QFITX vs. QSTFX

Last updated Jun 24, 2026

QFITX (Quantified Tactical Fixed Income Fund) and QSTFX (Quantified STF Fund) are both mutual funds - QFITX is a Nontraditional Bonds fund managed by Advisors Preferred, while QSTFX is a Tactical Allocation fund managed by Advisors Preferred. Over the past 5 years, QFITX returned -1.30%/yr vs 11.39%/yr for QSTFX. At a 0.06 correlation, their price movements are largely independent. QFITX charges 1.56%/yr vs 1.55%/yr for QSTFX.

Performance

QFITX vs. QSTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Tactical Fixed Income Fund (QFITX) and Quantified STF Fund (QSTFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QFITX achieves a -4.59% return, which is significantly lower than QSTFX's 25.73% return.

QFITX

• 1D: 0.00%
• 1M: -0.51%
• YTD: -4.59%
• 6M: -4.52%
• 1Y: -6.65%
• 3Y*: -6.12%
• 5Y*: -1.30%
• 10Y*: —

QSTFX

• 1D: -0.05%
• 1M: 6.25%
• YTD: 25.73%
• 6M: 21.99%
• 1Y: 54.25%
• 3Y*: 22.16%
• 5Y*: 11.39%
• 10Y*: 19.25%

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

QFITX vs. QSTFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
QFITX Quantified Tactical Fixed Income Fund	-4.59%	-7.64%	-1.03%	-6.54%	-22.87%	36.77%	10.36%	2.31%
QSTFX Quantified STF Fund	25.73%	-2.48%	29.94%	61.87%	-46.15%	28.79%	78.20%	15.07%

Correlation

The correlation between QFITX and QSTFX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.08
Correlation (All Time) Calculated using the full available price history since Sep 18, 2019	0.06

Over the past year, QFITX and QSTFX have become more correlated (0.33) than their long-term average of 0.06, meaning their price movements have been converging.

Return for Risk

QFITX vs. QSTFX — Risk / Return Rank

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

QFITX

QFITX Risk / Return Rank: 0
QFITX Sharpe Ratio Rank: 0
QFITX Sortino Ratio Rank: 0
QFITX Omega Ratio Rank: 0
QFITX Calmar Ratio Rank: 1
QFITX Martin Ratio Rank: 0

QSTFX

QSTFX Risk / Return Rank: 61
QSTFX Sharpe Ratio Rank: 68
QSTFX Sortino Ratio Rank: 54
QSTFX Omega Ratio Rank: 69
QSTFX Calmar Ratio Rank: 76
QSTFX Martin Ratio Rank: 41

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.

QFITX vs. QSTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Tactical Fixed Income Fund (QFITX) and Quantified STF Fund (QSTFX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	QFITX	QSTFX	Difference
Sharpe ratio: Return per unit of total volatility	-1.13	2.21	-3.34
Sortino ratio: Return per unit of downside risk	-1.50	2.83	-4.33
Omega ratio: Gain probability vs. loss probability	0.81	1.42	-0.61
Calmar ratio: Return relative to maximum drawdown	-0.71	3.25	-3.96
Martin ratio: Return relative to average drawdown	-1.46	8.31	-9.77

QFITX vs. QSTFX - Sharpe Ratio Comparison

The current QFITX Sharpe Ratio is -1.13, which is lower than the QSTFX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of QFITX and QSTFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QFITX vs. QSTFX - Drawdown Comparison

The maximum QFITX drawdown since its inception was -38.03%, smaller than the maximum QSTFX drawdown of -49.03%. Use the drawdown chart below to compare losses from any high point for QFITX and QSTFX.

Drawdown Indicators

	QFITX	QSTFX	Difference
Max Drawdown Largest peak-to-trough decline	-38.03%	-49.03%	+11.00%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-17.87%	+9.20%
Max Drawdown (3Y) Largest decline over 3 years	-20.64%	-32.22%	+11.58%
Max Drawdown (5Y) Largest decline over 5 years	-38.03%	-49.03%	+11.00%
Max Drawdown (10Y) Largest decline over 10 years	—	-49.03%	—
Current Drawdown Current decline from peak	-37.67%	-1.39%	-36.28%
Average Drawdown Average peak-to-trough decline	-19.36%	-15.41%	-3.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.18%	6.98%	-2.80%

Volatility

QFITX vs. QSTFX - Volatility Comparison

The current volatility for Quantified Tactical Fixed Income Fund (QFITX) is 1.10%, while Quantified STF Fund (QSTFX) has a volatility of 8.99%. This indicates that QFITX experiences smaller price fluctuations and is considered to be less risky than QSTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QFITX	QSTFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.10%	8.99%	-7.89%
Volatility (6M) Calculated over the trailing 6-month period	4.18%	19.64%	-15.46%
Volatility (1Y) Calculated over the trailing 1-year period	5.45%	26.28%	-20.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.20%	27.28%	-6.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.20%	28.03%	-7.83%

QFITX vs. QSTFX - Expense Ratio Comparison

QFITX has a 1.56% expense ratio, which is higher than QSTFX's 1.55% expense ratio.

Dividends

QFITX vs. QSTFX - Dividend Comparison

QFITX's dividend yield for the trailing twelve months is around 16.08%, more than QSTFX's 8.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
QFITX Quantified Tactical Fixed Income Fund	16.08%	12.72%	3.70%	0.08%	0.15%	29.15%	2.12%	4.28%	0.00%	0.00%	0.00%
QSTFX Quantified STF Fund	8.47%	10.65%	5.12%	1.03%	0.00%	21.93%	20.82%	0.52%	2.57%	39.11%	0.01%

Frequently Asked Questions

Can I hold both QFITX and QSTFX in my portfolio?

QFITX and QSTFX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QFITX or QSTFX?

QSTFX has higher volatility (8.99%) compared to QFITX (1.10%). In terms of maximum drawdown, QFITX dropped -38.03% vs QSTFX's -49.03%.

Which has better risk-adjusted returns?

QSTFX currently has the higher Sharpe Ratio (2.21 vs -1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.