QALTX vs. EBSAX
Compare and contrast key facts about Quantified Alternative Investment Fund (QALTX) and Campbell Systematic Macro Fund Class A Shares (EBSAX).
QALTX is managed by Advisors Preferred. It was launched on Aug 8, 2013. EBSAX is managed by Campbell & Company. It was launched on Mar 4, 2013.
Performance
QALTX vs. EBSAX - Performance Comparison
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QALTX vs. EBSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QALTX Quantified Alternative Investment Fund | 3.15% | 14.31% | 4.11% | 2.76% | -8.13% | 11.76% | 12.85% |
EBSAX Campbell Systematic Macro Fund Class A Shares | 7.79% | -1.34% | 11.28% | -2.11% | 30.56% | 8.90% | 4.88% |
Returns By Period
In the year-to-date period, QALTX achieves a 3.15% return, which is significantly lower than EBSAX's 7.79% return.
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%
EBSAX
- 1D
- 0.10%
- 1M
- 3.00%
- YTD
- 7.79%
- 6M
- 4.61%
- 1Y
- 0.91%
- 3Y*
- 3.76%
- 5Y*
- 9.34%
- 10Y*
- —
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QALTX vs. EBSAX - Expense Ratio Comparison
QALTX has a 1.33% expense ratio, which is lower than EBSAX's 2.00% expense ratio.
Return for Risk
QALTX vs. EBSAX — Risk / Return Rank
QALTX
EBSAX
QALTX vs. EBSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Alternative Investment Fund (QALTX) and Campbell Systematic Macro Fund Class A Shares (EBSAX). 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.
| QALTX | EBSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 0.18 | +1.60 |
Sortino ratioReturn per unit of downside risk | 2.35 | 0.30 | +2.05 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.04 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 2.83 | 0.20 | +2.63 |
Martin ratioReturn relative to average drawdown | 12.72 | 0.33 | +12.39 |
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
| QALTX | EBSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 0.18 | +1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.98 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.12 | -0.80 |
Correlation
The correlation between QALTX and EBSAX is 0.16, 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
QALTX vs. EBSAX - Dividend Comparison
QALTX's dividend yield for the trailing twelve months is around 2.35%, less than EBSAX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EBSAX Campbell Systematic Macro Fund Class A Shares | 2.78% | 3.00% | 2.59% | 1.45% | 15.15% | 7.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QALTX vs. EBSAX - Drawdown Comparison
The maximum QALTX drawdown since its inception was -24.22%, which is greater than EBSAX's maximum drawdown of -11.15%. Use the drawdown chart below to compare losses from any high point for QALTX and EBSAX.
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Drawdown Indicators
| QALTX | EBSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.22% | -11.15% | -13.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.46% | -7.59% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -13.17% | -11.15% | -2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -24.22% | — | — |
Current DrawdownCurrent decline from peak | -2.96% | 0.00% | -2.96% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -3.23% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 4.55% | -3.11% |
Volatility
QALTX vs. EBSAX - Volatility Comparison
The current volatility for Quantified Alternative Investment Fund (QALTX) is 2.53%, while Campbell Systematic Macro Fund Class A Shares (EBSAX) has a volatility of 3.09%. This indicates that QALTX experiences smaller price fluctuations and is considered to be less risky than EBSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QALTX | EBSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 3.09% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 6.29% | +1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.49% | 8.64% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.94% | 9.61% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.89% | 9.53% | +0.36% |