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QSTFX vs. SAPEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QSTFX vs. SAPEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified STF Fund (QSTFX) and Spectrum Active Advantage Fund (SAPEX). The values are adjusted to include any dividend payments, if applicable.

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QSTFX vs. SAPEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QSTFX
Quantified STF Fund
-12.01%-2.48%29.94%61.87%-46.15%28.79%78.20%16.43%-6.86%68.46%
SAPEX
Spectrum Active Advantage Fund
-5.79%15.25%5.25%12.11%-38.08%17.15%13.72%27.65%-4.44%15.05%

Returns By Period

In the year-to-date period, QSTFX achieves a -12.01% return, which is significantly lower than SAPEX's -5.79% return. Over the past 10 years, QSTFX has outperformed SAPEX with an annualized return of 13.95%, while SAPEX has yielded a comparatively lower 4.59% annualized return.


QSTFX

1D
0.00%
1M
-8.06%
YTD
-12.01%
6M
-14.00%
1Y
15.33%
3Y*
16.79%
5Y*
5.19%
10Y*
13.95%

SAPEX

1D
-0.16%
1M
-5.88%
YTD
-5.79%
6M
-2.64%
1Y
10.17%
3Y*
8.47%
5Y*
-1.99%
10Y*
4.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QSTFX vs. SAPEX - Expense Ratio Comparison

QSTFX has a 1.55% expense ratio, which is lower than SAPEX's 1.69% expense ratio.


Return for Risk

QSTFX vs. SAPEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QSTFX
QSTFX Risk / Return Rank: 2323
Overall Rank
QSTFX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
QSTFX Sortino Ratio Rank: 2525
Sortino Ratio Rank
QSTFX Omega Ratio Rank: 2525
Omega Ratio Rank
QSTFX Calmar Ratio Rank: 2222
Calmar Ratio Rank
QSTFX Martin Ratio Rank: 1919
Martin Ratio Rank

SAPEX
SAPEX Risk / Return Rank: 4848
Overall Rank
SAPEX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SAPEX Sortino Ratio Rank: 4848
Sortino Ratio Rank
SAPEX Omega Ratio Rank: 4646
Omega Ratio Rank
SAPEX Calmar Ratio Rank: 5151
Calmar Ratio Rank
SAPEX Martin Ratio Rank: 4040
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. SAPEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified STF Fund (QSTFX) and Spectrum Active Advantage Fund (SAPEX). 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.


QSTFXSAPEXDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.99

-0.35

Sortino ratio

Return per unit of downside risk

0.98

1.38

-0.40

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.05

Calmar ratio

Return relative to maximum drawdown

0.65

1.24

-0.59

Martin ratio

Return relative to average drawdown

1.98

4.20

-2.22

QSTFX vs. SAPEX - Sharpe Ratio Comparison

The current QSTFX Sharpe Ratio is 0.64, which is lower than the SAPEX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of QSTFX and SAPEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QSTFXSAPEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.99

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.14

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.28

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.29

+0.17

Correlation

The correlation between QSTFX and SAPEX is 0.69, 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.


Dividends

QSTFX vs. SAPEX - Dividend Comparison

QSTFX's dividend yield for the trailing twelve months is around 12.10%, more than SAPEX's 5.07% yield.


TTM2025202420232022202120202019201820172016
QSTFX
Quantified STF Fund
12.10%10.65%5.12%1.03%0.00%21.93%20.82%0.52%2.57%39.11%0.01%
SAPEX
Spectrum Active Advantage Fund
5.07%4.77%2.23%0.88%0.00%33.33%1.43%0.74%3.09%4.26%0.17%

Drawdowns

QSTFX vs. SAPEX - Drawdown Comparison

The maximum QSTFX drawdown since its inception was -49.03%, which is greater than SAPEX's maximum drawdown of -40.48%. Use the drawdown chart below to compare losses from any high point for QSTFX and SAPEX.


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Drawdown Indicators


QSTFXSAPEXDifference

Max Drawdown

Largest peak-to-trough decline

-49.03%

-40.48%

-8.55%

Max Drawdown (1Y)

Largest decline over 1 year

-17.87%

-7.62%

-10.25%

Max Drawdown (5Y)

Largest decline over 5 years

-49.03%

-40.48%

-8.55%

Max Drawdown (10Y)

Largest decline over 10 years

-49.03%

-40.48%

-8.55%

Current Drawdown

Current decline from peak

-19.96%

-22.31%

+2.35%

Average Drawdown

Average peak-to-trough decline

-15.63%

-14.52%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.89%

2.25%

+3.64%

Volatility

QSTFX vs. SAPEX - Volatility Comparison

Quantified STF Fund (QSTFX) has a higher volatility of 6.29% compared to Spectrum Active Advantage Fund (SAPEX) at 3.32%. This indicates that QSTFX's price experiences larger fluctuations and is considered to be riskier than SAPEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QSTFXSAPEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

3.32%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

19.32%

7.72%

+11.60%

Volatility (1Y)

Calculated over the trailing 1-year period

24.11%

10.76%

+13.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.24%

14.62%

+12.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.70%

16.75%

+10.95%