Correlation
The correlation between QFITX and VOO is 0.02, 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.
QFITX vs. VOO
Compare and contrast key facts about Quantified Tactical Fixed Income Fund (QFITX) and Vanguard S&P 500 ETF (VOO).
QFITX is managed by Advisors Preferred. It was launched on Sep 12, 2019. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QFITX or VOO.
Performance
QFITX vs. VOO - Performance Comparison
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Key characteristics
QFITX:
-0.84
VOO:
0.74
QFITX:
-1.10
VOO:
1.04
QFITX:
0.86
VOO:
1.15
QFITX:
-0.17
VOO:
0.68
QFITX:
-1.47
VOO:
2.58
QFITX:
4.62%
VOO:
4.93%
QFITX:
8.18%
VOO:
19.54%
QFITX:
-39.72%
VOO:
-33.99%
QFITX:
-39.72%
VOO:
-3.55%
Returns By Period
In the year-to-date period, QFITX achieves a -6.30% return, which is significantly lower than VOO's 0.90% return.
QFITX
-6.30%
-1.47%
-10.73%
-7.39%
-8.76%
-8.69%
N/A
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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QFITX vs. VOO - Expense Ratio Comparison
QFITX has a 1.56% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
QFITX vs. VOO — Risk-Adjusted Performance Rank
QFITX
VOO
QFITX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Tactical Fixed Income Fund (QFITX) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
QFITX vs. VOO - Dividend Comparison
QFITX's dividend yield for the trailing twelve months is around 3.95%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QFITX Quantified Tactical Fixed Income Fund | 3.95% | 3.70% | 0.08% | 0.00% | 0.00% | 2.12% | 2.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
QFITX vs. VOO - Drawdown Comparison
The maximum QFITX drawdown since its inception was -39.72%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for QFITX and VOO.
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Volatility
QFITX vs. VOO - Volatility Comparison
The current volatility for Quantified Tactical Fixed Income Fund (QFITX) is 0.93%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that QFITX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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