QMLFX vs. GPTUX
QMLFX (Quantified Market Leaders Fund) and GPTUX (GuidePath Tactical Allocation Fund) are both Tactical Allocation funds. Over the past 10 years, QMLFX returned 9.08%/yr vs 8.94%/yr for GPTUX. Their correlation of 0.83 means they have usually moved in the same direction. QMLFX charges 1.30%/yr vs 0.79%/yr for GPTUX.
Performance
QMLFX vs. GPTUX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QMLFX achieves a 10.51% return, which is significantly higher than GPTUX's 5.98% return. Both investments have delivered pretty close results over the past 10 years, with QMLFX having a 9.08% annualized return and GPTUX not far behind at 8.94%.
QMLFX
- 1D
- 2.79%
- 1M
- -4.50%
- 6M
- 5.84%
- YTD
- 10.51%
- 1Y
- 20.84%
- 3Y*
- 7.05%
- 5Y*
- 1.09%
- 10Y*
- 9.08%
- ALL TIME*
- 7.69%
GPTUX
- 1D
- 1.52%
- 1M
- -0.85%
- 6M
- 4.63%
- YTD
- 5.98%
- 1Y
- 14.34%
- 3Y*
- 11.64%
- 5Y*
- 9.22%
- 10Y*
- 8.94%
- ALL TIME*
- 7.52%
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 |
QMLFX vs. GPTUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QMLFX Quantified Market Leaders Fund | 10.51% | 0.97% | 11.05% | 15.04% | -23.59% | 13.22% | 37.81% | 26.08% | -13.48% | 16.76% |
GPTUX GuidePath Tactical Allocation Fund | 5.98% | 7.08% | 20.29% | 14.85% | -6.15% | 19.72% | -3.42% | 20.50% | -4.54% | 18.93% |
Correlation
The correlation between QMLFX and GPTUX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2013 | 0.83 |
The correlation between QMLFX and GPTUX has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QMLFX vs. GPTUX — Risk / Return Rank
QMLFX
GPTUX
QMLFX vs. GPTUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Market Leaders Fund (QMLFX) and GuidePath Tactical Allocation Fund (GPTUX). 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.
| QMLFX | GPTUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.58 | -0.12 |
| Martin ratioReturn relative to average drawdown | 4.06 | 5.87 | -1.81 |
Loading charts...
Drawdowns
QMLFX vs. GPTUX - Drawdown Comparison
The maximum QMLFX drawdown since its inception was -36.59%, which is greater than GPTUX's maximum drawdown of -22.84%. Use the drawdown chart below to compare losses from any high point for QMLFX and GPTUX.
Loading charts...
Drawdown Indicators
| QMLFX | GPTUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -22.84% | -13.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -8.31% | -3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -27.21% | -16.31% | -10.90% |
Max Drawdown (5Y)Largest decline over 5 years | -33.26% | -16.31% | -16.95% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | -22.84% | -13.75% |
Current DrawdownCurrent decline from peak | -8.95% | -1.75% | -7.20% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -4.29% | -8.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 2.23% | +1.88% |
Volatility
QMLFX vs. GPTUX - Volatility Comparison
Quantified Market Leaders Fund (QMLFX) has a higher volatility of 8.11% compared to GuidePath Tactical Allocation Fund (GPTUX) at 3.35%. This indicates that QMLFX's price experiences larger fluctuations and is considered to be riskier than GPTUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| QMLFX | GPTUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.11% | 3.35% | +4.76% |
Volatility (6M)Calculated over the trailing 6-month period | 19.62% | 10.12% | +9.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.67% | 13.12% | +11.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.72% | 13.06% | +7.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.32% | 12.94% | +8.38% |
QMLFX vs. GPTUX - Expense Ratio Comparison
QMLFX has a 1.30% expense ratio, which is higher than GPTUX's 0.79% expense ratio.
Dividends
QMLFX vs. GPTUX - Dividend Comparison
QMLFX's dividend yield for the trailing twelve months is around 1.24%, less than GPTUX's 7.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPTUX GuidePath Tactical Allocation Fund | 7.90% | 8.37% | 6.41% | 1.24% | 4.81% | 10.27% | 4.82% | 4.34% | 4.68% | 3.43% | 1.05% | 1.05% |
QMLFX Quantified Market Leaders Fund | 1.24% | 1.37% | 0.00% | 1.99% | 0.00% | 26.84% | 9.58% | 0.00% | 15.63% | 12.15% | 2.22% | 1.63% |
Frequently Asked Questions
QMLFX and GPTUX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QMLFX has higher volatility (8.11%) compared to GPTUX (3.35%). In terms of maximum drawdown, QMLFX dropped -36.59% vs GPTUX's -22.84%.
GPTUX currently has the higher Sharpe Ratio (1.00 vs 0.68), 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.
Find the right allocation for QMLFX and GPTUX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer