QSPMX vs. VTI
Compare and contrast key facts about Quantified Pattern Recognition Fund (QSPMX) and Vanguard Total Stock Market ETF (VTI).
QSPMX is managed by Advisors Preferred. It was launched on Aug 29, 2019. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QSPMX or VTI.
Correlation
The correlation between QSPMX and VTI is 0.56, 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.
Performance
QSPMX vs. VTI - Performance Comparison
Key characteristics
QSPMX:
0.95
VTI:
1.78
QSPMX:
1.29
VTI:
2.41
QSPMX:
1.22
VTI:
1.33
QSPMX:
0.54
VTI:
2.68
QSPMX:
3.34
VTI:
10.67
QSPMX:
3.85%
VTI:
2.15%
QSPMX:
13.52%
VTI:
12.90%
QSPMX:
-43.41%
VTI:
-55.45%
QSPMX:
-12.10%
VTI:
-0.54%
Returns By Period
In the year-to-date period, QSPMX achieves a 3.52% return, which is significantly lower than VTI's 4.03% return.
QSPMX
3.52%
1.00%
8.86%
12.12%
3.36%
N/A
VTI
4.03%
0.79%
10.68%
23.73%
13.92%
12.64%
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QSPMX vs. VTI - Expense Ratio Comparison
QSPMX has a 1.55% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
QSPMX vs. VTI — Risk-Adjusted Performance Rank
QSPMX
VTI
QSPMX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Pattern Recognition Fund (QSPMX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
QSPMX vs. VTI - Dividend Comparison
QSPMX's dividend yield for the trailing twelve months is around 2.51%, more than VTI's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QSPMX Quantified Pattern Recognition Fund | 2.51% | 2.60% | 3.99% | 0.13% | 0.00% | 0.00% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.22% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
Drawdowns
QSPMX vs. VTI - Drawdown Comparison
The maximum QSPMX drawdown since its inception was -43.41%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for QSPMX and VTI. For additional features, visit the drawdowns tool.
Volatility
QSPMX vs. VTI - Volatility Comparison
The current volatility for Quantified Pattern Recognition Fund (QSPMX) is 1.02%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 2.95%. This indicates that QSPMX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.