QTSSX vs. AFNIX

Last updated Jun 3, 2026

QTSSX (Quantified Tactical Sectors Fund) and AFNIX (AAM/Bahl & Gaynor Income Growth Fund Class I) are both Large Cap Blend Equities funds. A 0.62 correlation means they provide meaningful diversification when combined. QTSSX charges 1.56%/yr vs 0.83%/yr for AFNIX.

Performance

QTSSX vs. AFNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Tactical Sectors Fund (QTSSX) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

QTSSX

• 1D: 2.71%
• 1M: 12.39%
• YTD: 17.70%
• 6M: 14.66%
• 1Y: 40.42%
• 3Y*: 14.48%
• 5Y*: -3.91%
• 10Y*: —

AFNIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QTSSX vs. AFNIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QTSSX Quantified Tactical Sectors Fund	17.70%	4.10%	13.88%	13.97%	-27.55%	-16.61%
AFNIX AAM/Bahl & Gaynor Income Growth Fund Class I	1.74%	11.36%	16.23%	6.59%	-8.77%	24.94%

Correlation

The correlation between QTSSX and AFNIX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (All Time) Calculated using the full available price history since Mar 4, 2021	0.62

The correlation between QTSSX and AFNIX shifts across timeframes, from 0.51 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

QTSSX vs. AFNIX — Risk / Return Rank

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

QTSSX

QTSSX Risk / Return Rank: 51
QTSSX Sharpe Ratio Rank: 47
QTSSX Sortino Ratio Rank: 40
QTSSX Omega Ratio Rank: 41
QTSSX Calmar Ratio Rank: 78
QTSSX Martin Ratio Rank: 47

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.

QTSSX vs. AFNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Tactical Sectors Fund (QTSSX) and AAM/Bahl & Gaynor Income Growth Fund Class I (AFNIX). 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.

	QTSSX	AFNIX	Difference
Sharpe ratio Return per unit of total volatility	2.02	—	—
Sortino ratio Return per unit of downside risk	2.63	—	—
Omega ratio Gain probability vs. loss probability	1.34	—	—
Calmar ratio Return relative to maximum drawdown	3.57	—	—
Martin ratio Return relative to average drawdown	9.80	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	QTSSX	AFNIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.17	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.03	—	—

Drawdowns

Drawdown Indicators

	QTSSX	AFNIX	Difference
Max Drawdown Largest peak-to-trough decline	-52.27%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.53%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-24.77%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-52.27%	—	—
Current Drawdown Current decline from peak	-18.37%	—	—
Average Drawdown Average peak-to-trough decline	-35.89%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.20%	—	—

Volatility

Volatility by Period

	QTSSX	AFNIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.40%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.65%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.49%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.89%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.65%	—	—

QTSSX vs. AFNIX - Expense Ratio Comparison

QTSSX has a 1.56% expense ratio, which is higher than AFNIX's 0.83% expense ratio.

Dividends

QTSSX vs. AFNIX - Dividend Comparison

QTSSX's dividend yield for the trailing twelve months is around 0.38%, less than AFNIX's 31.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AFNIX AAM/Bahl & Gaynor Income Growth Fund Class I	31.18%	14.13%	6.88%	3.43%	4.61%	1.78%	1.75%	2.13%	2.04%	1.72%	1.79%	2.66%
QTSSX Quantified Tactical Sectors Fund	0.38%	0.45%	0.00%	6.30%	0.19%	3.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QTSSX and AFNIX in my portfolio?

QTSSX and AFNIX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.