QSPMX vs. QCGDX

Last updated Aug 1, 2026

QSPMX (Quantified Pattern Recognition Fund) and QCGDX (Quantified Common Ground Fund) are both mutual funds - QSPMX is a Diversified Portfolio fund managed by Advisors Preferred, while QCGDX is a Mid Cap Blend Equities fund managed by Advisors Preferred. Over the past 5 years, QSPMX returned 6.22%/yr vs 7.37%/yr for QCGDX. Their 0.43 correlation means their historical movements had little consistent relationship. QSPMX charges 1.55%/yr vs 1.68%/yr for QCGDX.

Performance

QSPMX vs. QCGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Pattern Recognition Fund (QSPMX) and Quantified Common Ground Fund (QCGDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QSPMX achieves a -6.43% return, which is significantly lower than QCGDX's 10.59% return.

QSPMX

• 1D: 3.32%
• 1M: -1.37%
• 6M: -9.22%
• YTD: -6.43%
• 1Y: 11.58%
• 3Y*: 9.57%
• 5Y*: 6.22%
• 10Y*: —
• ALL TIME*: 10.09%

QCGDX

• 1D: 2.98%
• 1M: -0.60%
• 6M: 7.23%
• YTD: 10.59%
• 1Y: 14.86%
• 3Y*: 8.67%
• 5Y*: 7.37%
• 10Y*: —
• ALL TIME*: 10.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QCGDX Quantified Common Ground Fund	$0.00	$0.00	$0.00
QSPMX Quantified Pattern Recognition Fund	$0.00	$0.00	$0.00

QSPMX vs. QCGDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
QSPMX Quantified Pattern Recognition Fund	-6.43%	27.23%	18.38%	13.84%	-18.49%	33.83%	-0.34%	-0.00%
QCGDX Quantified Common Ground Fund	10.59%	1.02%	9.87%	14.74%	-12.23%	32.19%	14.65%	0.10%

Correlation

The correlation between QSPMX and QCGDX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.56
Correlation (3Y) Balances recent behavior with more history.	0.40
Correlation (5Y) Shows whether the relationship held over a longer period.	0.41
Correlation (All Time) Calculated using the full available price history since Dec 30, 2019	0.43

The correlation between QSPMX and QCGDX shifts across timeframes, from 0.40 (3 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

QSPMX vs. QCGDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QSPMX

QSPMX Risk / Return Rank: 21
QSPMX Sharpe Ratio Rank: 23
QSPMX Sortino Ratio Rank: 22
QSPMX Omega Ratio Rank: 27
QSPMX Calmar Ratio Rank: 19
QSPMX Martin Ratio Rank: 14

QCGDX

QCGDX Risk / Return Rank: 32
QCGDX Sharpe Ratio Rank: 28
QCGDX Sortino Ratio Rank: 28
QCGDX Omega Ratio Rank: 29
QCGDX Calmar Ratio Rank: 36
QCGDX Martin Ratio Rank: 39

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QSPMX vs. QCGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Pattern Recognition Fund (QSPMX) and Quantified Common Ground Fund (QCGDX). 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	QCGDX	Difference
Sharpe ratio: Return per unit of total volatility	0.82	0.96	-0.15
Sortino ratio: Return per unit of downside risk	1.20	1.41	-0.21
Omega ratio: Gain probability vs. loss probability	1.17	1.18	-0.01
Calmar ratio: Return relative to maximum drawdown	0.94	1.57	-0.63
Martin ratio: Return relative to average drawdown	1.93	5.84	-3.91

QSPMX vs. QCGDX - Sharpe Ratio Comparison

The current QSPMX Sharpe Ratio is 0.82, which is comparable to the QCGDX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of QSPMX and QCGDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QSPMX vs. QCGDX - Drawdown Comparison

The maximum QSPMX drawdown since its inception was -28.36%, which is greater than QCGDX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for QSPMX and QCGDX.

Drawdown Indicators

	QSPMX	QCGDX	Difference
Max Drawdown Largest peak-to-trough decline	-28.36%	-22.37%	-5.99%
Max Drawdown (1Y) Largest decline over 1 year	-13.85%	-9.38%	-4.47%
Max Drawdown (3Y) Largest decline over 3 years	-13.85%	-16.10%	+2.25%
Max Drawdown (5Y) Largest decline over 5 years	-28.36%	-20.18%	-8.18%
Current Drawdown Current decline from peak	-9.76%	-6.69%	-3.07%
Average Drawdown Average peak-to-trough decline	-7.26%	-6.09%	-1.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.72%	2.51%	+4.21%

Volatility

QSPMX vs. QCGDX - Volatility Comparison

Quantified Pattern Recognition Fund (QSPMX) has a higher volatility of 6.89% compared to Quantified Common Ground Fund (QCGDX) at 6.32%. This indicates that QSPMX's price experiences larger fluctuations and is considered to be riskier than QCGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QSPMX	QCGDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.89%	6.32%	+0.57%
Volatility (6M) Calculated over the trailing 6-month period	12.86%	13.27%	-0.41%
Volatility (1Y) Calculated over the trailing 1-year period	15.95%	15.29%	+0.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.56%	15.17%	+2.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.48%	16.73%	+1.75%

QSPMX vs. QCGDX - Expense Ratio Comparison

QSPMX has a 1.55% expense ratio, which is lower than QCGDX's 1.68% expense ratio.

Dividends

QSPMX vs. QCGDX - Dividend Comparison

QSPMX's dividend yield for the trailing twelve months is around 1.58%, more than QCGDX's 0.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
QCGDX Quantified Common Ground Fund	0.63%	0.69%	4.42%	0.22%	0.00%	5.44%	1.65%	0.00%
QSPMX Quantified Pattern Recognition Fund	1.58%	1.48%	2.26%	3.99%	0.13%	26.85%	0.21%	3.81%

Frequently Asked Questions

Can I hold both QSPMX and QCGDX in my portfolio?

QSPMX and QCGDX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QSPMX or QCGDX?

QSPMX has higher volatility (6.89%) compared to QCGDX (6.32%). In terms of maximum drawdown, QSPMX dropped -28.36% vs QCGDX's -22.37%.

Which has better risk-adjusted returns?

QCGDX currently has the higher Sharpe Ratio (0.96 vs 0.82), 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.