ASTIX vs. QEVOX

Last updated Apr 1, 2026

Compare and contrast key facts about Astor Dynamic Allocation Fund (ASTIX) and Quantified Evolution Plus Fund (QEVOX).

ASTIX is managed by Astor. It was launched on Oct 18, 2009. QEVOX is managed by Advisors Preferred. It was launched on Sep 29, 2019.

Performance

ASTIX vs. QEVOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astor Dynamic Allocation Fund (ASTIX) and Quantified Evolution Plus Fund (QEVOX). The values are adjusted to include any dividend payments, if applicable.

ASTIX vs. QEVOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ASTIX Astor Dynamic Allocation Fund	1.52%	10.19%	10.64%	9.79%	-11.50%	14.42%	2.42%	4.07%
QEVOX Quantified Evolution Plus Fund	38.56%	8.67%	14.79%	1.22%	-24.02%	14.49%	-1.82%	-1.96%

Returns By Period

ASTIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QEVOX

• 1D: 0.18%
• 1M: 12.07%
• YTD: 38.56%
• 6M: 52.33%
• 1Y: 30.78%
• 3Y*: 19.40%
• 5Y*: 10.01%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ASTIX vs. QEVOX - Expense Ratio Comparison

ASTIX has a 1.15% expense ratio, which is lower than QEVOX's 1.56% expense ratio.

QEVOX

Quantified Evolution Plus Fund

ASTIX

Astor Dynamic Allocation Fund

Return for Risk

ASTIX vs. QEVOX — Risk / Return Rank

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

QEVOX

QEVOX Risk / Return Rank: 56
QEVOX Sharpe Ratio Rank: 69
QEVOX Sortino Ratio Rank: 62
QEVOX Omega Ratio Rank: 66
QEVOX Calmar Ratio Rank: 63
QEVOX Martin Ratio Rank: 21

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.

ASTIX vs. QEVOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astor Dynamic Allocation Fund (ASTIX) and Quantified Evolution Plus Fund (QEVOX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ASTIX	QEVOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.22	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.28	—

Correlation

The correlation between ASTIX and QEVOX is 0.49, 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

ASTIX vs. QEVOX - Dividend Comparison

ASTIX's dividend yield for the trailing twelve months is around 7.80%, less than QEVOX's 47.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASTIX Astor Dynamic Allocation Fund	7.80%	5.80%	11.59%	1.80%	3.72%	13.89%	0.70%	2.90%	4.02%	5.15%	1.42%	0.91%
QEVOX Quantified Evolution Plus Fund	47.88%	66.34%	10.32%	24.53%	0.07%	13.55%	2.29%	0.15%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	ASTIX	QEVOX	Difference
Max Drawdown Largest peak-to-trough decline	—	-28.47%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-20.43%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.40%	—
Current Drawdown Current decline from peak	—	-2.96%	—
Average Drawdown Average peak-to-trough decline	—	-14.19%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	13.76%	—

Volatility

Volatility by Period

	ASTIX	QEVOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.69%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.92%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	26.15%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	20.09%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	21.70%	—