NCEGX vs. QEVOX
NCEGX (The North Country Large Cap Equity Fund) and QEVOX (Quantified Evolution Plus Fund) are both mutual funds - NCEGX is a Large Cap Growth Equities fund managed by Advisors Preferred, while QEVOX is a Tactical Allocation fund managed by Advisors Preferred. Over the past 5 years, NCEGX returned 9.64%/yr vs 7.74%/yr for QEVOX. Their 0.39 correlation means their historical movements had little consistent relationship. NCEGX charges 0.99%/yr vs 1.56%/yr for QEVOX.
Performance
NCEGX vs. QEVOX - Performance Comparison
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Returns By Period
In the year-to-date period, NCEGX achieves a 4.06% return, which is significantly lower than QEVOX's 43.03% return.
NCEGX
- 1D
- 1.60%
- 1M
- -0.04%
- 6M
- 3.84%
- YTD
- 4.06%
- 1Y
- 12.68%
- 3Y*
- 16.39%
- 5Y*
- 9.64%
- 10Y*
- 14.65%
- ALL TIME*
- 8.22%
QEVOX
- 1D
- 0.88%
- 1M
- -2.54%
- 6M
- 22.60%
- YTD
- 43.03%
- 1Y
- 63.23%
- 3Y*
- 18.83%
- 5Y*
- 7.74%
- 10Y*
- —
- ALL TIME*
- 6.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
NCEGX vs. QEVOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NCEGX The North Country Large Cap Equity Fund | 4.06% | 13.28% | 27.49% | 24.09% | -20.58% | 23.09% | 24.54% | 18.17% |
QEVOX Quantified Evolution Plus Fund | 43.03% | 8.67% | 14.79% | 1.22% | -24.02% | 14.49% | -1.82% | -1.96% |
Correlation
The correlation between NCEGX and QEVOX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.39 |
The correlation between NCEGX and QEVOX shifts across timeframes, from 0.35 (1 year) to 0.47 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
NCEGX vs. QEVOX — Risk / Return Rank
NCEGX
QEVOX
NCEGX vs. QEVOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The North Country Large Cap Equity Fund (NCEGX) 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.
| NCEGX | QEVOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.38 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 3.22 | -2.32 |
| Martin ratioReturn relative to average drawdown | 3.43 | 9.80 | -6.37 |
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Drawdowns
NCEGX vs. QEVOX - Drawdown Comparison
The maximum NCEGX drawdown since its inception was -52.03%, which is greater than QEVOX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for NCEGX and QEVOX.
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Drawdown Indicators
| NCEGX | QEVOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.03% | -28.47% | -23.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -19.83% | +7.99% |
Max Drawdown (3Y)Largest decline over 3 years | -27.93% | -21.21% | -6.72% |
Max Drawdown (5Y)Largest decline over 5 years | -27.93% | -27.40% | -0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -29.26% | — | — |
Current DrawdownCurrent decline from peak | -2.15% | -16.18% | +14.03% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -13.87% | +4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 6.50% | -3.42% |
Volatility
NCEGX vs. QEVOX - Volatility Comparison
The current volatility for The North Country Large Cap Equity Fund (NCEGX) is 3.92%, while Quantified Evolution Plus Fund (QEVOX) has a volatility of 6.48%. This indicates that NCEGX 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
| NCEGX | QEVOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 6.48% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 24.26% | -13.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.67% | 28.69% | -15.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.05% | 20.74% | -2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.64% | 22.19% | -3.55% |
NCEGX vs. QEVOX - Expense Ratio Comparison
NCEGX has a 0.99% expense ratio, which is lower than QEVOX's 1.56% expense ratio.
Dividends
NCEGX vs. QEVOX - Dividend Comparison
NCEGX's dividend yield for the trailing twelve months is around 2.72%, less than QEVOX's 46.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NCEGX The North Country Large Cap Equity Fund | 2.72% | 2.83% | 12.48% | 16.29% | 12.98% | 8.43% | 11.16% | 13.66% | 8.04% | 6.79% | 2.11% | 5.39% |
QEVOX Quantified Evolution Plus Fund | 46.38% | 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
NCEGX and QEVOX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QEVOX has higher volatility (6.48%) compared to NCEGX (3.92%). In terms of maximum drawdown, NCEGX dropped -52.03% vs QEVOX's -28.47%.
QEVOX currently has the higher Sharpe Ratio (2.23 vs 0.78), 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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