ASTIX vs. QMLFX

Last updated Jun 24, 2026

ASTIX (Astor Dynamic Allocation Fund) and QMLFX (Quantified Market Leaders Fund) are both Tactical Allocation funds. Over the past 10 years, ASTIX returned 7.18%/yr vs 11.00%/yr for QMLFX. Their correlation of 0.84 suggests significant overlap in exposure. ASTIX charges 1.15%/yr vs 1.30%/yr for QMLFX.

Performance

ASTIX vs. QMLFX - Performance Comparison

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

Returns By Period

In the year-to-date period, ASTIX achieves a 7.54% return, which is significantly lower than QMLFX's 21.38% return. Over the past 10 years, ASTIX has underperformed QMLFX with an annualized return of 7.18%, while QMLFX has yielded a comparatively higher 11.00% annualized return.

ASTIX

• 1D: 0.07%
• 1M: 1.09%
• YTD: 7.54%
• 6M: 7.06%
• 1Y: 16.41%
• 3Y*: 11.68%
• 5Y*: 6.39%
• 10Y*: 7.18%

QMLFX

• 1D: 0.66%
• 1M: 6.68%
• YTD: 21.38%
• 6M: 18.19%
• 1Y: 38.95%
• 3Y*: 13.55%
• 5Y*: 2.02%
• 10Y*: 11.00%

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

ASTIX vs. QMLFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ASTIX Astor Dynamic Allocation Fund	7.54%	10.19%	10.64%	9.79%	-11.50%	14.42%	2.42%	19.37%	-7.67%	15.36%
QMLFX Quantified Market Leaders Fund	21.38%	0.97%	11.05%	15.04%	-23.59%	13.22%	37.81%	26.08%	-13.48%	16.76%

Correlation

The correlation between ASTIX and QMLFX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Aug 9, 2013	0.84

The correlation between ASTIX and QMLFX has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.

Return for Risk

ASTIX vs. QMLFX — Risk / Return Rank

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

ASTIX

ASTIX Risk / Return Rank: 94
ASTIX Sharpe Ratio Rank: 93
ASTIX Sortino Ratio Rank: 91
ASTIX Omega Ratio Rank: 89
ASTIX Calmar Ratio Rank: 98
ASTIX Martin Ratio Rank: 98

QMLFX

QMLFX Risk / Return Rank: 55
QMLFX Sharpe Ratio Rank: 44
QMLFX Sortino Ratio Rank: 37
QMLFX Omega Ratio Rank: 42
QMLFX Calmar Ratio Rank: 88
QMLFX Martin Ratio Rank: 62

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. QMLFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astor Dynamic Allocation Fund (ASTIX) and Quantified Market Leaders Fund (QMLFX). 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.

	ASTIX	QMLFX	Difference
Sharpe ratio: Return per unit of total volatility	2.91	1.81	+1.11
Sortino ratio: Return per unit of downside risk	4.20	2.34	+1.87
Omega ratio: Gain probability vs. loss probability	1.60	1.32	+0.27
Calmar ratio: Return relative to maximum drawdown	7.39	4.13	+3.26
Martin ratio: Return relative to average drawdown	33.01	11.64	+21.36

ASTIX vs. QMLFX - Sharpe Ratio Comparison

The current ASTIX Sharpe Ratio is 2.91, which is higher than the QMLFX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of ASTIX and QMLFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ASTIX vs. QMLFX - Drawdown Comparison

The maximum ASTIX drawdown since its inception was -22.48%, smaller than the maximum QMLFX drawdown of -36.59%. Use the drawdown chart below to compare losses from any high point for ASTIX and QMLFX.

Drawdown Indicators

	ASTIX	QMLFX	Difference
Max Drawdown Largest peak-to-trough decline	-22.48%	-36.59%	+14.11%
Max Drawdown (1Y) Largest decline over 1 year	-2.77%	-10.07%	+7.30%
Max Drawdown (3Y) Largest decline over 3 years	-10.89%	-27.21%	+16.32%
Max Drawdown (5Y) Largest decline over 5 years	-14.55%	-34.07%	+19.52%
Max Drawdown (10Y) Largest decline over 10 years	-22.48%	-36.59%	+14.11%
Current Drawdown Current decline from peak	-0.92%	0.00%	-0.92%
Average Drawdown Average peak-to-trough decline	-4.08%	-12.49%	+8.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.61%	3.56%	-2.95%

Volatility

ASTIX vs. QMLFX - Volatility Comparison

The current volatility for Astor Dynamic Allocation Fund (ASTIX) is 3.27%, while Quantified Market Leaders Fund (QMLFX) has a volatility of 11.85%. This indicates that ASTIX experiences smaller price fluctuations and is considered to be less risky than QMLFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ASTIX	QMLFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.27%	11.85%	-8.58%
Volatility (6M) Calculated over the trailing 6-month period	5.50%	17.84%	-12.34%
Volatility (1Y) Calculated over the trailing 1-year period	7.03%	23.04%	-16.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.68%	20.54%	-11.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.33%	21.24%	-10.91%

ASTIX vs. QMLFX - Expense Ratio Comparison

ASTIX has a 1.15% expense ratio, which is lower than QMLFX's 1.30% expense ratio.

Dividends

ASTIX vs. QMLFX - Dividend Comparison

ASTIX's dividend yield for the trailing twelve months is around 6.97%, more than QMLFX's 1.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ASTIX Astor Dynamic Allocation Fund	6.97%	5.80%	11.59%	1.80%	3.72%	13.89%	0.70%	2.90%	4.02%	5.15%	1.42%	0.91%
QMLFX Quantified Market Leaders Fund	1.13%	1.37%	0.00%	1.99%	0.00%	26.84%	9.58%	0.00%	15.63%	12.15%	2.22%	1.63%

Frequently Asked Questions

Can I hold both ASTIX and QMLFX in my portfolio?

ASTIX and QMLFX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ASTIX or QMLFX?

QMLFX has higher volatility (11.85%) compared to ASTIX (3.27%). In terms of maximum drawdown, ASTIX dropped -22.48% vs QMLFX's -36.59%.

Which has better risk-adjusted returns?

ASTIX currently has the higher Sharpe Ratio (2.91 vs 1.81), 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.