QMLFX vs. QSTFX
Compare and contrast key facts about Quantified Market Leaders Fund (QMLFX) and Quantified STF Fund (QSTFX).
QMLFX is managed by Advisors Preferred. It was launched on Aug 8, 2013. QSTFX is managed by Advisors Preferred. It was launched on Nov 12, 2015.
Performance
QMLFX vs. QSTFX - Performance Comparison
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QMLFX vs. QSTFX - 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% |
QSTFX Quantified STF Fund | -12.01% | -2.48% | 29.94% | 61.87% | -46.15% | 28.79% | 78.20% | 16.43% | -6.86% | 68.46% |
Returns By Period
In the year-to-date period, QMLFX achieves a -3.62% return, which is significantly higher than QSTFX's -12.01% return. Over the past 10 years, QMLFX has underperformed QSTFX with an annualized return of 8.09%, while QSTFX has yielded a comparatively higher 13.95% annualized return.
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%
QSTFX
- 1D
- 0.00%
- 1M
- -8.06%
- YTD
- -12.01%
- 6M
- -14.00%
- 1Y
- 15.33%
- 3Y*
- 16.79%
- 5Y*
- 5.19%
- 10Y*
- 13.95%
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QMLFX vs. QSTFX - Expense Ratio Comparison
QMLFX has a 1.30% expense ratio, which is lower than QSTFX's 1.55% expense ratio.
Return for Risk
QMLFX vs. QSTFX — Risk / Return Rank
QMLFX
QSTFX
QMLFX vs. QSTFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Market Leaders Fund (QMLFX) and Quantified STF Fund (QSTFX). 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 | QSTFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 0.64 | -0.19 |
Sortino ratioReturn per unit of downside risk | 0.71 | 0.98 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.14 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.65 | +0.05 |
Martin ratioReturn relative to average drawdown | 1.76 | 1.98 | -0.22 |
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 | QSTFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 0.64 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.19 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.51 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.46 | -0.12 |
Correlation
The correlation between QMLFX and QSTFX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QMLFX vs. QSTFX - Dividend Comparison
QMLFX's dividend yield for the trailing twelve months is around 1.42%, less than QSTFX's 12.10% 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% |
QSTFX Quantified STF Fund | 12.10% | 10.65% | 5.12% | 1.03% | 0.00% | 21.93% | 20.82% | 0.52% | 2.57% | 39.11% | 0.01% | 0.00% |
Drawdowns
QMLFX vs. QSTFX - Drawdown Comparison
The maximum QMLFX drawdown since its inception was -36.59%, smaller than the maximum QSTFX drawdown of -49.03%. Use the drawdown chart below to compare losses from any high point for QMLFX and QSTFX.
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Drawdown Indicators
| QMLFX | QSTFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -49.03% | +12.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.52% | -17.87% | +6.35% |
Max Drawdown (5Y)Largest decline over 5 years | -36.59% | -49.03% | +12.44% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | -49.03% | +12.44% |
Current DrawdownCurrent decline from peak | -17.15% | -19.96% | +2.81% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -15.63% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 5.89% | -1.30% |
Volatility
QMLFX vs. QSTFX - Volatility Comparison
The current volatility for Quantified Market Leaders Fund (QMLFX) is 5.85%, while Quantified STF Fund (QSTFX) has a volatility of 6.29%. This indicates that QMLFX experiences smaller price fluctuations and is considered to be less risky than QSTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QMLFX | QSTFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 6.29% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 15.54% | 19.32% | -3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.96% | 24.11% | -3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.24% | 27.24% | -7.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.87% | 27.70% | -6.83% |