AFLIX vs. QFITX
AFLIX (Anfield Universal Fixed Income Fund) and QFITX (Quantified Tactical Fixed Income Fund) are both Nontraditional Bonds funds. Over the past 5 years, AFLIX returned 2.92%/yr vs -1.30%/yr for QFITX. At a 0.20 correlation, their price movements are largely independent. AFLIX charges 1.39%/yr vs 1.56%/yr for QFITX.
Performance
AFLIX vs. QFITX - Performance Comparison
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Returns By Period
In the year-to-date period, AFLIX achieves a 1.42% return, which is significantly higher than QFITX's -4.59% return.
AFLIX
- 1D
- 0.00%
- 1M
- 0.35%
- YTD
- 1.42%
- 6M
- 1.65%
- 1Y
- 4.81%
- 3Y*
- 6.05%
- 5Y*
- 2.92%
- 10Y*
- —
QFITX
- 1D
- 0.00%
- 1M
- -0.51%
- YTD
- -4.59%
- 6M
- -4.52%
- 1Y
- -6.65%
- 3Y*
- -6.12%
- 5Y*
- -1.30%
- 10Y*
- —
AFLIX vs. QFITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AFLIX Anfield Universal Fixed Income Fund | 1.42% | 5.99% | 5.51% | 7.75% | -5.69% | 1.66% | 0.58% | 1.02% |
QFITX Quantified Tactical Fixed Income Fund | -4.59% | -7.64% | -1.03% | -6.54% | -22.87% | 36.77% | 10.36% | 2.31% |
Correlation
The correlation between AFLIX and QFITX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2019 | 0.20 |
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Return for Risk
AFLIX vs. QFITX — Risk / Return Rank
AFLIX
QFITX
AFLIX vs. QFITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Anfield Universal Fixed Income Fund (AFLIX) and Quantified Tactical Fixed Income Fund (QFITX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AFLIX | QFITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.62 | ||
| Sortino ratioReturn per unit of downside risk | +7.13 | ||
| Omega ratioGain probability vs. loss probability | 1.96 | 0.81 | +1.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | -0.71 | +4.46 |
| Martin ratioReturn relative to average drawdown | 17.82 | -1.46 | +19.28 |
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Drawdowns
AFLIX vs. QFITX - Drawdown Comparison
The maximum AFLIX drawdown since its inception was -9.43%, smaller than the maximum QFITX drawdown of -38.03%. Use the drawdown chart below to compare losses from any high point for AFLIX and QFITX.
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Drawdown Indicators
| AFLIX | QFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.43% | -38.03% | +28.60% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -8.67% | +7.35% |
Max Drawdown (3Y)Largest decline over 3 years | -1.38% | -20.64% | +19.26% |
Max Drawdown (5Y)Largest decline over 5 years | -8.55% | -38.03% | +29.48% |
Current DrawdownCurrent decline from peak | -0.11% | -37.67% | +37.56% |
Average DrawdownAverage peak-to-trough decline | -1.61% | -19.36% | +17.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.28% | 4.18% | -3.90% |
Volatility
AFLIX vs. QFITX - Volatility Comparison
The current volatility for Anfield Universal Fixed Income Fund (AFLIX) is 0.38%, while Quantified Tactical Fixed Income Fund (QFITX) has a volatility of 1.10%. This indicates that AFLIX experiences smaller price fluctuations and is considered to be less risky than QFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AFLIX | QFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.38% | 1.10% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 1.19% | 4.18% | -2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.42% | 5.45% | -4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.98% | 21.20% | -19.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.33% | 20.20% | -17.87% |
AFLIX vs. QFITX - Expense Ratio Comparison
AFLIX has a 1.39% expense ratio, which is lower than QFITX's 1.56% expense ratio.
Dividends
AFLIX vs. QFITX - Dividend Comparison
AFLIX's dividend yield for the trailing twelve months is around 2.30%, less than QFITX's 16.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
AFLIX Anfield Universal Fixed Income Fund | 2.30% | 3.15% | 5.97% | 5.31% | 4.13% | 2.40% | 4.51% | 2.88% | 2.92% | 1.34% |
QFITX Quantified Tactical Fixed Income Fund | 16.08% | 12.72% | 3.70% | 0.08% | 0.15% | 29.15% | 2.12% | 4.28% | 0.00% | 0.00% |
Frequently Asked Questions
AFLIX and QFITX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QFITX has higher volatility (1.10%) compared to AFLIX (0.38%). In terms of maximum drawdown, AFLIX dropped -9.43% vs QFITX's -38.03%.
AFLIX currently has the higher Sharpe Ratio (3.50 vs -1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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