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.
Key characteristics
| QFITX | VOO | |
|---|---|---|
| YTD Return | 1.60% | 18.91% |
| 1Y Return | -5.98% | 28.20% |
| 3Y Return (Ann) | -9.96% | 9.93% |
| 5Y Return (Ann) | -4.84% | 15.31% |
| Sharpe Ratio | -0.61 | 2.21 |
| Daily Std Dev | 10.35% | 12.64% |
| Max Drawdown | -38.43% | -33.99% |
| Current Drawdown | -33.95% | -0.60% |
Correlation
The correlation between QFITX and VOO is 0.00, 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.
Performance
QFITX vs. VOO - Performance Comparison
In the year-to-date period, QFITX achieves a 1.60% return, which is significantly lower than VOO's 18.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
QFITX vs. VOO - Dividend Comparison
QFITX's dividend yield for the trailing twelve months is around 0.08%, less than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QFITX Quantified Tactical Fixed Income Fund | 0.08% | 0.08% | 0.00% | 0.00% | 2.12% | 2.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
QFITX vs. VOO - Drawdown Comparison
The maximum QFITX drawdown since its inception was -38.43%, 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. For additional features, visit the drawdowns tool.
Volatility
QFITX vs. VOO - Volatility Comparison
The current volatility for Quantified Tactical Fixed Income Fund (QFITX) is 1.31%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.83%. 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.