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RSINX vs. QCGDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSINX vs. QCGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory RS Investors Fund (RSINX) and Quantified Common Ground Fund (QCGDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RSINX achieves a 6.73% return, which is significantly lower than QCGDX's 16.91% return.


RSINX

1D
-0.28%
1M
-0.96%
YTD
6.73%
6M
5.52%
1Y
15.12%
3Y*
14.14%
5Y*
10.81%
10Y*
10.63%

QCGDX

1D
1.39%
1M
0.69%
YTD
16.91%
6M
16.47%
1Y
23.38%
3Y*
12.35%
5Y*
9.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSINX vs. QCGDX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RSINX
Victory RS Investors Fund
6.73%6.39%20.81%13.18%-2.02%25.73%-1.68%0.23%
QCGDX
Quantified Common Ground Fund
16.91%1.02%9.87%14.74%-12.23%32.19%14.65%0.10%

Correlation

The correlation between RSINX and QCGDX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

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

0.72

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

0.75

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

0.73

The correlation between RSINX and QCGDX shifts across timeframes, from 0.63 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RSINX vs. QCGDX — Risk / Return Rank

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

RSINX
RSINX Risk / Return Rank: 2424
Overall Rank
RSINX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
RSINX Sortino Ratio Rank: 2323
Sortino Ratio Rank
RSINX Omega Ratio Rank: 2121
Omega Ratio Rank
RSINX Calmar Ratio Rank: 2626
Calmar Ratio Rank
RSINX Martin Ratio Rank: 2929
Martin Ratio Rank

QCGDX
QCGDX Risk / Return Rank: 5353
Overall Rank
QCGDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
QCGDX Sortino Ratio Rank: 3939
Sortino Ratio Rank
QCGDX Omega Ratio Rank: 4444
Omega Ratio Rank
QCGDX Calmar Ratio Rank: 6565
Calmar Ratio Rank
QCGDX Martin Ratio Rank: 7676
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.

RSINX vs. QCGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory RS Investors Fund (RSINX) and Quantified Common Ground Fund (QCGDX). 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.


RSINXQCGDXDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.22

1.33

-0.11

Calmar ratioReturn relative to maximum drawdown

1.76

2.96

-1.21

Martin ratioReturn relative to average drawdown

6.24

13.33

-7.09

RSINX vs. QCGDX - Sharpe Ratio Comparison

The current RSINX Sharpe Ratio is 1.26, which is comparable to the QCGDX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of RSINX and QCGDX, 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

RSINX vs. QCGDX - Drawdown Comparison

The maximum RSINX drawdown since its inception was -66.11%, which is greater than QCGDX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for RSINX and QCGDX.


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Drawdown Indicators


RSINXQCGDXDifference

Max Drawdown

Largest peak-to-trough decline

-66.11%

-22.37%

-43.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

-7.92%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-20.23%

-16.10%

-4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-23.08%

-20.18%

-2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-40.86%

Current Drawdown

Current decline from peak

-2.11%

-1.35%

-0.76%

Average Drawdown

Average peak-to-trough decline

-10.54%

-6.11%

-4.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

1.76%

+0.67%

Volatility

RSINX vs. QCGDX - Volatility Comparison

The current volatility for Victory RS Investors Fund (RSINX) is 3.35%, while Quantified Common Ground Fund (QCGDX) has a volatility of 7.35%. This indicates that RSINX experiences smaller price fluctuations and is considered to be less risky than QCGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSINXQCGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

7.35%

-4.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

11.32%

-2.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

13.56%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.10%

15.01%

+4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

16.62%

+2.49%

RSINX vs. QCGDX - Expense Ratio Comparison

RSINX has a 1.33% expense ratio, which is lower than QCGDX's 1.68% expense ratio.


Dividends

RSINX vs. QCGDX - Dividend Comparison

RSINX's dividend yield for the trailing twelve months is around 4.17%, more than QCGDX's 0.59% yield.


PositionTTM202520242023202220212020201920182017
QCGDX
Quantified Common Ground Fund
0.59%0.69%4.42%0.22%0.00%5.44%1.65%0.00%0.00%0.00%
RSINX
Victory RS Investors Fund
4.17%4.46%10.21%0.77%4.03%15.89%0.30%4.32%17.89%14.37%

Frequently Asked Questions


RSINX and QCGDX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCGDX has higher volatility (7.35%) compared to RSINX (3.35%). In terms of maximum drawdown, RSINX dropped -66.11% vs QCGDX's -22.37%.

QCGDX currently has the higher Sharpe Ratio (1.73 vs 1.26), 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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