QGLDX vs. HFSAX
QGLDX (Quantified Gold Futures Tracking Fund Investor Class) and HFSAX (Hundredfold Select Alternative Fund Investor Class) are both mutual funds - QGLDX is a Gold fund managed by Advisors Preferred, while HFSAX is a Tactical Allocation fund managed by Advisors Preferred. Over the past 10 years, QGLDX returned 8.80%/yr vs 8.17%/yr for HFSAX. Their 0.16 correlation means their historical movements had little consistent relationship. QGLDX charges 1.00%/yr vs 1.75%/yr for HFSAX.
Performance
QGLDX vs. HFSAX - Performance Comparison
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Returns By Period
In the year-to-date period, QGLDX achieves a -5.10% return, which is significantly lower than HFSAX's 0.62% return. Over the past 10 years, QGLDX has outperformed HFSAX with an annualized return of 8.80%, while HFSAX has yielded a comparatively lower 8.17% annualized return.
QGLDX
- 1D
- 1.64%
- 1M
- -0.21%
- 6M
- -15.33%
- YTD
- -5.10%
- 1Y
- 20.76%
- 3Y*
- 25.28%
- 5Y*
- 14.66%
- 10Y*
- 8.80%
- ALL TIME*
- 7.47%
HFSAX
- 1D
- 0.37%
- 1M
- -0.21%
- 6M
- -0.45%
- YTD
- 0.62%
- 1Y
- 7.69%
- 3Y*
- 7.99%
- 5Y*
- 3.52%
- 10Y*
- 8.17%
- ALL TIME*
- 7.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
QGLDX vs. HFSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QGLDX Quantified Gold Futures Tracking Fund Investor Class | -5.10% | 59.91% | 24.52% | 10.39% | -4.64% | -6.25% | 19.35% | 17.03% | -4.07% | 11.44% |
HFSAX Hundredfold Select Alternative Fund Investor Class | 0.62% | 11.97% | 3.75% | 10.93% | -9.44% | 9.05% | 38.71% | 10.35% | -1.97% | 9.91% |
Correlation
The correlation between QGLDX and HFSAX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.30 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.16 |
Over the past year, QGLDX and HFSAX have become more correlated (0.41) than their long-term average of 0.16, meaning their price movements have been converging.
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Return for Risk
QGLDX vs. HFSAX — Risk / Return Rank
QGLDX
HFSAX
QGLDX vs. HFSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Gold Futures Tracking Fund Investor Class (QGLDX) and Hundredfold Select Alternative Fund Investor Class (HFSAX). 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.
| QGLDX | HFSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.30 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.03 | -1.12 |
| Martin ratioReturn relative to average drawdown | 1.99 | 5.01 | -3.02 |
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Drawdowns
QGLDX vs. HFSAX - Drawdown Comparison
The maximum QGLDX drawdown since its inception was -27.17%, which is greater than HFSAX's maximum drawdown of -12.81%. Use the drawdown chart below to compare losses from any high point for QGLDX and HFSAX.
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Drawdown Indicators
| QGLDX | HFSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.17% | -12.81% | -14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -26.47% | -3.68% | -22.79% |
Max Drawdown (3Y)Largest decline over 3 years | -26.47% | -5.67% | -20.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -12.13% | -14.34% |
Max Drawdown (10Y)Largest decline over 10 years | -27.17% | -12.81% | -14.36% |
Current DrawdownCurrent decline from peak | -24.01% | -2.18% | -21.83% |
Average DrawdownAverage peak-to-trough decline | -11.47% | -2.38% | -9.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.13% | 1.48% | +10.65% |
Volatility
QGLDX vs. HFSAX - Volatility Comparison
Quantified Gold Futures Tracking Fund Investor Class (QGLDX) has a higher volatility of 6.24% compared to Hundredfold Select Alternative Fund Investor Class (HFSAX) at 0.98%. This indicates that QGLDX's price experiences larger fluctuations and is considered to be riskier than HFSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QGLDX | HFSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 0.98% | +5.26% |
Volatility (6M)Calculated over the trailing 6-month period | 23.42% | 3.59% | +19.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.07% | 4.75% | +23.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 6.20% | +12.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 6.23% | +10.39% |
QGLDX vs. HFSAX - Expense Ratio Comparison
QGLDX has a 1.00% expense ratio, which is lower than HFSAX's 1.75% expense ratio.
Dividends
QGLDX vs. HFSAX - Dividend Comparison
QGLDX's dividend yield for the trailing twelve months is around 63.85%, more than HFSAX's 9.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFSAX Hundredfold Select Alternative Fund Investor Class | 9.69% | 9.75% | 5.87% | 5.17% | 4.92% | 10.98% | 13.58% | 6.44% | 3.11% | 11.06% | 5.60% | 1.85% |
QGLDX Quantified Gold Futures Tracking Fund Investor Class | 63.85% | 60.49% | 28.70% | 10.20% | 0.00% | 0.00% | 9.92% | 14.32% | 1.23% | 5.75% | 2.08% | 0.00% |
Frequently Asked Questions
QGLDX and HFSAX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QGLDX has higher volatility (6.24%) compared to HFSAX (0.98%). In terms of maximum drawdown, QGLDX dropped -27.17% vs HFSAX's -12.81%.
HFSAX currently has the higher Sharpe Ratio (1.57 vs 0.86), 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.
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