QEVOX vs. CRDBX

Last updated Apr 2, 2026

Compare and contrast key facts about Quantified Evolution Plus Fund (QEVOX) and Conquer Risk Defensive Bull Fund (CRDBX).

QEVOX is managed by Advisors Preferred. It was launched on Sep 29, 2019. CRDBX is managed by Potomac Fund Management Inc.. It was launched on Jun 30, 2020.

Performance

QEVOX vs. CRDBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Evolution Plus Fund (QEVOX) and Conquer Risk Defensive Bull Fund (CRDBX). The values are adjusted to include any dividend payments, if applicable.

QEVOX vs. CRDBX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
QEVOX Quantified Evolution Plus Fund	40.30%	8.67%	14.79%	1.22%	-24.02%	14.49%	8.12%
CRDBX Conquer Risk Defensive Bull Fund	1.84%	25.36%	19.91%	18.44%	-8.22%	28.08%	24.03%

Returns By Period

In the year-to-date period, QEVOX achieves a 40.30% return, which is significantly higher than CRDBX's 1.84% return.

QEVOX

• 1D: 1.26%
• 1M: 10.59%
• YTD: 40.30%
• 6M: 53.48%
• 1Y: 32.43%
• 3Y*: 19.90%
• 5Y*: 9.72%
• 10Y*: —

CRDBX

• 1D: 4.87%
• 1M: 4.80%
• YTD: 1.84%
• 6M: 8.34%
• 1Y: 36.76%
• 3Y*: 15.04%
• 5Y*: 12.48%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QEVOX vs. CRDBX - Expense Ratio Comparison

QEVOX has a 1.56% expense ratio, which is higher than CRDBX's 1.24% expense ratio.

QEVOX

Quantified Evolution Plus Fund

CRDBX

Conquer Risk Defensive Bull Fund

Return for Risk

QEVOX vs. CRDBX — Risk / Return Rank

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

QEVOX

QEVOX Risk / Return Rank: 52
QEVOX Sharpe Ratio Rank: 64
QEVOX Sortino Ratio Rank: 55
QEVOX Omega Ratio Rank: 61
QEVOX Calmar Ratio Rank: 60
QEVOX Martin Ratio Rank: 18

CRDBX

CRDBX Risk / Return Rank: 95
CRDBX Sharpe Ratio Rank: 87
CRDBX Sortino Ratio Rank: 95
CRDBX Omega Ratio Rank: 96
CRDBX Calmar Ratio Rank: 98
CRDBX Martin Ratio Rank: 97

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.

QEVOX vs. CRDBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Evolution Plus Fund (QEVOX) and Conquer Risk Defensive Bull Fund (CRDBX). 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.

	QEVOX	CRDBX	Difference
Sharpe ratio Return per unit of total volatility	1.25	1.76	-0.51
Sortino ratio Return per unit of downside risk	1.63	3.26	-1.64
Omega ratio Gain probability vs. loss probability	1.26	1.61	-0.35
Calmar ratio Return relative to maximum drawdown	1.63	5.17	-3.54
Martin ratio Return relative to average drawdown	2.43	16.62	-14.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QEVOX vs. CRDBX - Sharpe Ratio Comparison

The current QEVOX Sharpe Ratio is 1.25, which is comparable to the CRDBX Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of QEVOX and CRDBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QEVOX	CRDBX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	1.76	-0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.01	+0.48
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.01	+0.28

Correlation

The correlation between QEVOX and CRDBX is 0.39, 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

QEVOX vs. CRDBX - Dividend Comparison

QEVOX's dividend yield for the trailing twelve months is around 47.28%, more than CRDBX's 15.08% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
QEVOX Quantified Evolution Plus Fund	47.28%	66.34%	10.32%	24.53%	0.07%	13.55%	2.29%	0.15%
CRDBX Conquer Risk Defensive Bull Fund	15.08%	15.36%	12.58%	9.91%	0.18%	25.05%	1.65%	0.00%

Drawdowns

QEVOX vs. CRDBX - Drawdown Comparison

The maximum QEVOX drawdown since its inception was -28.47%, smaller than the maximum CRDBX drawdown of -97.00%. Use the drawdown chart below to compare losses from any high point for QEVOX and CRDBX.

Drawdown Indicators

	QEVOX	CRDBX	Difference
Max Drawdown Largest peak-to-trough decline	-28.47%	-97.00%	+68.53%
Max Drawdown (1Y) Largest decline over 1 year	-20.43%	-7.13%	-13.30%
Max Drawdown (5Y) Largest decline over 5 years	-27.40%	-97.00%	+69.60%
Current Drawdown Current decline from peak	-1.74%	-95.71%	+93.97%
Average Drawdown Average peak-to-trough decline	-14.18%	-25.67%	+11.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.76%	2.22%	+11.54%

Volatility

QEVOX vs. CRDBX - Volatility Comparison

Quantified Evolution Plus Fund (QEVOX) has a higher volatility of 9.49% compared to Conquer Risk Defensive Bull Fund (CRDBX) at 5.18%. This indicates that QEVOX's price experiences larger fluctuations and is considered to be riskier than CRDBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QEVOX	CRDBX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.49%	5.18%	+4.31%
Volatility (6M) Calculated over the trailing 6-month period	21.94%	10.66%	+11.28%
Volatility (1Y) Calculated over the trailing 1-year period	26.13%	21.01%	+5.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.08%	1,635.86%	-1,615.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.70%	1,525.82%	-1,504.12%