QSPMX vs. OTRFX
QSPMX (Quantified Pattern Recognition Fund) and OTRFX (OnTrack Core Fund) are both mutual funds - QSPMX is a Diversified Portfolio fund managed by Advisors Preferred, while OTRFX is a Macro Trading fund managed by Advisors Preferred. Over the past 5 years, QSPMX returned 7.22%/yr vs 1.97%/yr for OTRFX. At a 0.20 correlation, their price movements are largely independent. QSPMX charges 1.55%/yr vs 2.58%/yr for OTRFX.
Performance
QSPMX vs. OTRFX - Performance Comparison
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Returns By Period
In the year-to-date period, QSPMX achieves a -6.57% return, which is significantly lower than OTRFX's 5.21% return.
QSPMX
- 1D
- -0.36%
- 1M
- 1.34%
- YTD
- -6.57%
- 6M
- -6.98%
- 1Y
- 14.74%
- 3Y*
- 9.54%
- 5Y*
- 7.22%
- 10Y*
- —
OTRFX
- 1D
- 0.00%
- 1M
- 0.93%
- YTD
- 5.21%
- 6M
- 5.12%
- 1Y
- 11.62%
- 3Y*
- 6.28%
- 5Y*
- 1.97%
- 10Y*
- 5.38%
QSPMX vs. OTRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QSPMX Quantified Pattern Recognition Fund | -6.57% | 27.23% | 18.38% | 13.84% | -18.49% | 33.83% | -0.34% | 11.49% |
OTRFX OnTrack Core Fund | 5.21% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 29.03% | 0.29% |
Correlation
The correlation between QSPMX and OTRFX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2019 | 0.20 |
The correlation between QSPMX and OTRFX shifts across timeframes, from 0.19 (5 years) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QSPMX vs. OTRFX — Risk / Return Rank
QSPMX
OTRFX
QSPMX vs. OTRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Pattern Recognition Fund (QSPMX) and OnTrack Core Fund (OTRFX). 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.
| QSPMX | OTRFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.72 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 3.88 | -2.69 |
| Martin ratioReturn relative to average drawdown | 2.72 | 8.43 | -5.71 |
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Drawdowns
QSPMX vs. OTRFX - Drawdown Comparison
The maximum QSPMX drawdown since its inception was -28.36%, which is greater than OTRFX's maximum drawdown of -9.73%. Use the drawdown chart below to compare losses from any high point for QSPMX and OTRFX.
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Drawdown Indicators
| QSPMX | OTRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.36% | -9.73% | -18.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.85% | -3.02% | -10.83% |
Max Drawdown (3Y)Largest decline over 3 years | -13.85% | -5.76% | -8.09% |
Max Drawdown (5Y)Largest decline over 5 years | -28.36% | -9.51% | -18.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.51% | — |
Current DrawdownCurrent decline from peak | -9.89% | -0.95% | -8.94% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -2.97% | -4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.03% | 1.39% | +4.64% |
Volatility
QSPMX vs. OTRFX - Volatility Comparison
Quantified Pattern Recognition Fund (QSPMX) has a higher volatility of 2.45% compared to OnTrack Core Fund (OTRFX) at 0.53%. This indicates that QSPMX's price experiences larger fluctuations and is considered to be riskier than OTRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSPMX | OTRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 0.53% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 12.00% | 2.82% | +9.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.31% | 4.16% | +10.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 3.07% | +14.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 3.59% | +14.81% |
QSPMX vs. OTRFX - Expense Ratio Comparison
QSPMX has a 1.55% expense ratio, which is lower than OTRFX's 2.58% expense ratio.
Dividends
QSPMX vs. OTRFX - Dividend Comparison
QSPMX's dividend yield for the trailing twelve months is around 1.59%, less than OTRFX's 12.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 12.40% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
QSPMX Quantified Pattern Recognition Fund | 1.59% | 1.48% | 2.26% | 3.99% | 0.13% | 26.85% | 0.21% | 3.81% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QSPMX and OTRFX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QSPMX has higher volatility (2.45%) compared to OTRFX (0.53%). In terms of maximum drawdown, QSPMX dropped -28.36% vs OTRFX's -9.73%.
OTRFX currently has the higher Sharpe Ratio (2.83 vs 1.15), 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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