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VALIX vs. QBDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VALIX vs. QBDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Value Line Capital Appreciation Fund, Inc. (VALIX) and Quantified Managed Income Fund (QBDSX). The values are adjusted to include any dividend payments, if applicable.

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VALIX vs. QBDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VALIX
Value Line Capital Appreciation Fund, Inc.
-10.01%20.76%21.20%34.45%-29.86%6.69%33.13%26.20%-2.86%23.88%
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, VALIX achieves a -10.01% return, which is significantly lower than QBDSX's -0.76% return. Over the past 10 years, VALIX has outperformed QBDSX with an annualized return of 10.81%, while QBDSX has yielded a comparatively lower 0.83% annualized return.


VALIX

1D
-0.31%
1M
-5.75%
YTD
-10.01%
6M
-9.23%
1Y
14.18%
3Y*
15.78%
5Y*
5.27%
10Y*
10.81%

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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VALIX vs. QBDSX - Expense Ratio Comparison

VALIX has a 1.07% expense ratio, which is lower than QBDSX's 1.31% expense ratio.


Return for Risk

VALIX vs. QBDSX — Risk / Return Rank

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

VALIX
VALIX Risk / Return Rank: 3636
Overall Rank
VALIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VALIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VALIX Omega Ratio Rank: 3737
Omega Ratio Rank
VALIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VALIX Martin Ratio Rank: 2727
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.

VALIX vs. QBDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Value Line Capital Appreciation Fund, Inc. (VALIX) 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.


VALIXQBDSXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.63

+0.18

Sortino ratio

Return per unit of downside risk

1.31

0.91

+0.40

Omega ratio

Gain probability vs. loss probability

1.17

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

0.88

0.93

-0.05

Martin ratio

Return relative to average drawdown

2.93

3.64

-0.72

VALIX vs. QBDSX - Sharpe Ratio Comparison

The current VALIX Sharpe Ratio is 0.81, which is comparable to the QBDSX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VALIX 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


VALIXQBDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.63

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.21

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.16

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.15

+0.40

Correlation

The correlation between VALIX and QBDSX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VALIX vs. QBDSX - Dividend Comparison

VALIX's dividend yield for the trailing twelve months is around 6.70%, more than QBDSX's 4.51% yield.


TTM20252024202320222021202020192018201720162015
VALIX
Value Line Capital Appreciation Fund, Inc.
6.70%6.03%0.79%0.75%11.01%10.83%5.49%9.79%8.28%5.57%5.75%6.86%
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

VALIX vs. QBDSX - Drawdown Comparison

The maximum VALIX drawdown since its inception was -35.14%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for VALIX and QBDSX.


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Drawdown Indicators


VALIXQBDSXDifference

Max Drawdown

Largest peak-to-trough decline

-35.14%

-18.38%

-16.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-3.09%

-9.27%

Max Drawdown (5Y)

Largest decline over 5 years

-35.14%

-7.40%

-27.74%

Max Drawdown (10Y)

Largest decline over 10 years

-35.14%

-18.38%

-16.76%

Current Drawdown

Current decline from peak

-12.36%

-8.75%

-3.61%

Average Drawdown

Average peak-to-trough decline

-6.58%

-6.83%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

0.79%

+2.92%

Volatility

VALIX vs. QBDSX - Volatility Comparison

Value Line Capital Appreciation Fund, Inc. (VALIX) has a higher volatility of 4.76% compared to Quantified Managed Income Fund (QBDSX) at 1.31%. This indicates that VALIX'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


VALIXQBDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

1.31%

+3.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

2.79%

+7.56%

Volatility (1Y)

Calculated over the trailing 1-year period

17.39%

3.76%

+13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.05%

4.32%

+14.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

5.25%

+13.53%