QSTFX vs. DIVO
Compare and contrast key facts about Quantified STF Fund (QSTFX) and Amplify CWP Enhanced Dividend Income ETF (DIVO).
QSTFX is managed by Advisors Preferred. It was launched on Nov 12, 2015. DIVO is an actively managed fund by Amplify Investments. It was launched on Dec 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QSTFX or DIVO.
Key characteristics
| QSTFX | DIVO | |
|---|---|---|
| YTD Return | 17.51% | 14.94% |
| 1Y Return | 36.49% | 19.05% |
| 3Y Return (Ann) | 3.27% | 9.63% |
| 5Y Return (Ann) | 22.07% | 11.95% |
| Sharpe Ratio | 1.32 | 2.22 |
| Daily Std Dev | 28.05% | 8.62% |
| Max Drawdown | -49.03% | -30.04% |
| Current Drawdown | -15.65% | -0.05% |
Correlation
The correlation between QSTFX and DIVO is 0.42, 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
QSTFX vs. DIVO - Performance Comparison
In the year-to-date period, QSTFX achieves a 17.51% return, which is significantly higher than DIVO's 14.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QSTFX vs. DIVO - Expense Ratio Comparison
QSTFX has a 1.55% expense ratio, which is higher than DIVO's 0.55% expense ratio.
Risk-Adjusted Performance
QSTFX vs. DIVO - Risk-Adjusted Performance 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.
Dividends
QSTFX vs. DIVO - Dividend Comparison
QSTFX's dividend yield for the trailing twelve months is around 0.88%, less than DIVO's 4.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
QSTFX Quantified STF Fund | 0.88% | 1.03% | 0.00% | 21.93% | 20.82% | 0.52% | 2.56% | 39.11% | 0.01% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 4.44% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
QSTFX vs. DIVO - Volatility Comparison
Quantified STF Fund (QSTFX) has a higher volatility of 8.44% compared to Amplify CWP Enhanced Dividend Income ETF (DIVO) at 2.56%. 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.