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QSPMX achieves a -8.07% return, which is significantly lower than CSTAX's 1.38% return.

QSPMX

• 1D: -0.07%
• 1M: 1.51%
• YTD: -8.07%
• 6M: -3.14%
• 1Y: 14.22%
• 3Y*: 7.29%
• 5Y*: 7.20%
• 10Y*: —

CSTAX

• 1D: -0.16%
• 1M: 0.32%
• YTD: 1.38%
• 6M: 1.84%
• 1Y: 6.99%
• 3Y*: 6.84%
• 5Y*: 2.81%
• 10Y*: 4.98%

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

QSPMX vs. CSTAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
QSPMX Quantified Pattern Recognition Fund	-8.07%	27.23%	18.38%	13.84%	-18.49%	33.83%	-0.34%	11.49%
CSTAX American Funds College 2027 Fund	1.38%	9.00%	5.57%	6.57%	-9.87%	6.52%	7.66%	3.76%

Correlation

The correlation between QSPMX and CSTAX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (All Time) Calculated using the full available price history since Aug 30, 2019	0.40

The correlation between QSPMX and CSTAX shifts across timeframes, from 0.28 (3 years) to 0.42 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

QSPMX vs. CSTAX — Risk / Return Rank

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

QSPMX

QSPMX Risk / Return Rank: 13
QSPMX Sharpe Ratio Rank: 14
QSPMX Sortino Ratio Rank: 13
QSPMX Omega Ratio Rank: 18
QSPMX Calmar Ratio Rank: 11
QSPMX Martin Ratio Rank: 9

CSTAX

CSTAX Risk / Return Rank: 59
CSTAX Sharpe Ratio Rank: 62
CSTAX Sortino Ratio Rank: 69
CSTAX Omega Ratio Rank: 68
CSTAX Calmar Ratio Rank: 47
CSTAX Martin Ratio Rank: 49

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.

QSPMX vs. CSTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Pattern Recognition Fund (QSPMX) and American Funds College 2027 Fund (CSTAX). 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.

	QSPMX	CSTAX	Difference
Sharpe ratio Return per unit of total volatility	1.06	2.32	-1.26
Sortino ratio Return per unit of downside risk	1.50	3.48	-1.98
Omega ratio Gain probability vs. loss probability	1.23	1.46	-0.23
Calmar ratio Return relative to maximum drawdown	1.07	2.64	-1.56
Martin ratio Return relative to average drawdown	2.72	10.17	-7.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QSPMX vs. CSTAX - Sharpe Ratio Comparison

The current QSPMX Sharpe Ratio is 1.06, which is lower than the CSTAX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of QSPMX and CSTAX, 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

	QSPMX	CSTAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	2.32	-1.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	0.55	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.88	-0.33

Drawdowns

QSPMX vs. CSTAX - Drawdown Comparison

The maximum QSPMX drawdown since its inception was -28.36%, which is greater than CSTAX's maximum drawdown of -14.52%. Use the drawdown chart below to compare losses from any high point for QSPMX and CSTAX.

Drawdown Indicators

	QSPMX	CSTAX	Difference
Max Drawdown Largest peak-to-trough decline	-28.36%	-14.52%	-13.84%
Max Drawdown (1Y) Largest decline over 1 year	-13.85%	-2.72%	-11.13%
Max Drawdown (3Y) Largest decline over 3 years	-13.85%	-4.89%	-8.96%
Max Drawdown (5Y) Largest decline over 5 years	-28.36%	-14.52%	-13.84%
Max Drawdown (10Y) Largest decline over 10 years	—	-14.52%	—
Current Drawdown Current decline from peak	-11.35%	-0.48%	-10.87%
Average Drawdown Average peak-to-trough decline	-7.21%	-2.35%	-4.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.47%	0.70%	+4.77%

Volatility

QSPMX vs. CSTAX - Volatility Comparison

The current volatility for Quantified Pattern Recognition Fund (QSPMX) is 1.04%, while American Funds College 2027 Fund (CSTAX) has a volatility of 1.11%. This indicates that QSPMX experiences smaller price fluctuations and is considered to be less risky than CSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QSPMX	CSTAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.04%	1.11%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	11.89%	2.32%	+9.57%
Volatility (1Y) Calculated over the trailing 1-year period	14.36%	3.04%	+11.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.48%	5.16%	+12.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.46%	5.79%	+12.67%

QSPMX vs. CSTAX - Expense Ratio Comparison

QSPMX has a 1.55% expense ratio, which is higher than CSTAX's 0.41% expense ratio.

Dividends

QSPMX vs. CSTAX - Dividend Comparison

QSPMX's dividend yield for the trailing twelve months is around 1.61%, less than CSTAX's 5.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSTAX American Funds College 2027 Fund	5.19%	5.26%	3.78%	3.17%	3.40%	7.52%	5.72%	4.00%	4.78%	3.90%	4.34%	4.49%
QSPMX Quantified Pattern Recognition Fund	1.61%	1.48%	2.26%	3.99%	0.13%	26.85%	0.21%	3.81%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QSPMX and CSTAX in my portfolio?

QSPMX and CSTAX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QSPMX or CSTAX?

CSTAX has higher volatility (1.11%) compared to QSPMX (1.04%). In terms of maximum drawdown, QSPMX dropped -28.36% vs CSTAX's -14.52%.

Which has better risk-adjusted returns?

CSTAX currently has the higher Sharpe Ratio (2.32 vs 1.06), 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.