PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ROBNX vs. QNST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ROBNX and QNST is 0.15, 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.


-0.50.00.51.00.2

Performance

ROBNX vs. QNST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Robinson Tax Advantaged Income Fund (ROBNX) and QuinStreet, Inc. (QNST). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
2.44%
11.97%
ROBNX
QNST

Key characteristics

Sharpe Ratio

ROBNX:

1.34

QNST:

0.65

Sortino Ratio

ROBNX:

1.96

QNST:

1.26

Omega Ratio

ROBNX:

1.26

QNST:

1.15

Calmar Ratio

ROBNX:

0.91

QNST:

0.72

Martin Ratio

ROBNX:

5.30

QNST:

3.62

Ulcer Index

ROBNX:

1.51%

QNST:

8.16%

Daily Std Dev

ROBNX:

5.96%

QNST:

45.44%

Max Drawdown

ROBNX:

-27.51%

QNST:

-89.10%

Current Drawdown

ROBNX:

-1.10%

QNST:

-20.10%

Returns By Period

In the year-to-date period, ROBNX achieves a 2.61% return, which is significantly higher than QNST's -12.83% return. Over the past 10 years, ROBNX has underperformed QNST with an annualized return of 2.59%, while QNST has yielded a comparatively higher 11.97% annualized return.


ROBNX

YTD

2.61%

1M

1.01%

6M

2.44%

1Y

7.75%

5Y*

1.51%

10Y*

2.59%

QNST

YTD

-12.83%

1M

-9.09%

6M

11.97%

1Y

30.92%

5Y*

6.64%

10Y*

11.97%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ROBNX vs. QNST — Risk-Adjusted Performance Rank

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

ROBNX
The Risk-Adjusted Performance Rank of ROBNX is 6969
Overall Rank
The Sharpe Ratio Rank of ROBNX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ROBNX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ROBNX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ROBNX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ROBNX is 6767
Martin Ratio Rank

QNST
The Risk-Adjusted Performance Rank of QNST is 6969
Overall Rank
The Sharpe Ratio Rank of QNST is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of QNST is 6666
Sortino Ratio Rank
The Omega Ratio Rank of QNST is 6262
Omega Ratio Rank
The Calmar Ratio Rank of QNST is 7474
Calmar Ratio Rank
The Martin Ratio Rank of QNST is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ROBNX vs. QNST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Robinson Tax Advantaged Income Fund (ROBNX) and QuinStreet, Inc. (QNST). 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.


Sharpe ratio
The chart of Sharpe ratio for ROBNX, currently valued at 1.34, compared to the broader market-1.000.001.002.003.004.001.340.65
The chart of Sortino ratio for ROBNX, currently valued at 1.96, compared to the broader market0.002.004.006.008.0010.0012.001.961.26
The chart of Omega ratio for ROBNX, currently valued at 1.26, compared to the broader market1.002.003.004.001.261.15
The chart of Calmar ratio for ROBNX, currently valued at 0.91, compared to the broader market0.005.0010.0015.0020.000.910.72
The chart of Martin ratio for ROBNX, currently valued at 5.30, compared to the broader market0.0020.0040.0060.0080.005.303.62
ROBNX
QNST

The current ROBNX Sharpe Ratio is 1.34, which is higher than the QNST Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ROBNX and QNST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.34
0.65
ROBNX
QNST

Dividends

ROBNX vs. QNST - Dividend Comparison

ROBNX's dividend yield for the trailing twelve months is around 3.91%, while QNST has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ROBNX
Robinson Tax Advantaged Income Fund
3.91%4.13%2.70%3.15%3.01%3.12%3.26%4.27%4.11%4.62%4.73%1.21%
QNST
QuinStreet, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ROBNX vs. QNST - Drawdown Comparison

The maximum ROBNX drawdown since its inception was -27.51%, smaller than the maximum QNST drawdown of -89.10%. Use the drawdown chart below to compare losses from any high point for ROBNX and QNST. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.10%
-20.10%
ROBNX
QNST

Volatility

ROBNX vs. QNST - Volatility Comparison

The current volatility for Robinson Tax Advantaged Income Fund (ROBNX) is 1.74%, while QuinStreet, Inc. (QNST) has a volatility of 15.78%. This indicates that ROBNX experiences smaller price fluctuations and is considered to be less risky than QNST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
1.74%
15.78%
ROBNX
QNST
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab