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QSTFX vs. DIVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QSTFX vs. DIVO

Last updated Jun 23, 2026

QSTFX (Quantified STF Fund) and DIVO (Amplify CWP Enhanced Dividend Income ETF) are both funds - QSTFX is a Tactical Allocation fund managed by Advisors Preferred, while DIVO is a Derivative Income fund actively managed by Amplify. Over the past 5 years, QSTFX returned 12.10%/yr vs 11.01%/yr for DIVO. At a 0.42 correlation, their price movements are largely independent. QSTFX charges 1.55%/yr vs 0.56%/yr for DIVO.

Performance

QSTFX vs. DIVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified STF Fund (QSTFX) and Amplify CWP Enhanced Dividend Income ETF (DIVO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QSTFX achieves a 25.79% return, which is significantly higher than DIVO's 5.44% return.

QSTFX

1D
4.68%
1M
6.30%
YTD
25.79%
6M
23.36%
1Y
57.88%
3Y*
21.08%
5Y*
12.10%
10Y*
18.92%

DIVO

1D
0.26%
1M
0.01%
YTD
5.44%
6M
4.30%
1Y
18.55%
3Y*
15.16%
5Y*
11.01%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

QSTFX vs. DIVO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QSTFX
Quantified STF Fund		25.79%-2.48%29.94%61.87%-46.15%28.79%78.20%16.43%-6.86%68.46%
DIVO
Amplify CWP Enhanced Dividend Income ETF		5.44%17.40%16.22%6.95%-1.46%22.87%12.40%24.90%-3.18%21.41%

Correlation

The correlation between QSTFX and DIVO is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2016

0.42

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Quantified STF Fund

Amplify CWP Enhanced Dividend Income ETF

Often compared with QSTFX:
QSTFX vs. QFITXQSTFX vs. QCGDXQSTFX vs. QTSSXQSTFX vs. SAPEXQSTFX vs. QALTXQSTFX vs. OTRFXQSTFX vs. GPIFX
Often compared with DIVO:
DIVO vs. JEPIDIVO vs. SCHDDIVO vs. QDVODIVO vs. JEPQDIVO vs. IDVODIVO vs. DGRODIVO vs. DIV

Return for Risk

QSTFX vs. DIVO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QSTFX
QSTFX Risk / Return Rank: 5959
Overall Rank
QSTFX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QSTFX Sortino Ratio Rank: 5151
Sortino Ratio Rank
QSTFX Omega Ratio Rank: 6666
Omega Ratio Rank
QSTFX Calmar Ratio Rank: 7373
Calmar Ratio Rank
QSTFX Martin Ratio Rank: 3939
Martin Ratio Rank
DIVO
DIVO Risk / Return Rank: 6464
Overall Rank
DIVO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DIVO Sortino Ratio Rank: 6868
Sortino Ratio Rank
DIVO Omega Ratio Rank: 6060
Omega Ratio Rank
DIVO Calmar Ratio Rank: 6565
Calmar Ratio Rank
DIVO Martin Ratio Rank: 6464
Martin Ratio Rank
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.

QSTFX vs. DIVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified STF Fund (QSTFX) and Amplify CWP Enhanced Dividend Income ETF (DIVO). 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.

QSTFXDIVODifference
Sharpe ratioReturn per unit of total volatility
2.16
2.02

+0.13

Sortino ratioReturn per unit of downside risk
2.77
2.99

-0.21

Omega ratioGain probability vs. loss probability

1.41

1.35

+0.06

Calmar ratioReturn relative to maximum drawdown

3.17

3.13

+0.03

Martin ratioReturn relative to average drawdown

8.09

11.22

-3.13

QSTFX vs. DIVO - Sharpe Ratio Comparison

The current QSTFX Sharpe Ratio is 2.16, which is comparable to the DIVO Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of QSTFX and DIVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

QSTFX vs. DIVO - Drawdown Comparison

The maximum QSTFX drawdown since its inception was -49.03%, which is greater than DIVO's maximum drawdown of -30.04%. Use the drawdown chart below to compare losses from any high point for QSTFX and DIVO.

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Drawdown Indicators

QSTFXDIVODifference

Max Drawdown

Largest peak-to-trough decline

-49.03%

-30.04%

-18.99%

Max Drawdown (1Y)

Largest decline over 1 year

-17.87%

-5.95%

-11.92%

Max Drawdown (3Y)

Largest decline over 3 years

-32.22%

-12.12%

-20.10%

Max Drawdown (5Y)

Largest decline over 5 years

-49.03%

-13.72%

-35.31%

Max Drawdown (10Y)

Largest decline over 10 years

-49.03%

—

—

Current Drawdown

Current decline from peak

-1.34%

-1.56%

+0.22%

Average Drawdown

Average peak-to-trough decline

-15.42%

-2.60%

-12.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.98%

1.66%

+5.32%

Volatility

QSTFX vs. DIVO - Volatility Comparison

Quantified STF Fund (QSTFX) has a higher volatility of 8.98% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 2.95%. This indicates that QSTFX's price experiences larger fluctuations and is considered to be riskier than DIVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QSTFXDIVODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.98%

2.95%

+6.03%

Volatility (6M)

Calculated over the trailing 6-month period

20.15%

7.14%

+13.01%

Volatility (1Y)

Calculated over the trailing 1-year period

26.25%

9.22%

+17.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.28%

11.95%

+15.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.02%

14.83%

+13.19%

QSTFX vs. DIVO - Expense Ratio Comparison

QSTFX has a 1.55% expense ratio, which is higher than DIVO's 0.56% expense ratio.

Dividends

QSTFX vs. DIVO - Dividend Comparison

QSTFX's dividend yield for the trailing twelve months is around 8.47%, more than DIVO's 6.42% yield.

PositionTTM2025202420232022202120202019201820172016
DIVO
Amplify CWP Enhanced Dividend Income ETF		6.42%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%0.00%
QSTFX
Quantified STF Fund		8.47%10.65%5.12%1.03%0.00%21.93%20.82%0.52%2.57%39.11%0.01%

Frequently Asked Questions

QSTFX and DIVO have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QSTFX has higher volatility (8.98%) compared to DIVO (2.95%). In terms of maximum drawdown, QSTFX dropped -49.03% vs DIVO's -30.04%.

QSTFX currently has the higher Sharpe Ratio (2.16 vs 2.02), 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.

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