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QMLFX vs. SVARX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QMLFX vs. SVARX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Market Leaders Fund (QMLFX) and Spectrum Low Volatility Fund (SVARX). The values are adjusted to include any dividend payments, if applicable.

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QMLFX vs. SVARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SVARX
Spectrum Low Volatility Fund
0.21%6.22%2.60%9.67%-4.35%4.10%19.50%9.42%-0.99%8.25%

Returns By Period

In the year-to-date period, QMLFX achieves a -3.62% return, which is significantly lower than SVARX's 0.21% return. Over the past 10 years, QMLFX has outperformed SVARX with an annualized return of 8.09%, while SVARX has yielded a comparatively lower 6.49% 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%

SVARX

1D
-0.08%
1M
-2.55%
YTD
0.21%
6M
2.28%
1Y
5.55%
3Y*
6.02%
5Y*
3.36%
10Y*
6.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QMLFX vs. SVARX - Expense Ratio Comparison

QMLFX has a 1.30% expense ratio, which is lower than SVARX's 2.34% expense ratio.


Return for Risk

QMLFX vs. SVARX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QMLFX
QMLFX Risk / Return Rank: 1818
Overall Rank
QMLFX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
QMLFX Sortino Ratio Rank: 1515
Sortino Ratio Rank
QMLFX Omega Ratio Rank: 1616
Omega Ratio Rank
QMLFX Calmar Ratio Rank: 2323
Calmar Ratio Rank
QMLFX Martin Ratio Rank: 1717
Martin Ratio Rank

SVARX
SVARX Risk / Return Rank: 8989
Overall Rank
SVARX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SVARX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SVARX Omega Ratio Rank: 9393
Omega Ratio Rank
SVARX Calmar Ratio Rank: 8686
Calmar Ratio Rank
SVARX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QMLFX vs. SVARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Market Leaders Fund (QMLFX) and Spectrum Low Volatility Fund (SVARX). 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.


QMLFXSVARXDifference

Sharpe ratio

Return per unit of total volatility

0.45

2.09

-1.65

Sortino ratio

Return per unit of downside risk

0.71

2.77

-2.06

Omega ratio

Gain probability vs. loss probability

1.10

1.45

-0.35

Calmar ratio

Return relative to maximum drawdown

0.70

2.16

-1.46

Martin ratio

Return relative to average drawdown

1.76

7.53

-5.77

QMLFX vs. SVARX - Sharpe Ratio Comparison

The current QMLFX Sharpe Ratio is 0.45, which is lower than the SVARX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of QMLFX and SVARX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QMLFXSVARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

2.09

-1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

1.10

-1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

1.75

-1.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

1.69

-1.35

Correlation

The correlation between QMLFX and SVARX is 0.40, 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.


Dividends

QMLFX vs. SVARX - Dividend Comparison

QMLFX's dividend yield for the trailing twelve months is around 1.42%, less than SVARX's 5.93% yield.


TTM20252024202320222021202020192018201720162015
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%
SVARX
Spectrum Low Volatility Fund
5.93%5.95%9.35%3.35%0.00%5.85%0.71%4.91%2.41%6.90%9.07%3.02%

Drawdowns

QMLFX vs. SVARX - Drawdown Comparison

The maximum QMLFX drawdown since its inception was -36.59%, which is greater than SVARX's maximum drawdown of -6.48%. Use the drawdown chart below to compare losses from any high point for QMLFX and SVARX.


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Drawdown Indicators


QMLFXSVARXDifference

Max Drawdown

Largest peak-to-trough decline

-36.59%

-6.48%

-30.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.52%

-2.55%

-8.97%

Max Drawdown (5Y)

Largest decline over 5 years

-36.59%

-6.48%

-30.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.59%

-6.48%

-30.11%

Current Drawdown

Current decline from peak

-17.15%

-2.55%

-14.60%

Average Drawdown

Average peak-to-trough decline

-12.61%

-1.21%

-11.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

0.73%

+3.86%

Volatility

QMLFX vs. SVARX - Volatility Comparison

Quantified Market Leaders Fund (QMLFX) has a higher volatility of 5.85% compared to Spectrum Low Volatility Fund (SVARX) at 1.29%. This indicates that QMLFX's price experiences larger fluctuations and is considered to be riskier than SVARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QMLFXSVARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

1.29%

+4.56%

Volatility (6M)

Calculated over the trailing 6-month period

15.54%

2.10%

+13.44%

Volatility (1Y)

Calculated over the trailing 1-year period

20.96%

2.67%

+18.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.24%

3.08%

+17.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.87%

3.71%

+17.16%