DVRIX vs. QALTX
Compare and contrast key facts about MFS Global Alternative Strategy Fund (DVRIX) and Quantified Alternative Investment Fund (QALTX).
DVRIX is managed by MFS. It was launched on Dec 19, 2007. QALTX is managed by Advisors Preferred. It was launched on Aug 8, 2013.
Performance
DVRIX vs. QALTX - Performance Comparison
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DVRIX vs. QALTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DVRIX MFS Global Alternative Strategy Fund | -0.42% | 10.87% | 9.66% | 9.22% | -5.10% | 3.67% | 4.66% | 13.01% | -0.39% | 6.40% |
QALTX Quantified Alternative Investment Fund | 3.15% | 14.31% | 4.11% | 2.76% | -8.13% | 11.76% | 1.01% | 9.88% | -8.90% | 15.53% |
Returns By Period
In the year-to-date period, DVRIX achieves a -0.42% return, which is significantly lower than QALTX's 3.15% return. Over the past 10 years, DVRIX has outperformed QALTX with an annualized return of 4.85%, while QALTX has yielded a comparatively lower 4.21% annualized return.
DVRIX
- 1D
- 0.28%
- 1M
- -2.81%
- YTD
- -0.42%
- 6M
- 0.45%
- 1Y
- 5.69%
- 3Y*
- 8.70%
- 5Y*
- 5.55%
- 10Y*
- 4.85%
QALTX
- 1D
- -0.10%
- 1M
- -2.78%
- YTD
- 3.15%
- 6M
- 5.51%
- 1Y
- 17.90%
- 3Y*
- 8.53%
- 5Y*
- 4.13%
- 10Y*
- 4.21%
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DVRIX vs. QALTX - Expense Ratio Comparison
DVRIX has a 1.05% expense ratio, which is lower than QALTX's 1.33% expense ratio.
Return for Risk
DVRIX vs. QALTX — Risk / Return Rank
DVRIX
QALTX
DVRIX vs. QALTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Alternative Strategy Fund (DVRIX) and Quantified Alternative Investment Fund (QALTX). 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.
| DVRIX | QALTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.78 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.72 | 2.35 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 2.83 | -1.18 |
Martin ratioReturn relative to average drawdown | 7.05 | 12.72 | -5.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DVRIX | QALTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.78 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 0.46 | +0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.43 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.32 | +0.10 |
Correlation
The correlation between DVRIX and QALTX is 0.55, 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
DVRIX vs. QALTX - Dividend Comparison
DVRIX's dividend yield for the trailing twelve months is around 1.15%, less than QALTX's 2.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVRIX MFS Global Alternative Strategy Fund | 1.15% | 1.15% | 1.65% | 1.15% | 0.60% | 0.60% | 0.64% | 1.14% | 1.11% | 2.17% | 2.87% | 1.15% |
QALTX Quantified Alternative Investment Fund | 2.35% | 2.42% | 1.61% | 3.55% | 1.73% | 12.79% | 0.00% | 1.44% | 0.07% | 3.12% | 0.04% | 0.84% |
Drawdowns
DVRIX vs. QALTX - Drawdown Comparison
The maximum DVRIX drawdown since its inception was -36.61%, which is greater than QALTX's maximum drawdown of -24.22%. Use the drawdown chart below to compare losses from any high point for DVRIX and QALTX.
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Drawdown Indicators
| DVRIX | QALTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.61% | -24.22% | -12.39% |
Max Drawdown (1Y)Largest decline over 1 year | -3.45% | -6.46% | +3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -9.88% | -13.17% | +3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -12.80% | -24.22% | +11.42% |
Current DrawdownCurrent decline from peak | -2.81% | -2.96% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -6.14% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 1.44% | -0.63% |
Volatility
DVRIX vs. QALTX - Volatility Comparison
The current volatility for MFS Global Alternative Strategy Fund (DVRIX) is 1.43%, while Quantified Alternative Investment Fund (QALTX) has a volatility of 2.53%. This indicates that DVRIX experiences smaller price fluctuations and is considered to be less risky than QALTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVRIX | QALTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 2.53% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 7.76% | -5.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.76% | 10.49% | -5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.83% | 8.94% | -4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.21% | 9.89% | -4.68% |