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GPIFX vs. QEVOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GPIFX vs. QEVOX

Last updated Jun 23, 2026

GPIFX (GuidePath Flexible Income Allocation Fund) and QEVOX (Quantified Evolution Plus Fund) are both Tactical Allocation funds. Over the past 5 years, GPIFX returned 0.36%/yr vs 10.04%/yr for QEVOX. At a 0.25 correlation, their price movements are largely independent. GPIFX charges 0.50%/yr vs 1.56%/yr for QEVOX.

Performance

GPIFX vs. QEVOX - Performance Comparison

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

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Returns By Period

In the year-to-date period, GPIFX achieves a 2.20% return, which is significantly lower than QEVOX's 51.74% return.

GPIFX

1D
0.11%
1M
0.57%
YTD
2.20%
6M
2.28%
1Y
6.26%
3Y*
4.73%
5Y*
0.36%
10Y*
2.77%

QEVOX

1D
3.04%
1M
-6.15%
YTD
51.74%
6M
49.20%
1Y
70.80%
3Y*
22.36%
5Y*
10.04%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

GPIFX vs. QEVOX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
GPIFX
GuidePath Flexible Income Allocation Fund		2.20%3.69%4.22%7.13%-14.14%1.17%15.17%2.18%
QEVOX
Quantified Evolution Plus Fund		51.74%8.67%14.79%1.22%-24.02%14.49%-1.82%-1.96%

Correlation

The correlation between GPIFX and QEVOX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.22

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

0.31

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

0.21

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

0.25

Compare stocks, funds, or ETFs

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

GuidePath Flexible Income Allocation Fund

Quantified Evolution Plus Fund

Often compared with GPIFX:
GPIFX vs. GPICXGPIFX vs. ABRZXGPIFX vs. FLMFXGPIFX vs. GUGGPIFX vs. SFHYXGPIFX vs. CRTOXGPIFX vs. GPINX
Often compared with QEVOX:
QEVOX vs. OTRFXQEVOX vs. QCGDXQEVOX vs. SAPEXQEVOX vs. PMYRXQEVOX vs. QALTXQEVOX vs. HSTRXQEVOX vs. SMIDX

Return for Risk

GPIFX vs. QEVOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GPIFX
GPIFX Risk / Return Rank: 8787
Overall Rank
GPIFX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GPIFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
GPIFX Omega Ratio Rank: 8787
Omega Ratio Rank
GPIFX Calmar Ratio Rank: 8585
Calmar Ratio Rank
GPIFX Martin Ratio Rank: 9191
Martin Ratio Rank
QEVOX
QEVOX Risk / Return Rank: 8080
Overall Rank
QEVOX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QEVOX Sortino Ratio Rank: 6565
Sortino Ratio Rank
QEVOX Omega Ratio Rank: 7777
Omega Ratio Rank
QEVOX Calmar Ratio Rank: 8282
Calmar Ratio Rank
QEVOX Martin Ratio Rank: 8989
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.

GPIFX vs. QEVOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GuidePath Flexible Income Allocation Fund (GPIFX) 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.

GPIFXQEVOXDifference
Sharpe ratioReturn per unit of total volatility
2.57
2.59

-0.03

Sortino ratioReturn per unit of downside risk
3.74
3.06

+0.68

Omega ratioGain probability vs. loss probability

1.57

1.45

+0.11

Calmar ratioReturn relative to maximum drawdown

3.79

3.60

+0.18

Martin ratioReturn relative to average drawdown

17.02

16.07

+0.96

GPIFX vs. QEVOX - Sharpe Ratio Comparison

The current GPIFX Sharpe Ratio is 2.57, which is comparable to the QEVOX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of GPIFX 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

GPIFX vs. QEVOX - Drawdown Comparison

The maximum GPIFX drawdown since its inception was -16.72%, smaller than the maximum QEVOX drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for GPIFX and QEVOX.

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Drawdown Indicators

GPIFXQEVOXDifference

Max Drawdown

Largest peak-to-trough decline

-16.72%

-28.47%

+11.75%

Max Drawdown (1Y)

Largest decline over 1 year

-1.69%

-19.83%

+18.14%

Max Drawdown (3Y)

Largest decline over 3 years

-4.14%

-21.21%

+17.07%

Max Drawdown (5Y)

Largest decline over 5 years

-16.72%

-27.40%

+10.68%

Max Drawdown (10Y)

Largest decline over 10 years

-16.72%

—

—

Current Drawdown

Current decline from peak

-0.20%

-11.08%

+10.88%

Average Drawdown

Average peak-to-trough decline

-4.02%

-13.86%

+9.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

4.44%

-4.06%

Volatility

GPIFX vs. QEVOX - Volatility Comparison

The current volatility for GuidePath Flexible Income Allocation Fund (GPIFX) is 0.91%, while Quantified Evolution Plus Fund (QEVOX) has a volatility of 12.68%. This indicates that GPIFX 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

GPIFXQEVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

12.68%

-11.77%

Volatility (6M)

Calculated over the trailing 6-month period

2.09%

24.75%

-22.66%

Volatility (1Y)

Calculated over the trailing 1-year period

2.50%

27.54%

-25.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.80%

20.63%

-15.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.32%

22.13%

-16.81%

GPIFX vs. QEVOX - Expense Ratio Comparison

GPIFX has a 0.50% expense ratio, which is lower than QEVOX's 1.56% expense ratio.

Dividends

GPIFX vs. QEVOX - Dividend Comparison

GPIFX's dividend yield for the trailing twelve months is around 4.56%, less than QEVOX's 43.72% yield.

PositionTTM20252024202320222021202020192018201720162015
GPIFX
GuidePath Flexible Income Allocation Fund		4.56%5.15%5.18%4.86%1.96%3.10%2.62%3.73%3.46%3.90%1.97%1.24%
QEVOX
Quantified Evolution Plus Fund		43.72%66.34%10.32%24.53%0.07%13.55%2.29%0.15%0.00%0.00%0.00%0.00%

Frequently Asked Questions

GPIFX and QEVOX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QEVOX has higher volatility (12.68%) compared to GPIFX (0.91%). In terms of maximum drawdown, GPIFX dropped -16.72% vs QEVOX's -28.47%.

QEVOX currently has the higher Sharpe Ratio (2.59 vs 2.57), 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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