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SCORX vs. QBDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCORX vs. QBDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sextant Core Fund (SCORX) and Quantified Managed Income Fund (QBDSX). The values are adjusted to include any dividend payments, if applicable.

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SCORX vs. QBDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCORX
Sextant Core Fund
-1.03%14.20%9.80%9.85%-10.39%12.12%10.37%20.01%-4.61%14.58%
QBDSX
Quantified Managed Income Fund
-0.76%5.11%1.02%2.25%-4.09%-0.66%-9.22%10.50%-3.17%5.05%

Returns By Period

In the year-to-date period, SCORX achieves a -1.03% return, which is significantly lower than QBDSX's -0.76% return. Over the past 10 years, SCORX has outperformed QBDSX with an annualized return of 7.45%, while QBDSX has yielded a comparatively lower 0.83% annualized return.


SCORX

1D
-0.05%
1M
-6.43%
YTD
-1.03%
6M
-0.80%
1Y
13.85%
3Y*
9.87%
5Y*
5.99%
10Y*
7.45%

QBDSX

1D
0.38%
1M
-2.72%
YTD
-0.76%
6M
-1.55%
1Y
1.86%
3Y*
2.60%
5Y*
0.90%
10Y*
0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCORX vs. QBDSX - Expense Ratio Comparison

SCORX has a 0.90% expense ratio, which is lower than QBDSX's 1.31% expense ratio.


Return for Risk

SCORX vs. QBDSX — Risk / Return Rank

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

SCORX
SCORX Risk / Return Rank: 7777
Overall Rank
SCORX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SCORX Sortino Ratio Rank: 7979
Sortino Ratio Rank
SCORX Omega Ratio Rank: 7272
Omega Ratio Rank
SCORX Calmar Ratio Rank: 8181
Calmar Ratio Rank
SCORX Martin Ratio Rank: 7777
Martin Ratio Rank

QBDSX
QBDSX Risk / Return Rank: 2626
Overall Rank
QBDSX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
QBDSX Sortino Ratio Rank: 2121
Sortino Ratio Rank
QBDSX Omega Ratio Rank: 1818
Omega Ratio Rank
QBDSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
QBDSX Martin Ratio Rank: 3333
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.

SCORX vs. QBDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Core Fund (SCORX) 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.


SCORXQBDSXDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.63

+0.74

Sortino ratio

Return per unit of downside risk

1.98

0.91

+1.07

Omega ratio

Gain probability vs. loss probability

1.27

1.12

+0.15

Calmar ratio

Return relative to maximum drawdown

1.97

0.93

+1.04

Martin ratio

Return relative to average drawdown

7.45

3.64

+3.80

SCORX vs. QBDSX - Sharpe Ratio Comparison

The current SCORX Sharpe Ratio is 1.38, which is higher than the QBDSX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of SCORX and QBDSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCORXQBDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.63

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.21

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.16

+0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.15

+0.34

Correlation

The correlation between SCORX and QBDSX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SCORX vs. QBDSX - Dividend Comparison

SCORX's dividend yield for the trailing twelve months is around 2.17%, less than QBDSX's 4.51% yield.


TTM20252024202320222021202020192018201720162015
SCORX
Sextant Core Fund
2.17%2.14%2.78%1.61%1.51%3.13%1.42%5.99%1.43%1.36%1.48%4.95%
QBDSX
Quantified Managed Income Fund
4.51%4.47%3.98%4.51%0.54%0.71%0.87%2.26%2.04%2.51%1.00%3.89%

Drawdowns

SCORX vs. QBDSX - Drawdown Comparison

The maximum SCORX drawdown since its inception was -32.34%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for SCORX and QBDSX.


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Drawdown Indicators


SCORXQBDSXDifference

Max Drawdown

Largest peak-to-trough decline

-32.34%

-18.38%

-13.96%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-3.09%

-3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-17.05%

-7.40%

-9.65%

Max Drawdown (10Y)

Largest decline over 10 years

-21.10%

-18.38%

-2.72%

Current Drawdown

Current decline from peak

-6.62%

-8.75%

+2.13%

Average Drawdown

Average peak-to-trough decline

-4.32%

-6.83%

+2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

0.79%

+1.02%

Volatility

SCORX vs. QBDSX - Volatility Comparison

Sextant Core Fund (SCORX) has a higher volatility of 3.53% compared to Quantified Managed Income Fund (QBDSX) at 1.31%. This indicates that SCORX'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


SCORXQBDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

1.31%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

6.52%

2.79%

+3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

3.76%

+6.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.10%

4.32%

+4.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.69%

5.25%

+4.44%