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STGIX vs. QDIBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STGIX vs. QDIBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Seix Core Bond Fund (STGIX) and Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX). The values are adjusted to include any dividend payments, if applicable.

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STGIX vs. QDIBX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
STGIX
Virtus Seix Core Bond Fund
-0.59%6.38%0.35%4.54%-13.84%-1.58%8.89%-0.24%
QDIBX
Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans
-0.22%7.72%1.66%6.71%-14.11%-0.17%6.77%-0.10%

Returns By Period

In the year-to-date period, STGIX achieves a -0.59% return, which is significantly lower than QDIBX's -0.22% return.


STGIX

1D
0.54%
1M
-2.31%
YTD
-0.59%
6M
0.31%
1Y
3.02%
3Y*
2.41%
5Y*
-0.52%
10Y*
1.24%

QDIBX

1D
0.45%
1M
-1.98%
YTD
-0.22%
6M
1.00%
1Y
4.31%
3Y*
4.20%
5Y*
0.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STGIX vs. QDIBX - Expense Ratio Comparison

STGIX has a 0.64% expense ratio, which is higher than QDIBX's 0.03% expense ratio.


Return for Risk

STGIX vs. QDIBX — Risk / Return Rank

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

STGIX
STGIX Risk / Return Rank: 4040
Overall Rank
STGIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
STGIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
STGIX Omega Ratio Rank: 2626
Omega Ratio Rank
STGIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
STGIX Martin Ratio Rank: 3838
Martin Ratio Rank

QDIBX
QDIBX Risk / Return Rank: 5959
Overall Rank
QDIBX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
QDIBX Sortino Ratio Rank: 5656
Sortino Ratio Rank
QDIBX Omega Ratio Rank: 4141
Omega Ratio Rank
QDIBX Calmar Ratio Rank: 8282
Calmar Ratio Rank
QDIBX Martin Ratio Rank: 6161
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.

STGIX vs. QDIBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Seix Core Bond Fund (STGIX) and Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX). 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.


STGIXQDIBXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.03

-0.20

Sortino ratio

Return per unit of downside risk

1.20

1.51

-0.31

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

1.46

2.00

-0.53

Martin ratio

Return relative to average drawdown

3.99

5.89

-1.90

STGIX vs. QDIBX - Sharpe Ratio Comparison

The current STGIX Sharpe Ratio is 0.83, which is comparable to the QDIBX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of STGIX and QDIBX, 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


STGIXQDIBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.03

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.07

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.16

+0.67

Correlation

The correlation between STGIX and QDIBX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

STGIX vs. QDIBX - Dividend Comparison

STGIX's dividend yield for the trailing twelve months is around 3.64%, more than QDIBX's 3.51% yield.


TTM20252024202320222021202020192018201720162015
STGIX
Virtus Seix Core Bond Fund
3.64%4.01%3.38%3.23%2.74%1.23%3.09%2.00%2.29%1.92%3.76%2.67%
QDIBX
Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans
3.51%3.50%3.55%3.65%2.51%1.80%3.25%0.00%0.00%0.00%0.00%0.00%

Drawdowns

STGIX vs. QDIBX - Drawdown Comparison

The maximum STGIX drawdown since its inception was -18.86%, roughly equal to the maximum QDIBX drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for STGIX and QDIBX.


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Drawdown Indicators


STGIXQDIBXDifference

Max Drawdown

Largest peak-to-trough decline

-18.86%

-19.63%

+0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.58%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-19.63%

+1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-18.86%

Current Drawdown

Current decline from peak

-6.15%

-1.98%

-4.17%

Average Drawdown

Average peak-to-trough decline

-2.77%

-6.52%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.87%

+0.17%

Volatility

STGIX vs. QDIBX - Volatility Comparison

Virtus Seix Core Bond Fund (STGIX) and Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) have volatilities of 1.49% and 1.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STGIXQDIBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

1.51%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

2.54%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

4.32%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

6.58%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

6.32%

-1.41%