PortfoliosLab logoPortfoliosLab logo
SMIFX vs. QBDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMIFX vs. QBDSX - Performance Comparison

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

Loading graphics...

SMIFX vs. QBDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMIFX
Sound Mind Investing Fund
5.80%3.16%16.65%5.17%-8.93%11.15%20.76%19.28%-8.56%17.49%
QBDSX
Quantified Managed Income Fund
-0.38%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, SMIFX achieves a 5.80% return, which is significantly higher than QBDSX's -0.38% return. Over the past 10 years, SMIFX has outperformed QBDSX with an annualized return of 8.63%, while QBDSX has yielded a comparatively lower 0.87% annualized return.


SMIFX

1D
2.30%
1M
-4.31%
YTD
5.80%
6M
3.27%
1Y
13.03%
3Y*
9.91%
5Y*
5.01%
10Y*
8.63%

QBDSX

1D
0.38%
1M
-2.35%
YTD
-0.38%
6M
-1.53%
1Y
2.25%
3Y*
2.73%
5Y*
0.90%
10Y*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SMIFX vs. QBDSX - Expense Ratio Comparison

SMIFX has a 1.19% expense ratio, which is lower than QBDSX's 1.31% expense ratio.


Return for Risk

SMIFX vs. QBDSX — Risk / Return Rank

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

SMIFX
SMIFX Risk / Return Rank: 3333
Overall Rank
SMIFX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SMIFX Sortino Ratio Rank: 3030
Sortino Ratio Rank
SMIFX Omega Ratio Rank: 3434
Omega Ratio Rank
SMIFX Calmar Ratio Rank: 3333
Calmar Ratio Rank
SMIFX Martin Ratio Rank: 4040
Martin Ratio Rank

QBDSX
QBDSX Risk / Return Rank: 1919
Overall Rank
QBDSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QBDSX Sortino Ratio Rank: 1515
Sortino Ratio Rank
QBDSX Omega Ratio Rank: 1313
Omega Ratio Rank
QBDSX Calmar Ratio Rank: 2222
Calmar Ratio Rank
QBDSX Martin Ratio Rank: 2525
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.

SMIFX vs. QBDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sound Mind Investing Fund (SMIFX) 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.


SMIFXQBDSXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.60

+0.20

Sortino ratio

Return per unit of downside risk

1.22

0.87

+0.35

Omega ratio

Gain probability vs. loss probability

1.18

1.11

+0.07

Calmar ratio

Return relative to maximum drawdown

1.13

0.89

+0.24

Martin ratio

Return relative to average drawdown

4.85

3.43

+1.43

SMIFX vs. QBDSX - Sharpe Ratio Comparison

The current SMIFX Sharpe Ratio is 0.80, which is higher than the QBDSX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of SMIFX 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.


Loading graphics...

Sharpe Ratios by Period


SMIFXQBDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.60

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.21

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.17

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.15

+0.14

Correlation

The correlation between SMIFX and QBDSX is 0.41, 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

SMIFX vs. QBDSX - Dividend Comparison

SMIFX's dividend yield for the trailing twelve months is around 5.04%, more than QBDSX's 4.49% yield.


TTM20252024202320222021202020192018201720162015
SMIFX
Sound Mind Investing Fund
5.04%5.33%1.28%1.73%0.97%46.86%0.00%0.48%26.02%10.06%0.00%14.94%
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%

Drawdowns

SMIFX vs. QBDSX - Drawdown Comparison

The maximum SMIFX drawdown since its inception was -54.33%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for SMIFX and QBDSX.


Loading graphics...

Drawdown Indicators


SMIFXQBDSXDifference

Max Drawdown

Largest peak-to-trough decline

-54.33%

-18.38%

-35.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.67%

-3.09%

-9.58%

Max Drawdown (5Y)

Largest decline over 5 years

-41.36%

-7.40%

-33.96%

Max Drawdown (10Y)

Largest decline over 10 years

-41.36%

-18.38%

-22.98%

Current Drawdown

Current decline from peak

-17.39%

-8.41%

-8.98%

Average Drawdown

Average peak-to-trough decline

-14.31%

-6.83%

-7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

0.80%

+2.16%

Volatility

SMIFX vs. QBDSX - Volatility Comparison

Sound Mind Investing Fund (SMIFX) has a higher volatility of 4.58% compared to Quantified Managed Income Fund (QBDSX) at 1.40%. This indicates that SMIFX'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.


Loading graphics...

Volatility by Period


SMIFXQBDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

1.40%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

2.77%

+6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.40%

3.77%

+13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.08%

4.32%

+24.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.16%

5.26%

+18.90%