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ATACX vs. QEVOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ATACX vs. QEVOX

Last updated Jun 26, 2026

ATACX (ATAC Rotation Fund) and QEVOX (Quantified Evolution Plus Fund) are both Tactical Allocation funds. Over the past 5 years, ATACX returned 0.15%/yr vs 8.32%/yr for QEVOX. At a 0.20 correlation, their price movements are largely independent. ATACX charges 1.74%/yr vs 1.56%/yr for QEVOX.

Performance

ATACX vs. QEVOX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ATACX achieves a 14.61% return, which is significantly lower than QEVOX's 45.27% return.

ATACX

1D
1.19%
1M
-1.41%
YTD
14.61%
6M
10.80%
1Y
21.66%
3Y*
15.97%
5Y*
0.15%
10Y*
7.96%

QEVOX

1D
0.00%
1M
-9.74%
YTD
45.27%
6M
40.95%
1Y
66.07%
3Y*
22.30%
5Y*
8.32%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATACX vs. QEVOX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
ATACX
ATAC Rotation Fund		14.61%18.74%5.05%2.10%-25.80%-10.55%72.81%-1.44%
QEVOX
Quantified Evolution Plus Fund		45.27%8.67%14.79%1.22%-24.02%14.49%-1.82%-1.96%

Correlation

The correlation between ATACX and QEVOX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.20

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

ATAC Rotation Fund

Quantified Evolution Plus Fund

Often compared with ATACX:
ATACX vs. SPYATACX vs. PBAIXATACX vs. ABRYXATACX vs. PDXATACX vs. CRDBXATACX vs. GPIFXATACX vs. ABRZX
Often compared with QEVOX:
QEVOX vs. OTRFXQEVOX vs. GPIFXQEVOX vs. QCGDXQEVOX vs. SAPEXQEVOX vs. PMYRXQEVOX vs. QALTXQEVOX vs. HSTRX

Return for Risk

ATACX vs. QEVOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ATACX
ATACX Risk / Return Rank: 2626
Overall Rank
ATACX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ATACX Sortino Ratio Rank: 1919
Sortino Ratio Rank
ATACX Omega Ratio Rank: 2424
Omega Ratio Rank
ATACX Calmar Ratio Rank: 3535
Calmar Ratio Rank
ATACX Martin Ratio Rank: 3131
Martin Ratio Rank
QEVOX
QEVOX Risk / Return Rank: 8080
Overall Rank
QEVOX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
QEVOX Sortino Ratio Rank: 6969
Sortino Ratio Rank
QEVOX Omega Ratio Rank: 7878
Omega Ratio Rank
QEVOX Calmar Ratio Rank: 8383
Calmar Ratio Rank
QEVOX Martin Ratio Rank: 8888
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.

ATACX vs. QEVOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ATAC Rotation Fund (ATACX) 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.

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.

ATACXQEVOXDifference
Sharpe ratioReturn per unit of total volatility
1.02
2.38

-1.36

Sortino ratioReturn per unit of downside risk
1.49
2.83

-1.34

Omega ratioGain probability vs. loss probability

1.21

1.42

-0.21

Calmar ratioReturn relative to maximum drawdown

1.89

3.35

-1.46

Martin ratioReturn relative to average drawdown

5.90

14.24

-8.34

ATACX vs. QEVOX - Sharpe Ratio Comparison

The current ATACX Sharpe Ratio is 1.02, which is lower than the QEVOX Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of ATACX and QEVOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ATACX vs. QEVOX - Drawdown Comparison

The maximum ATACX drawdown since its inception was -51.26%, which is greater than QEVOX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for ATACX and QEVOX.

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Drawdown Indicators

ATACXQEVOXDifference

Max Drawdown

Largest peak-to-trough decline

-51.26%

-28.47%

-22.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-19.83%

+9.26%

Max Drawdown (3Y)

Largest decline over 3 years

-18.94%

-21.21%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-43.57%

-27.40%

-16.17%

Max Drawdown (10Y)

Largest decline over 10 years

-51.26%

—

—

Current Drawdown

Current decline from peak

-13.01%

-14.87%

+1.86%

Average Drawdown

Average peak-to-trough decline

-16.77%

-13.86%

-2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

4.66%

-1.27%

Volatility

ATACX vs. QEVOX - Volatility Comparison

The current volatility for ATAC Rotation Fund (ATACX) is 11.17%, while Quantified Evolution Plus Fund (QEVOX) has a volatility of 13.35%. This indicates that ATACX experiences smaller price fluctuations and is considered to be less risky than QEVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ATACXQEVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.17%

13.35%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

25.23%

-8.81%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

27.95%

-8.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

20.69%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.67%

22.18%

-1.51%

ATACX vs. QEVOX - Expense Ratio Comparison

ATACX has a 1.74% expense ratio, which is higher than QEVOX's 1.56% expense ratio.

Dividends

ATACX vs. QEVOX - Dividend Comparison

ATACX's dividend yield for the trailing twelve months is around 1.61%, less than QEVOX's 45.66% yield.

PositionTTM202520242023202220212020201920182017
ATACX
ATAC Rotation Fund		1.61%1.85%0.92%0.00%0.00%0.00%13.13%0.90%1.10%8.15%
QEVOX
Quantified Evolution Plus Fund		45.66%66.34%10.32%24.53%0.07%13.55%2.29%0.15%0.00%0.00%

Frequently Asked Questions

ATACX and QEVOX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QEVOX has higher volatility (13.35%) compared to ATACX (11.17%). In terms of maximum drawdown, ATACX dropped -51.26% vs QEVOX's -28.47%.

QEVOX currently has the higher Sharpe Ratio (2.38 vs 1.02), 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.

Portfolio Optimizer

Find the right allocation for ATACX and QEVOX

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