QMLFX vs. HFSAX
Compare and contrast key facts about Quantified Market Leaders Fund (QMLFX) and Hundredfold Select Alternative Fund Investor Class (HFSAX).
QMLFX is managed by Advisors Preferred. It was launched on Aug 8, 2013. HFSAX is managed by Advisors Preferred.
Performance
QMLFX vs. HFSAX - Performance Comparison
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QMLFX vs. HFSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QMLFX Quantified Market Leaders Fund | -3.62% | 0.97% | 11.05% | 15.04% | -23.59% | 13.22% | 37.81% | 26.08% | -13.48% | 16.76% |
HFSAX Hundredfold Select Alternative Fund Investor Class | -0.92% | 11.97% | 3.75% | 10.93% | -9.44% | 9.05% | 38.71% | 10.35% | -1.97% | 9.91% |
Returns By Period
In the year-to-date period, QMLFX achieves a -3.62% return, which is significantly lower than HFSAX's -0.92% return. Both investments have delivered pretty close results over the past 10 years, with QMLFX having a 8.09% annualized return and HFSAX not far ahead at 8.40%.
QMLFX
- 1D
- -0.64%
- 1M
- -9.61%
- YTD
- -3.62%
- 6M
- -5.35%
- 1Y
- 9.02%
- 3Y*
- 7.84%
- 5Y*
- -1.62%
- 10Y*
- 8.09%
HFSAX
- 1D
- 0.00%
- 1M
- -3.45%
- YTD
- -0.92%
- 6M
- 2.27%
- 1Y
- 10.24%
- 3Y*
- 8.42%
- 5Y*
- 3.95%
- 10Y*
- 8.40%
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QMLFX vs. HFSAX - Expense Ratio Comparison
QMLFX has a 1.30% expense ratio, which is lower than HFSAX's 1.75% expense ratio.
Return for Risk
QMLFX vs. HFSAX — Risk / Return Rank
QMLFX
HFSAX
QMLFX vs. HFSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Market Leaders Fund (QMLFX) 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.
| QMLFX | HFSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 2.35 | -1.91 |
Sortino ratioReturn per unit of downside risk | 0.71 | 3.17 | -2.46 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.47 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 2.71 | -2.01 |
Martin ratioReturn relative to average drawdown | 1.76 | 9.66 | -7.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QMLFX | HFSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 2.35 | -1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.63 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 1.35 | -0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.30 | -0.96 |
Correlation
The correlation between QMLFX and HFSAX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QMLFX vs. HFSAX - Dividend Comparison
QMLFX's dividend yield for the trailing twelve months is around 1.42%, less than HFSAX's 9.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QMLFX Quantified Market Leaders Fund | 1.42% | 1.37% | 0.00% | 1.99% | 0.00% | 26.84% | 9.58% | 0.00% | 15.63% | 12.15% | 2.22% | 1.63% |
HFSAX Hundredfold Select Alternative Fund Investor Class | 9.84% | 9.75% | 5.87% | 5.17% | 4.92% | 10.98% | 13.58% | 6.44% | 3.11% | 11.06% | 5.60% | 1.85% |
Drawdowns
QMLFX vs. HFSAX - Drawdown Comparison
The maximum QMLFX drawdown since its inception was -36.59%, which is greater than HFSAX's maximum drawdown of -12.81%. Use the drawdown chart below to compare losses from any high point for QMLFX and HFSAX.
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Drawdown Indicators
| QMLFX | HFSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -12.81% | -23.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.52% | -3.68% | -7.84% |
Max Drawdown (5Y)Largest decline over 5 years | -36.59% | -12.81% | -23.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | -12.81% | -23.78% |
Current DrawdownCurrent decline from peak | -17.15% | -3.68% | -13.47% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -2.39% | -10.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 1.03% | +3.56% |
Volatility
QMLFX vs. HFSAX - Volatility Comparison
Quantified Market Leaders Fund (QMLFX) has a higher volatility of 5.85% compared to Hundredfold Select Alternative Fund Investor Class (HFSAX) at 1.84%. This indicates that QMLFX'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
| QMLFX | HFSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 1.84% | +4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 15.54% | 3.69% | +11.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.96% | 4.41% | +16.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.24% | 6.31% | +13.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.87% | 6.25% | +14.62% |