QSTFX vs. QFITX
QSTFX (Quantified STF Fund) and QFITX (Quantified Tactical Fixed Income Fund) are both mutual funds - QSTFX is a Tactical Allocation fund managed by Advisors Preferred, while QFITX is a Nontraditional Bonds fund managed by Advisors Preferred. Over the past 5 years, QSTFX returned 9.75%/yr vs -1.30%/yr for QFITX. At a 0.06 correlation, their price movements are largely independent. QSTFX charges 1.55%/yr vs 1.56%/yr for QFITX.
Performance
QSTFX vs. QFITX - Performance Comparison
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Returns By Period
In the year-to-date period, QSTFX achieves a 25.79% return, which is significantly higher than QFITX's -4.59% return.
QSTFX
- 1D
- 0.71%
- 1M
- 4.96%
- 6M
- 20.61%
- YTD
- 25.79%
- 1Y
- 41.58%
- 3Y*
- 21.11%
- 5Y*
- 9.75%
- 10Y*
- 19.33%
QFITX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- -4.91%
- YTD
- -4.59%
- 1Y
- -7.06%
- 3Y*
- -6.12%
- 5Y*
- -1.30%
- 10Y*
- —
QSTFX vs. QFITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QSTFX Quantified STF Fund | 25.79% | -2.48% | 29.94% | 61.87% | -46.15% | 28.79% | 78.20% | 15.07% |
QFITX Quantified Tactical Fixed Income Fund | -4.59% | -7.64% | -1.03% | -6.54% | -22.87% | 36.77% | 10.36% | 2.31% |
Correlation
The correlation between QSTFX and QFITX is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2019 | 0.06 |
Over the past year, QSTFX and QFITX have become more correlated (0.29) than their long-term average of 0.06, meaning their price movements have been converging.
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Return for Risk
QSTFX vs. QFITX — Risk / Return Rank
QSTFX
QFITX
QSTFX vs. QFITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified STF Fund (QSTFX) and Quantified Tactical Fixed Income Fund (QFITX). 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 | QFITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.67 | ||
| Sortino ratioReturn per unit of downside risk | +3.60 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.81 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | -0.71 | +3.00 |
| Martin ratioReturn relative to average drawdown | 5.85 | -1.46 | +7.31 |
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Drawdowns
QSTFX vs. QFITX - Drawdown Comparison
The maximum QSTFX drawdown since its inception was -49.03%, which is greater than QFITX's maximum drawdown of -38.03%. Use the drawdown chart below to compare losses from any high point for QSTFX and QFITX.
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Drawdown Indicators
| QSTFX | QFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.03% | -38.03% | -11.00% |
Max Drawdown (1Y)Largest decline over 1 year | -17.87% | -8.13% | -9.74% |
Max Drawdown (3Y)Largest decline over 3 years | -32.22% | -20.64% | -11.58% |
Max Drawdown (5Y)Largest decline over 5 years | -49.03% | -38.03% | -11.00% |
Max Drawdown (10Y)Largest decline over 10 years | -49.03% | — | — |
Current DrawdownCurrent decline from peak | -1.34% | -37.67% | +36.33% |
Average DrawdownAverage peak-to-trough decline | -15.35% | -19.36% | +4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.01% | 4.18% | +2.83% |
Volatility
QSTFX vs. QFITX - Volatility Comparison
Quantified STF Fund (QSTFX) has a higher volatility of 11.45% compared to Quantified Tactical Fixed Income Fund (QFITX) at 1.10%. This indicates that QSTFX's price experiences larger fluctuations and is considered to be riskier than QFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSTFX | QFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.45% | 1.10% | +10.35% |
Volatility (6M)Calculated over the trailing 6-month period | 20.16% | 4.18% | +15.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.50% | 5.45% | +21.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.38% | 21.20% | +6.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.06% | 20.20% | +7.86% |
QSTFX vs. QFITX - Expense Ratio Comparison
QSTFX has a 1.55% expense ratio, which is lower than QFITX's 1.56% expense ratio.
Dividends
QSTFX vs. QFITX - Dividend Comparison
QSTFX's dividend yield for the trailing twelve months is around 8.47%, less than QFITX's 16.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
QFITX Quantified Tactical Fixed Income Fund | 16.08% | 12.72% | 3.70% | 0.08% | 0.15% | 29.15% | 2.12% | 4.28% | 0.00% | 0.00% | 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 QFITX have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QSTFX has higher volatility (11.45%) compared to QFITX (1.10%). In terms of maximum drawdown, QSTFX dropped -49.03% vs QFITX's -38.03%.
QSTFX currently has the higher Sharpe Ratio (1.55 vs -1.13), 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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