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UCMCX vs. QBDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UCMCX vs. QBDSX - Performance Comparison

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

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UCMCX vs. QBDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UCMCX
USAA Cornerstone Moderately Conservative Fund
0.50%13.75%4.15%9.23%-13.17%7.21%8.25%13.10%-5.30%11.46%
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, UCMCX achieves a 0.50% return, which is significantly higher than QBDSX's -0.38% return. Over the past 10 years, UCMCX has outperformed QBDSX with an annualized return of 4.96%, while QBDSX has yielded a comparatively lower 0.87% annualized return.


UCMCX

1D
1.53%
1M
-3.24%
YTD
0.50%
6M
2.38%
1Y
12.25%
3Y*
7.77%
5Y*
3.53%
10Y*
4.96%

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)

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UCMCX vs. QBDSX - Expense Ratio Comparison

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


Return for Risk

UCMCX vs. QBDSX — Risk / Return Rank

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

UCMCX
UCMCX Risk / Return Rank: 8282
Overall Rank
UCMCX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
UCMCX Sortino Ratio Rank: 8282
Sortino Ratio Rank
UCMCX Omega Ratio Rank: 7878
Omega Ratio Rank
UCMCX Calmar Ratio Rank: 8282
Calmar Ratio Rank
UCMCX Martin Ratio Rank: 8585
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.

UCMCX vs. QBDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Cornerstone Moderately Conservative Fund (UCMCX) 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.


UCMCXQBDSXDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.60

+0.97

Sortino ratio

Return per unit of downside risk

2.25

0.87

+1.39

Omega ratio

Gain probability vs. loss probability

1.32

1.11

+0.21

Calmar ratio

Return relative to maximum drawdown

2.21

0.89

+1.32

Martin ratio

Return relative to average drawdown

9.47

3.43

+6.04

UCMCX vs. QBDSX - Sharpe Ratio Comparison

The current UCMCX Sharpe Ratio is 1.58, which is higher than the QBDSX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of UCMCX 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


UCMCXQBDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.60

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.21

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.17

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.15

+0.53

Correlation

The correlation between UCMCX and QBDSX is 0.52, 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

UCMCX vs. QBDSX - Dividend Comparison

UCMCX's dividend yield for the trailing twelve months is around 3.32%, less than QBDSX's 4.49% yield.


TTM20252024202320222021202020192018201720162015
UCMCX
USAA Cornerstone Moderately Conservative Fund
3.32%3.16%2.03%2.42%7.62%6.62%1.68%2.31%4.13%4.37%2.39%3.31%
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

UCMCX vs. QBDSX - Drawdown Comparison

The maximum UCMCX drawdown since its inception was -21.85%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for UCMCX and QBDSX.


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Drawdown Indicators


UCMCXQBDSXDifference

Max Drawdown

Largest peak-to-trough decline

-21.85%

-18.38%

-3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-5.72%

-3.09%

-2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-21.85%

-7.40%

-14.45%

Max Drawdown (10Y)

Largest decline over 10 years

-21.85%

-18.38%

-3.47%

Current Drawdown

Current decline from peak

-3.71%

-8.41%

+4.70%

Average Drawdown

Average peak-to-trough decline

-3.90%

-6.83%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

0.80%

+0.54%

Volatility

UCMCX vs. QBDSX - Volatility Comparison

USAA Cornerstone Moderately Conservative Fund (UCMCX) has a higher volatility of 3.36% compared to Quantified Managed Income Fund (QBDSX) at 1.40%. This indicates that UCMCX'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


UCMCXQBDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

1.40%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

5.10%

2.77%

+2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

8.00%

3.77%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.51%

4.32%

+4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.82%

5.26%

+2.56%