QALTX vs. FARYX
Compare and contrast key facts about Quantified Alternative Investment Fund (QALTX) and Fulcrum Diversified Absolute Return Fund (FARYX).
QALTX is managed by Advisors Preferred. It was launched on Aug 8, 2013. FARYX is managed by Fulcrum. It was launched on Jul 30, 2015.
Performance
QALTX vs. FARYX - Performance Comparison
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QALTX vs. FARYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QALTX Quantified Alternative Investment Fund | 4.13% | 14.31% | 4.11% | 2.76% | -8.13% | 11.76% | 1.01% | 9.88% | -8.90% | 15.53% |
FARYX Fulcrum Diversified Absolute Return Fund | 6.08% | 13.34% | 7.19% | 0.79% | 2.19% | 4.30% | 9.81% | 7.62% | -1.91% | 1.90% |
Returns By Period
In the year-to-date period, QALTX achieves a 4.13% return, which is significantly lower than FARYX's 6.08% return. Over the past 10 years, QALTX has underperformed FARYX with an annualized return of 4.31%, while FARYX has yielded a comparatively higher 5.27% annualized return.
QALTX
- 1D
- 0.95%
- 1M
- -1.76%
- YTD
- 4.13%
- 6M
- 5.79%
- 1Y
- 19.16%
- 3Y*
- 8.88%
- 5Y*
- 4.15%
- 10Y*
- 4.31%
FARYX
- 1D
- -0.19%
- 1M
- -1.60%
- YTD
- 6.08%
- 6M
- 9.13%
- 1Y
- 19.59%
- 3Y*
- 9.84%
- 5Y*
- 5.75%
- 10Y*
- 5.27%
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QALTX vs. FARYX - Expense Ratio Comparison
QALTX has a 1.33% expense ratio, which is higher than FARYX's 1.04% expense ratio.
Return for Risk
QALTX vs. FARYX — Risk / Return Rank
QALTX
FARYX
QALTX vs. FARYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Alternative Investment Fund (QALTX) and Fulcrum Diversified Absolute Return Fund (FARYX). 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 | FARYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 2.56 | -0.74 |
Sortino ratioReturn per unit of downside risk | 2.40 | 3.66 | -1.26 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.47 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.05 | 6.28 | -3.23 |
Martin ratioReturn relative to average drawdown | 13.63 | 21.12 | -7.49 |
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 | FARYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 2.56 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.92 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.92 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.87 | -0.55 |
Correlation
The correlation between QALTX and FARYX is 0.55, 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
QALTX vs. FARYX - Dividend Comparison
QALTX's dividend yield for the trailing twelve months is around 2.32%, less than FARYX's 6.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QALTX Quantified Alternative Investment Fund | 2.32% | 2.42% | 1.61% | 3.55% | 1.73% | 12.79% | 0.00% | 1.44% | 0.07% | 3.12% | 0.04% | 0.84% |
FARYX Fulcrum Diversified Absolute Return Fund | 6.77% | 7.18% | 4.39% | 0.89% | 1.28% | 8.96% | 7.79% | 0.63% | 8.88% | 3.39% | 0.40% | 0.00% |
Drawdowns
QALTX vs. FARYX - Drawdown Comparison
The maximum QALTX drawdown since its inception was -24.22%, which is greater than FARYX's maximum drawdown of -7.41%. Use the drawdown chart below to compare losses from any high point for QALTX and FARYX.
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Drawdown Indicators
| QALTX | FARYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.22% | -7.41% | -16.81% |
Max Drawdown (1Y)Largest decline over 1 year | -6.46% | -3.26% | -3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -13.17% | -6.87% | -6.30% |
Max Drawdown (10Y)Largest decline over 10 years | -24.22% | -7.41% | -16.81% |
Current DrawdownCurrent decline from peak | -2.04% | -2.42% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -1.85% | -4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 0.97% | +0.47% |
Volatility
QALTX vs. FARYX - Volatility Comparison
Quantified Alternative Investment Fund (QALTX) and Fulcrum Diversified Absolute Return Fund (FARYX) have volatilities of 2.75% and 2.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QALTX | FARYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 2.71% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 6.46% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 7.89% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.95% | 6.30% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.89% | 5.75% | +4.14% |