QSPMX vs. QMLFX
Compare and contrast key facts about Quantified Pattern Recognition Fund (QSPMX) and Quantified Market Leaders Fund (QMLFX).
QSPMX is managed by Advisors Preferred. It was launched on Aug 29, 2019. QMLFX is managed by Advisors Preferred. It was launched on Aug 8, 2013.
Performance
QSPMX vs. QMLFX - Performance Comparison
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QSPMX vs. QMLFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QSPMX Quantified Pattern Recognition Fund | -9.64% | 27.23% | 18.38% | 13.84% | -18.49% | 33.83% | -0.34% | 11.49% |
QMLFX Quantified Market Leaders Fund | -3.62% | 0.97% | 11.05% | 15.04% | -23.59% | 13.22% | 37.81% | 14.19% |
Returns By Period
In the year-to-date period, QSPMX achieves a -9.64% return, which is significantly lower than QMLFX's -3.62% return.
QSPMX
- 1D
- -0.23%
- 1M
- -10.44%
- YTD
- -9.64%
- 6M
- -0.64%
- 1Y
- 18.10%
- 3Y*
- 11.98%
- 5Y*
- 8.61%
- 10Y*
- —
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%
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QSPMX vs. QMLFX - Expense Ratio Comparison
QSPMX has a 1.55% expense ratio, which is higher than QMLFX's 1.30% expense ratio.
Return for Risk
QSPMX vs. QMLFX — Risk / Return Rank
QSPMX
QMLFX
QSPMX vs. QMLFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Pattern Recognition Fund (QSPMX) and Quantified Market Leaders Fund (QMLFX). 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 | QMLFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.45 | +0.51 |
Sortino ratioReturn per unit of downside risk | 1.62 | 0.71 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.10 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.70 | +0.73 |
Martin ratioReturn relative to average drawdown | 5.75 | 1.76 | +3.99 |
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
| QSPMX | QMLFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.45 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | -0.08 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.34 | +0.21 |
Correlation
The correlation between QSPMX and QMLFX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QSPMX vs. QMLFX - Dividend Comparison
QSPMX's dividend yield for the trailing twelve months is around 1.64%, more than QMLFX's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QSPMX Quantified Pattern Recognition Fund | 1.64% | 1.48% | 2.26% | 3.99% | 0.13% | 26.85% | 0.21% | 3.81% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
QSPMX vs. QMLFX - Drawdown Comparison
The maximum QSPMX drawdown since its inception was -28.36%, smaller than the maximum QMLFX drawdown of -36.59%. Use the drawdown chart below to compare losses from any high point for QSPMX and QMLFX.
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Drawdown Indicators
| QSPMX | QMLFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.36% | -36.59% | +8.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -11.52% | -1.34% |
Max Drawdown (5Y)Largest decline over 5 years | -28.36% | -36.59% | +8.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.59% | — |
Current DrawdownCurrent decline from peak | -12.86% | -17.15% | +4.29% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -12.61% | +5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 4.59% | -1.39% |
Volatility
QSPMX vs. QMLFX - Volatility Comparison
Quantified Pattern Recognition Fund (QSPMX) has a higher volatility of 6.17% compared to Quantified Market Leaders Fund (QMLFX) at 5.85%. This indicates that QSPMX's price experiences larger fluctuations and is considered to be riskier than QMLFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSPMX | QMLFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 5.85% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.04% | 15.54% | -3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.38% | 20.96% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 20.24% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 20.87% | -2.25% |