RBBAX vs. QBDSX
RBBAX (Columbia Income Builder Fund) and QBDSX (Quantified Managed Income Fund) are both Diversified Portfolio funds. Over the past 10 years, RBBAX returned 5.05%/yr vs 0.52%/yr for QBDSX. Their 0.50 correlation means their historical movements had little consistent relationship. RBBAX charges 0.37%/yr vs 1.31%/yr for QBDSX.
Performance
RBBAX vs. QBDSX - Performance Comparison
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Returns By Period
In the year-to-date period, RBBAX achieves a 3.76% return, which is significantly higher than QBDSX's -0.25% return. Over the past 10 years, RBBAX has outperformed QBDSX with an annualized return of 5.05%, while QBDSX has yielded a comparatively lower 0.52% annualized return.
RBBAX
- 1D
- 0.32%
- 1M
- -0.15%
- 6M
- 2.09%
- YTD
- 3.76%
- 1Y
- 9.29%
- 3Y*
- 8.10%
- 5Y*
- 2.97%
- 10Y*
- 5.05%
- ALL TIME*
- 5.09%
QBDSX
- 1D
- 0.00%
- 1M
- 0.51%
- 6M
- -0.88%
- YTD
- -0.25%
- 1Y
- -0.10%
- 3Y*
- 2.24%
- 5Y*
- 0.70%
- 10Y*
- 0.52%
- ALL TIME*
- 0.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RBBAX vs. QBDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RBBAX Columbia Income Builder Fund | 3.76% | 11.15% | 4.96% | 9.02% | -12.87% | 6.08% | 10.15% | 13.77% | -2.66% | 7.51% |
QBDSX Quantified Managed Income Fund | -0.25% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Correlation
The correlation between RBBAX and QBDSX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.50 |
The correlation between RBBAX and QBDSX shifts across timeframes, from 0.50 (all time) to 0.69 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
RBBAX vs. QBDSX — Risk / Return Rank
RBBAX
QBDSX
RBBAX vs. QBDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Income Builder Fund (RBBAX) 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.
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.
| RBBAX | QBDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.96 | ||
| Sortino ratioReturn per unit of downside risk | +2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.00 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | -0.03 | +2.33 |
| Martin ratioReturn relative to average drawdown | 9.28 | -0.07 | +9.35 |
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Drawdowns
RBBAX vs. QBDSX - Drawdown Comparison
The maximum RBBAX drawdown since its inception was -23.23%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for RBBAX and QBDSX.
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Drawdown Indicators
| RBBAX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.23% | -18.38% | -4.85% |
Max Drawdown (1Y)Largest decline over 1 year | -3.93% | -3.09% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -6.05% | -3.76% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.06% | -7.40% | -10.66% |
Max Drawdown (10Y)Largest decline over 10 years | -18.06% | -18.38% | +0.32% |
Current DrawdownCurrent decline from peak | -0.78% | -8.29% | +7.51% |
Average DrawdownAverage peak-to-trough decline | -2.97% | -6.86% | +3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 1.43% | -0.46% |
Volatility
RBBAX vs. QBDSX - Volatility Comparison
Columbia Income Builder Fund (RBBAX) has a higher volatility of 1.20% compared to Quantified Managed Income Fund (QBDSX) at 0.75%. This indicates that RBBAX'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
| RBBAX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.20% | 0.75% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 3.86% | 2.38% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.71% | 3.53% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.36% | 4.31% | +2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.83% | 5.24% | +0.59% |
RBBAX vs. QBDSX - Expense Ratio Comparison
RBBAX has a 0.37% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Dividends
RBBAX vs. QBDSX - Dividend Comparison
RBBAX's dividend yield for the trailing twelve months is around 3.29%, less than QBDSX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RBBAX Columbia Income Builder Fund | 3.29% | 3.85% | 3.95% | 3.82% | 4.94% | 4.73% | 4.07% | 3.90% | 3.92% | 3.47% | 3.01% | 6.84% |
Frequently Asked Questions
RBBAX and QBDSX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBBAX has higher volatility (1.20%) compared to QBDSX (0.75%). In terms of maximum drawdown, RBBAX dropped -23.23% vs QBDSX's -18.38%.
RBBAX currently has the higher Sharpe Ratio (1.93 vs -0.03), 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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