QTSSX vs. FSUVX

Last updated Aug 1, 2026

QTSSX (Quantified Tactical Sectors Fund) and FSUVX (Fidelity SAI U.S. Low Volatility Index Fund) are both mutual funds - QTSSX is a Large Cap Blend Equities fund managed by Advisors Preferred, while FSUVX is a Low Volatility fund managed by Fidelity. Over the past 5 years, QTSSX returned -0.65%/yr vs 9.11%/yr for FSUVX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. QTSSX charges 1.56%/yr vs 0.11%/yr for FSUVX.

Performance

QTSSX vs. FSUVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Tactical Sectors Fund (QTSSX) and Fidelity SAI U.S. Low Volatility Index Fund (FSUVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QTSSX achieves a 14.05% return, which is significantly higher than FSUVX's 8.73% return.

QTSSX

• 1D: 1.32%
• 1M: -1.63%
• 6M: 13.29%
• YTD: 14.05%
• 1Y: 26.90%
• 3Y*: 9.16%
• 5Y*: -0.65%
• 10Y*: —
• ALL TIME*: -1.31%

FSUVX

• 1D: 0.00%
• 1M: 1.14%
• 6M: 6.39%
• YTD: 8.73%
• 1Y: 14.88%
• 3Y*: 14.07%
• 5Y*: 9.11%
• 10Y*: 11.13%
• ALL TIME*: 11.56%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FSUVX Fidelity SAI U.S. Low Volatility Index Fund	$0.00	$0.00	$0.00
QTSSX Quantified Tactical Sectors Fund	$0.00	$0.00	$0.00

QTSSX vs. FSUVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QTSSX Quantified Tactical Sectors Fund	14.05%	4.10%	13.88%	13.97%	-27.55%	-16.61%
FSUVX Fidelity SAI U.S. Low Volatility Index Fund	8.73%	11.03%	17.40%	14.80%	-10.93%	22.77%

Correlation

The correlation between QTSSX and FSUVX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.53
Correlation (3Y) Balances recent behavior with more history.	0.62
Correlation (5Y) Shows whether the relationship held over a longer period.	0.64
Correlation (All Time) Calculated using the full available price history since Mar 3, 2021	0.61

The correlation between QTSSX and FSUVX shifts across timeframes, from 0.53 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

QTSSX vs. FSUVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QTSSX

QTSSX Risk / Return Rank: 34
QTSSX Sharpe Ratio Rank: 29
QTSSX Sortino Ratio Rank: 29
QTSSX Omega Ratio Rank: 28
QTSSX Calmar Ratio Rank: 50
QTSSX Martin Ratio Rank: 33

FSUVX

FSUVX Risk / Return Rank: 61
FSUVX Sharpe Ratio Rank: 65
FSUVX Sortino Ratio Rank: 65
FSUVX Omega Ratio Rank: 61
FSUVX Calmar Ratio Rank: 53
FSUVX Martin Ratio Rank: 61

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QTSSX vs. FSUVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Tactical Sectors Fund (QTSSX) and Fidelity SAI U.S. Low Volatility Index Fund (FSUVX). 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.

	QTSSX	FSUVX	Difference
Sharpe ratio: Return per unit of total volatility	1.04	1.52	-0.47
Sortino ratio: Return per unit of downside risk	1.51	2.21	-0.70
Omega ratio: Gain probability vs. loss probability	1.18	1.27	-0.09
Calmar ratio: Return relative to maximum drawdown	1.95	1.87	+0.07
Martin ratio: Return relative to average drawdown	5.10	7.68	-2.58

QTSSX vs. FSUVX - Sharpe Ratio Comparison

The current QTSSX Sharpe Ratio is 1.04, which is lower than the FSUVX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of QTSSX and FSUVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QTSSX vs. FSUVX - Drawdown Comparison

The maximum QTSSX drawdown since its inception was -52.27%, which is greater than FSUVX's maximum drawdown of -32.41%. Use the drawdown chart below to compare losses from any high point for QTSSX and FSUVX.

Drawdown Indicators

	QTSSX	FSUVX	Difference
Max Drawdown Largest peak-to-trough decline	-52.27%	-32.41%	-19.86%
Max Drawdown (1Y) Largest decline over 1 year	-11.53%	-7.28%	-4.25%
Max Drawdown (3Y) Largest decline over 3 years	-24.77%	-11.55%	-13.22%
Max Drawdown (5Y) Largest decline over 5 years	-45.13%	-19.48%	-25.65%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.41%	—
Current Drawdown Current decline from peak	-20.90%	-0.68%	-20.22%
Average Drawdown Average peak-to-trough decline	-35.40%	-3.25%	-32.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.39%	1.77%	+2.62%

Volatility

QTSSX vs. FSUVX - Volatility Comparison

Quantified Tactical Sectors Fund (QTSSX) has a higher volatility of 5.41% compared to Fidelity SAI U.S. Low Volatility Index Fund (FSUVX) at 3.36%. This indicates that QTSSX's price experiences larger fluctuations and is considered to be riskier than FSUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QTSSX	FSUVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	3.36%	+2.05%
Volatility (6M) Calculated over the trailing 6-month period	15.43%	7.10%	+8.33%
Volatility (1Y) Calculated over the trailing 1-year period	21.47%	9.00%	+12.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.75%	13.00%	+8.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.60%	15.19%	+8.41%

QTSSX vs. FSUVX - Expense Ratio Comparison

QTSSX has a 1.56% expense ratio, which is higher than FSUVX's 0.11% expense ratio.

Dividends

QTSSX vs. FSUVX - Dividend Comparison

QTSSX's dividend yield for the trailing twelve months is around 0.40%, less than FSUVX's 4.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSUVX Fidelity SAI U.S. Low Volatility Index Fund	4.09%	4.45%	2.25%	1.74%	4.12%	3.52%	1.31%	3.80%	2.63%	2.94%	2.23%	1.17%
QTSSX Quantified Tactical Sectors Fund	0.40%	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 FSUVX in my portfolio?

QTSSX and FSUVX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QTSSX or FSUVX?

QTSSX has higher volatility (5.41%) compared to FSUVX (3.36%). In terms of maximum drawdown, QTSSX dropped -52.27% vs FSUVX's -32.41%.

Which has better risk-adjusted returns?

FSUVX currently has the higher Sharpe Ratio (1.52 vs 1.04), 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.