QSPMX vs. QEVOX

Last updated Apr 2, 2026

Compare and contrast key facts about Quantified Pattern Recognition Fund (QSPMX) and Quantified Evolution Plus Fund (QEVOX).

QSPMX is managed by Advisors Preferred. It was launched on Aug 29, 2019. QEVOX is managed by Advisors Preferred. It was launched on Sep 29, 2019.

Performance

QSPMX vs. QEVOX - Performance Comparison

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

QSPMX vs. QEVOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
QSPMX Quantified Pattern Recognition Fund	-7.18%	27.23%	18.38%	13.84%	-18.49%	33.83%	-0.34%	8.99%
QEVOX Quantified Evolution Plus Fund	40.30%	8.67%	14.79%	1.22%	-24.02%	14.49%	-1.82%	-1.96%

Returns By Period

In the year-to-date period, QSPMX achieves a -7.18% return, which is significantly lower than QEVOX's 40.30% return.

QSPMX

• 1D: 2.73%
• 1M: -8.00%
• YTD: -7.18%
• 6M: 1.92%
• 1Y: 20.89%
• 3Y*: 12.99%
• 5Y*: 8.82%
• 10Y*: —

QEVOX

• 1D: 1.26%
• 1M: 10.59%
• YTD: 40.30%
• 6M: 53.48%
• 1Y: 32.43%
• 3Y*: 19.90%
• 5Y*: 9.72%
• 10Y*: —

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

QSPMX vs. QEVOX - Expense Ratio Comparison

QSPMX has a 1.55% expense ratio, which is lower than QEVOX's 1.56% expense ratio.

QEVOX

Quantified Evolution Plus Fund

QSPMX

Quantified Pattern Recognition Fund

Return for Risk

QSPMX vs. QEVOX — Risk / Return Rank

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

QSPMX

QSPMX Risk / Return Rank: 64
QSPMX Sharpe Ratio Rank: 55
QSPMX Sortino Ratio Rank: 68
QSPMX Omega Ratio Rank: 72
QSPMX Calmar Ratio Rank: 65
QSPMX Martin Ratio Rank: 63

QEVOX

QEVOX Risk / Return Rank: 52
QEVOX Sharpe Ratio Rank: 64
QEVOX Sortino Ratio Rank: 55
QEVOX Omega Ratio Rank: 61
QEVOX Calmar Ratio Rank: 60
QEVOX Martin Ratio Rank: 18

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.

QSPMX vs. QEVOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Pattern Recognition Fund (QSPMX) and Quantified Evolution Plus Fund (QEVOX). 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.

	QSPMX	QEVOX	Difference
Sharpe ratio Return per unit of total volatility	1.10	1.25	-0.15
Sortino ratio Return per unit of downside risk	1.83	1.63	+0.20
Omega ratio Gain probability vs. loss probability	1.29	1.26	+0.03
Calmar ratio Return relative to maximum drawdown	1.68	1.63	+0.05
Martin ratio Return relative to average drawdown	6.61	2.43	+4.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QSPMX vs. QEVOX - Sharpe Ratio Comparison

The current QSPMX Sharpe Ratio is 1.10, which is comparable to the QEVOX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of QSPMX and QEVOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QSPMX	QEVOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	1.25	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.49	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.29	+0.28

Correlation

The correlation between QSPMX and QEVOX is 0.32, 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

QSPMX vs. QEVOX - Dividend Comparison

QSPMX's dividend yield for the trailing twelve months is around 1.60%, less than QEVOX's 47.28% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
QSPMX Quantified Pattern Recognition Fund	1.60%	1.48%	2.26%	3.99%	0.13%	26.85%	0.21%	3.81%
QEVOX Quantified Evolution Plus Fund	47.28%	66.34%	10.32%	24.53%	0.07%	13.55%	2.29%	0.15%

Drawdowns

QSPMX vs. QEVOX - Drawdown Comparison

The maximum QSPMX drawdown since its inception was -28.36%, roughly equal to the maximum QEVOX drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for QSPMX and QEVOX.

Drawdown Indicators

	QSPMX	QEVOX	Difference
Max Drawdown Largest peak-to-trough decline	-28.36%	-28.47%	+0.11%
Max Drawdown (1Y) Largest decline over 1 year	-12.86%	-20.43%	+7.57%
Max Drawdown (5Y) Largest decline over 5 years	-28.36%	-27.40%	-0.96%
Current Drawdown Current decline from peak	-10.49%	-1.74%	-8.75%
Average Drawdown Average peak-to-trough decline	-7.09%	-14.18%	+7.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.27%	13.76%	-10.49%

Volatility

QSPMX vs. QEVOX - Volatility Comparison

The current volatility for Quantified Pattern Recognition Fund (QSPMX) is 6.95%, while Quantified Evolution Plus Fund (QEVOX) has a volatility of 9.49%. This indicates that QSPMX experiences smaller price fluctuations and is considered to be less risky than QEVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QSPMX	QEVOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.95%	9.49%	-2.54%
Volatility (6M) Calculated over the trailing 6-month period	12.33%	21.94%	-9.61%
Volatility (1Y) Calculated over the trailing 1-year period	19.52%	26.13%	-6.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.62%	20.08%	-2.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.64%	21.70%	-3.06%