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QSTFX vs. PDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QSTFX vs. PDX

Last updated Jun 24, 2026

QSTFX (Quantified STF Fund) and PDX (PIMCO Dynamic Income Strategy Fund) are both Tactical Allocation funds. Over the past 5 years, QSTFX returned 11.39%/yr vs 21.69%/yr for PDX. At a 0.17 correlation, their price movements are largely independent. QSTFX charges 1.55%/yr vs 2.31%/yr for PDX.

Performance

QSTFX vs. PDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified STF Fund (QSTFX) and PIMCO Dynamic Income Strategy Fund (PDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QSTFX achieves a 25.73% return, which is significantly higher than PDX's 15.50% return.

QSTFX

1D
-0.05%
1M
6.25%
YTD
25.73%
6M
21.99%
1Y
54.25%
3Y*
22.16%
5Y*
11.39%
10Y*
19.25%

PDX

1D
0.29%
1M
-3.48%
YTD
15.50%
6M
16.68%
1Y
5.31%
3Y*
25.39%
5Y*
21.69%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

QSTFX vs. PDX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
QSTFX
Quantified STF Fund		25.73%-2.48%29.94%61.87%-46.15%28.79%78.20%21.81%
PDX
PIMCO Dynamic Income Strategy Fund		15.50%-10.59%36.99%44.51%23.02%68.79%-44.20%-9.89%

Correlation

The correlation between QSTFX and PDX is 0.09, 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

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2019

0.17

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Quantified STF Fund

PIMCO Dynamic Income Strategy Fund

Often compared with QSTFX:
QSTFX vs. DIVOQSTFX vs. QFITXQSTFX vs. QCGDXQSTFX vs. QTSSXQSTFX vs. SAPEXQSTFX vs. QALTXQSTFX vs. OTRFX
Often compared with PDX:
PDX vs. VOOPDX vs. ADXPDX vs. QDVOPDX vs. ARCCPDX vs. BIPS.LPDX vs. IBMPDX vs. SPY

Return for Risk

QSTFX vs. PDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QSTFX
QSTFX Risk / Return Rank: 6161
Overall Rank
QSTFX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QSTFX Sortino Ratio Rank: 5454
Sortino Ratio Rank
QSTFX Omega Ratio Rank: 6969
Omega Ratio Rank
QSTFX Calmar Ratio Rank: 7676
Calmar Ratio Rank
QSTFX Martin Ratio Rank: 4141
Martin Ratio Rank
PDX
PDX Risk / Return Rank: 55
Overall Rank
PDX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PDX Sortino Ratio Rank: 55
Sortino Ratio Rank
PDX Omega Ratio Rank: 55
Omega Ratio Rank
PDX Calmar Ratio Rank: 55
Calmar Ratio Rank
PDX Martin Ratio Rank: 55
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.

QSTFX vs. PDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified STF Fund (QSTFX) and PIMCO Dynamic Income Strategy Fund (PDX). 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.

QSTFXPDXDifference
Sharpe ratioReturn per unit of total volatility
2.21
0.38

+1.84

Sortino ratioReturn per unit of downside risk
2.83
0.62

+2.21

Omega ratioGain probability vs. loss probability

1.42

1.08

+0.35

Calmar ratioReturn relative to maximum drawdown

3.25

0.34

+2.91

Martin ratioReturn relative to average drawdown

8.31

0.77

+7.54

QSTFX vs. PDX - Sharpe Ratio Comparison

The current QSTFX Sharpe Ratio is 2.21, which is higher than the PDX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of QSTFX and PDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

QSTFX vs. PDX - Drawdown Comparison

The maximum QSTFX drawdown since its inception was -49.03%, smaller than the maximum PDX drawdown of -80.63%. Use the drawdown chart below to compare losses from any high point for QSTFX and PDX.

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Drawdown Indicators

QSTFXPDXDifference

Max Drawdown

Largest peak-to-trough decline

-49.03%

-80.63%

+31.60%

Max Drawdown (1Y)

Largest decline over 1 year

-17.87%

-15.65%

-2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-32.22%

-37.24%

+5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-49.03%

-37.24%

-11.79%

Max Drawdown (10Y)

Largest decline over 10 years

-49.03%

—

—

Current Drawdown

Current decline from peak

-1.39%

-16.11%

+14.72%

Average Drawdown

Average peak-to-trough decline

-15.41%

-18.81%

+3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.98%

6.89%

+0.09%

Volatility

QSTFX vs. PDX - Volatility Comparison

Quantified STF Fund (QSTFX) has a higher volatility of 8.99% compared to PIMCO Dynamic Income Strategy Fund (PDX) at 2.05%. This indicates that QSTFX's price experiences larger fluctuations and is considered to be riskier than PDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QSTFXPDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.99%

2.05%

+6.94%

Volatility (6M)

Calculated over the trailing 6-month period

19.64%

10.11%

+9.53%

Volatility (1Y)

Calculated over the trailing 1-year period

26.28%

14.22%

+12.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.28%

25.50%

+1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.03%

36.35%

-8.32%

QSTFX vs. PDX - Expense Ratio Comparison

QSTFX has a 1.55% expense ratio, which is lower than PDX's 2.31% expense ratio.

Dividends

QSTFX vs. PDX - Dividend Comparison

QSTFX's dividend yield for the trailing twelve months is around 8.47%, less than PDX's 21.91% yield.

PositionTTM2025202420232022202120202019201820172016
PDX
PIMCO Dynamic Income Strategy Fund		21.91%24.34%6.31%4.30%5.89%5.28%14.11%9.58%0.00%0.00%0.00%
QSTFX
Quantified STF Fund		8.47%10.65%5.12%1.03%0.00%21.93%20.82%0.52%2.57%39.11%0.01%

Frequently Asked Questions

QSTFX and PDX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QSTFX has higher volatility (8.99%) compared to PDX (2.05%). In terms of maximum drawdown, QSTFX dropped -49.03% vs PDX's -80.63%.

QSTFX currently has the higher Sharpe Ratio (2.21 vs 0.38), 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.

Portfolio Optimizer

Find the right allocation for QSTFX and PDX

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