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PFTEX vs. QEVOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFTEX vs. QEVOX - Performance Comparison

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

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PFTEX vs. QEVOX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PFTEX
PFG Meeder Tactical Strategy Fund
-1.88%13.11%13.02%12.53%-13.13%11.68%3.04%5.09%
QEVOX
Quantified Evolution Plus Fund
40.30%8.67%14.79%1.22%-24.02%14.49%-1.82%-1.96%

Returns By Period

In the year-to-date period, PFTEX achieves a -1.88% return, which is significantly lower than QEVOX's 40.30% return.


PFTEX

1D
2.56%
1M
-5.62%
YTD
-1.88%
6M
0.16%
1Y
14.44%
3Y*
11.22%
5Y*
5.61%
10Y*

QEVOX

1D
1.26%
1M
10.59%
YTD
40.30%
6M
53.48%
1Y
32.43%
3Y*
19.90%
5Y*
9.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFTEX vs. QEVOX - Expense Ratio Comparison

PFTEX has a 2.05% expense ratio, which is higher than QEVOX's 1.56% expense ratio.


Return for Risk

PFTEX vs. QEVOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PFTEX
PFTEX Risk / Return Rank: 5353
Overall Rank
PFTEX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PFTEX Sortino Ratio Rank: 4949
Sortino Ratio Rank
PFTEX Omega Ratio Rank: 4646
Omega Ratio Rank
PFTEX Calmar Ratio Rank: 6060
Calmar Ratio Rank
PFTEX Martin Ratio Rank: 6161
Martin Ratio Rank

QEVOX
QEVOX Risk / Return Rank: 5252
Overall Rank
QEVOX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QEVOX Sortino Ratio Rank: 5555
Sortino Ratio Rank
QEVOX Omega Ratio Rank: 6161
Omega Ratio Rank
QEVOX Calmar Ratio Rank: 6060
Calmar Ratio Rank
QEVOX Martin Ratio Rank: 1818
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.

PFTEX vs. QEVOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG Meeder Tactical Strategy Fund (PFTEX) 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.


PFTEXQEVOXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.25

-0.19

Sortino ratio

Return per unit of downside risk

1.55

1.63

-0.08

Omega ratio

Gain probability vs. loss probability

1.22

1.26

-0.04

Calmar ratio

Return relative to maximum drawdown

1.64

1.63

+0.01

Martin ratio

Return relative to average drawdown

6.67

2.43

+4.25

PFTEX vs. QEVOX - Sharpe Ratio Comparison

The current PFTEX Sharpe Ratio is 1.06, which is comparable to the QEVOX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of PFTEX and QEVOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PFTEXQEVOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.25

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.49

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.29

+0.04

Correlation

The correlation between PFTEX and QEVOX is 0.46, 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

PFTEX vs. QEVOX - Dividend Comparison

PFTEX's dividend yield for the trailing twelve months is around 9.63%, less than QEVOX's 47.28% yield.


TTM202520242023202220212020201920182017
PFTEX
PFG Meeder Tactical Strategy Fund
9.63%9.45%3.38%2.23%18.46%2.00%1.00%0.15%0.18%0.13%
QEVOX
Quantified Evolution Plus Fund
47.28%66.34%10.32%24.53%0.07%13.55%2.29%0.15%0.00%0.00%

Drawdowns

PFTEX vs. QEVOX - Drawdown Comparison

The maximum PFTEX drawdown since its inception was -19.72%, smaller than the maximum QEVOX drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for PFTEX and QEVOX.


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Drawdown Indicators


PFTEXQEVOXDifference

Max Drawdown

Largest peak-to-trough decline

-19.72%

-28.47%

+8.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-20.43%

+11.15%

Max Drawdown (5Y)

Largest decline over 5 years

-17.99%

-27.40%

+9.41%

Current Drawdown

Current decline from peak

-6.55%

-1.74%

-4.81%

Average Drawdown

Average peak-to-trough decline

-5.49%

-14.18%

+8.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

13.76%

-11.48%

Volatility

PFTEX vs. QEVOX - Volatility Comparison

The current volatility for PFG Meeder Tactical Strategy Fund (PFTEX) is 5.23%, while Quantified Evolution Plus Fund (QEVOX) has a volatility of 9.49%. This indicates that PFTEX 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


PFTEXQEVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

9.49%

-4.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

21.94%

-13.08%

Volatility (1Y)

Calculated over the trailing 1-year period

14.13%

26.13%

-12.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

20.08%

-4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

21.70%

-7.10%