QSPMX vs. QSTFX
Compare and contrast key facts about Quantified Pattern Recognition Fund (QSPMX) and Quantified STF Fund (QSTFX).
QSPMX is managed by Advisors Preferred. It was launched on Aug 29, 2019. QSTFX is managed by Advisors Preferred. It was launched on Nov 12, 2015.
Performance
QSPMX vs. QSTFX - Performance Comparison
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QSPMX vs. QSTFX - 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% |
QSTFX Quantified STF Fund | -12.01% | -2.48% | 29.94% | 61.87% | -46.15% | 28.79% | 78.20% | 18.86% |
Returns By Period
In the year-to-date period, QSPMX achieves a -9.64% return, which is significantly higher than QSTFX's -12.01% return.
QSPMX
- 1D
- -0.23%
- 1M
- -10.44%
- YTD
- -9.64%
- 6M
- -0.78%
- 1Y
- 17.68%
- 3Y*
- 11.98%
- 5Y*
- 8.61%
- 10Y*
- —
QSTFX
- 1D
- 0.00%
- 1M
- -8.00%
- YTD
- -12.01%
- 6M
- -14.86%
- 1Y
- 15.24%
- 3Y*
- 16.79%
- 5Y*
- 5.19%
- 10Y*
- 13.95%
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QSPMX vs. QSTFX - Expense Ratio Comparison
Both QSPMX and QSTFX have an expense ratio of 1.55%.
Return for Risk
QSPMX vs. QSTFX — Risk / Return Rank
QSPMX
QSTFX
QSPMX vs. QSTFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Pattern Recognition Fund (QSPMX) and Quantified STF Fund (QSTFX). 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 | QSTFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.64 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.62 | 0.98 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.14 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.65 | +0.78 |
Martin ratioReturn relative to average drawdown | 5.75 | 1.98 | +3.77 |
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 | QSTFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.64 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.19 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.46 | +0.08 |
Correlation
The correlation between QSPMX and QSTFX 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
QSPMX vs. QSTFX - Dividend Comparison
QSPMX's dividend yield for the trailing twelve months is around 1.64%, less than QSTFX's 12.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QSTFX Quantified STF Fund | 12.10% | 10.65% | 5.12% | 1.03% | 0.00% | 21.93% | 20.82% | 0.52% | 2.57% | 39.11% | 0.01% |
Drawdowns
QSPMX vs. QSTFX - Drawdown Comparison
The maximum QSPMX drawdown since its inception was -28.36%, smaller than the maximum QSTFX drawdown of -49.03%. Use the drawdown chart below to compare losses from any high point for QSPMX and QSTFX.
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Drawdown Indicators
| QSPMX | QSTFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.36% | -49.03% | +20.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -17.87% | +5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -28.36% | -49.03% | +20.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.03% | — |
Current DrawdownCurrent decline from peak | -12.86% | -19.96% | +7.10% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -15.63% | +8.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 5.89% | -2.69% |
Volatility
QSPMX vs. QSTFX - Volatility Comparison
Quantified Pattern Recognition Fund (QSPMX) and Quantified STF Fund (QSTFX) have volatilities of 6.17% and 6.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSPMX | QSTFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 6.29% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.04% | 19.32% | -7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.38% | 24.11% | -4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 27.24% | -9.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 27.70% | -9.08% |