QSTFX vs. OTRFX
QSTFX (Quantified STF Fund) and OTRFX (OnTrack Core Fund) are both mutual funds - QSTFX is a Tactical Allocation fund managed by Advisors Preferred, while OTRFX is a Macro Trading fund managed by Advisors Preferred. Over the past 10 years, QSTFX returned 19.25%/yr vs 5.38%/yr for OTRFX. At a 0.36 correlation, their price movements are largely independent. QSTFX charges 1.55%/yr vs 2.58%/yr for OTRFX.
Performance
QSTFX vs. OTRFX - Performance Comparison
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Returns By Period
In the year-to-date period, QSTFX achieves a 25.73% return, which is significantly higher than OTRFX's 5.21% return. Over the past 10 years, QSTFX has outperformed OTRFX with an annualized return of 19.25%, while OTRFX has yielded a comparatively lower 5.38% annualized return.
QSTFX
- 1D
- -0.05%
- 1M
- 6.25%
- YTD
- 25.73%
- 6M
- 21.99%
- 1Y
- 54.25%
- 3Y*
- 22.16%
- 5Y*
- 11.39%
- 10Y*
- 19.25%
OTRFX
- 1D
- 0.00%
- 1M
- 0.93%
- YTD
- 5.21%
- 6M
- 5.12%
- 1Y
- 11.62%
- 3Y*
- 6.28%
- 5Y*
- 1.97%
- 10Y*
- 5.38%
QSTFX vs. OTRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QSTFX Quantified STF Fund | 25.73% | -2.48% | 29.94% | 61.87% | -46.15% | 28.79% | 78.20% | 16.43% | -6.86% | 68.46% |
OTRFX OnTrack Core Fund | 5.21% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 29.03% | 6.86% | -4.70% | 6.49% |
Correlation
The correlation between QSTFX and OTRFX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2015 | 0.36 |
The correlation between QSTFX and OTRFX shifts across timeframes, from 0.30 (5 years) to 0.42 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
QSTFX vs. OTRFX — Risk / Return Rank
QSTFX
OTRFX
QSTFX vs. OTRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified STF Fund (QSTFX) and OnTrack Core Fund (OTRFX). 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.
| QSTFX | OTRFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.72 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 3.88 | -0.63 |
| Martin ratioReturn relative to average drawdown | 8.31 | 8.43 | -0.12 |
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Drawdowns
QSTFX vs. OTRFX - Drawdown Comparison
The maximum QSTFX drawdown since its inception was -49.03%, which is greater than OTRFX's maximum drawdown of -9.73%. Use the drawdown chart below to compare losses from any high point for QSTFX and OTRFX.
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Drawdown Indicators
| QSTFX | OTRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.03% | -9.73% | -39.30% |
Max Drawdown (1Y)Largest decline over 1 year | -17.87% | -3.02% | -14.85% |
Max Drawdown (3Y)Largest decline over 3 years | -32.22% | -5.76% | -26.46% |
Max Drawdown (5Y)Largest decline over 5 years | -49.03% | -9.51% | -39.52% |
Max Drawdown (10Y)Largest decline over 10 years | -49.03% | -9.51% | -39.52% |
Current DrawdownCurrent decline from peak | -1.39% | -0.95% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -15.41% | -2.97% | -12.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 1.39% | +5.59% |
Volatility
QSTFX vs. OTRFX - Volatility Comparison
Quantified STF Fund (QSTFX) has a higher volatility of 8.99% compared to OnTrack Core Fund (OTRFX) at 0.53%. This indicates that QSTFX's price experiences larger fluctuations and is considered to be riskier than OTRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSTFX | OTRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.99% | 0.53% | +8.46% |
Volatility (6M)Calculated over the trailing 6-month period | 19.64% | 2.82% | +16.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.28% | 4.16% | +22.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.28% | 3.07% | +24.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.03% | 3.59% | +24.44% |
QSTFX vs. OTRFX - Expense Ratio Comparison
QSTFX has a 1.55% expense ratio, which is lower than OTRFX's 2.58% expense ratio.
Dividends
QSTFX vs. OTRFX - Dividend Comparison
QSTFX's dividend yield for the trailing twelve months is around 8.47%, less than OTRFX's 12.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 12.40% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
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% | 0.00% |
Frequently Asked Questions
QSTFX and OTRFX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QSTFX has higher volatility (8.99%) compared to OTRFX (0.53%). In terms of maximum drawdown, QSTFX dropped -49.03% vs OTRFX's -9.73%.
OTRFX currently has the higher Sharpe Ratio (2.83 vs 2.21), 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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