QEVOX vs. JHAIX
Compare and contrast key facts about Quantified Evolution Plus Fund (QEVOX) and JHancock Multi-Asset Absolute Return Fund (JHAIX).
QEVOX is managed by Advisors Preferred. It was launched on Sep 29, 2019. JHAIX is managed by John Hancock. It was launched on Dec 18, 2011.
Performance
QEVOX vs. JHAIX - Performance Comparison
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QEVOX vs. JHAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QEVOX Quantified Evolution Plus Fund | 38.56% | 8.67% | 14.79% | 1.22% | -24.02% | 14.49% | -1.82% | -1.96% |
JHAIX JHancock Multi-Asset Absolute Return Fund | -4.55% | 4.47% | 3.85% | 4.88% | -5.30% | 11.80% | 2.10% | 1.98% |
Returns By Period
In the year-to-date period, QEVOX achieves a 38.56% return, which is significantly higher than JHAIX's -4.55% return.
QEVOX
- 1D
- 0.18%
- 1M
- 12.07%
- YTD
- 38.56%
- 6M
- 52.33%
- 1Y
- 30.78%
- 3Y*
- 19.40%
- 5Y*
- 10.01%
- 10Y*
- —
JHAIX
- 1D
- 0.20%
- 1M
- -6.89%
- YTD
- -4.55%
- 6M
- -4.64%
- 1Y
- -1.63%
- 3Y*
- 1.81%
- 5Y*
- 2.23%
- 10Y*
- 2.46%
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QEVOX vs. JHAIX - Expense Ratio Comparison
QEVOX has a 1.56% expense ratio, which is higher than JHAIX's 1.26% expense ratio.
Return for Risk
QEVOX vs. JHAIX — Risk / Return Rank
QEVOX
JHAIX
QEVOX vs. JHAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Evolution Plus Fund (QEVOX) and JHancock Multi-Asset Absolute Return Fund (JHAIX). 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 | JHAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | -0.12 | +1.35 |
Sortino ratioReturn per unit of downside risk | 1.60 | -0.11 | +1.71 |
Omega ratioGain probability vs. loss probability | 1.25 | 0.99 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.47 | -0.20 | +1.67 |
Martin ratioReturn relative to average drawdown | 2.18 | -0.69 | +2.87 |
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
| QEVOX | JHAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | -0.12 | +1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.32 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.47 | -0.19 |
Correlation
The correlation between QEVOX and JHAIX is 0.21, 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. JHAIX - Dividend Comparison
QEVOX's dividend yield for the trailing twelve months is around 47.88%, while JHAIX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QEVOX Quantified Evolution Plus Fund | 47.88% | 66.34% | 10.32% | 24.53% | 0.07% | 13.55% | 2.29% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% |
JHAIX JHancock Multi-Asset Absolute Return Fund | 0.00% | 0.00% | 1.84% | 0.00% | 3.45% | 0.00% | 0.80% | 17.08% | 0.00% | 0.00% | 0.00% | 6.92% |
Drawdowns
QEVOX vs. JHAIX - Drawdown Comparison
The maximum QEVOX drawdown since its inception was -28.47%, which is greater than JHAIX's maximum drawdown of -10.61%. Use the drawdown chart below to compare losses from any high point for QEVOX and JHAIX.
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Drawdown Indicators
| QEVOX | JHAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.47% | -10.61% | -17.86% |
Max Drawdown (1Y)Largest decline over 1 year | -20.43% | -7.24% | -13.19% |
Max Drawdown (5Y)Largest decline over 5 years | -27.40% | -10.61% | -16.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -10.61% | — |
Current DrawdownCurrent decline from peak | -2.96% | -7.06% | +4.10% |
Average DrawdownAverage peak-to-trough decline | -14.19% | -2.69% | -11.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.76% | 2.10% | +11.66% |
Volatility
QEVOX vs. JHAIX - Volatility Comparison
Quantified Evolution Plus Fund (QEVOX) has a higher volatility of 9.69% compared to JHancock Multi-Asset Absolute Return Fund (JHAIX) at 3.25%. This indicates that QEVOX's price experiences larger fluctuations and is considered to be riskier than JHAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QEVOX | JHAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.69% | 3.25% | +6.44% |
Volatility (6M)Calculated over the trailing 6-month period | 21.92% | 6.01% | +15.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.15% | 8.57% | +17.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.09% | 7.02% | +13.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 6.40% | +15.30% |