OTRFX vs. QCGDX
Compare and contrast key facts about OnTrack Core Fund (OTRFX) and Quantified Common Ground Fund (QCGDX).
OTRFX is managed by Advisors Preferred. It was launched on Jan 14, 2013. QCGDX is managed by Advisors Preferred. It was launched on Dec 26, 2019.
Performance
OTRFX vs. QCGDX - Performance Comparison
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OTRFX vs. QCGDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 3.17% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 29.03% | 0.07% |
QCGDX Quantified Common Ground Fund | 2.93% | 1.02% | 9.87% | 14.74% | -12.23% | 32.19% | 14.65% | 0.10% |
Returns By Period
In the year-to-date period, OTRFX achieves a 3.17% return, which is significantly higher than QCGDX's 2.93% return.
OTRFX
- 1D
- 0.02%
- 1M
- -1.17%
- YTD
- 3.17%
- 6M
- 4.89%
- 1Y
- 9.57%
- 3Y*
- 5.35%
- 5Y*
- 1.88%
- 10Y*
- 5.69%
QCGDX
- 1D
- -0.45%
- 1M
- -4.69%
- YTD
- 2.93%
- 6M
- 4.40%
- 1Y
- 5.61%
- 3Y*
- 9.12%
- 5Y*
- 7.01%
- 10Y*
- —
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OTRFX vs. QCGDX - Expense Ratio Comparison
OTRFX has a 2.58% expense ratio, which is higher than QCGDX's 1.68% expense ratio.
Return for Risk
OTRFX vs. QCGDX — Risk / Return Rank
OTRFX
QCGDX
OTRFX vs. QCGDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OnTrack Core Fund (OTRFX) and Quantified Common Ground Fund (QCGDX). 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.
| OTRFX | QCGDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 0.54 | +1.68 |
Sortino ratioReturn per unit of downside risk | 3.01 | 0.83 | +2.18 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.11 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 0.72 | +2.38 |
Martin ratioReturn relative to average drawdown | 8.82 | 2.84 | +5.98 |
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
| OTRFX | QCGDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 0.54 | +1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.48 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 0.57 | +0.67 |
Correlation
The correlation between OTRFX and QCGDX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
OTRFX vs. QCGDX - Dividend Comparison
OTRFX's dividend yield for the trailing twelve months is around 12.64%, more than QCGDX's 0.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 12.64% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
QCGDX Quantified Common Ground Fund | 0.67% | 0.69% | 4.42% | 0.22% | 0.00% | 5.44% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
OTRFX vs. QCGDX - Drawdown Comparison
The maximum OTRFX drawdown since its inception was -9.73%, smaller than the maximum QCGDX drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for OTRFX and QCGDX.
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Drawdown Indicators
| OTRFX | QCGDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.73% | -22.37% | +12.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -8.85% | +5.83% |
Max Drawdown (5Y)Largest decline over 5 years | -9.51% | -20.18% | +10.67% |
Max Drawdown (10Y)Largest decline over 10 years | -9.51% | — | — |
Current DrawdownCurrent decline from peak | -2.87% | -4.69% | +1.82% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -6.27% | +3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 2.25% | -1.19% |
Volatility
OTRFX vs. QCGDX - Volatility Comparison
The current volatility for OnTrack Core Fund (OTRFX) is 1.36%, while Quantified Common Ground Fund (QCGDX) has a volatility of 4.92%. This indicates that OTRFX experiences smaller price fluctuations and is considered to be less risky than QCGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OTRFX | QCGDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 4.92% | -3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 3.90% | 9.53% | -5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.33% | 13.53% | -9.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.06% | 14.77% | -11.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.68% | 16.53% | -12.85% |