QTSSX vs. QEVOX

Last updated Apr 2, 2026

Compare and contrast key facts about Quantified Tactical Sectors Fund (QTSSX) and Quantified Evolution Plus Fund (QEVOX).

QTSSX is managed by Advisors Preferred. It was launched on Mar 3, 2021. QEVOX is managed by Advisors Preferred. It was launched on Sep 29, 2019.

Performance

QTSSX vs. QEVOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantified Tactical Sectors Fund (QTSSX) and Quantified Evolution Plus Fund (QEVOX). The values are adjusted to include any dividend payments, if applicable.

QTSSX vs. QEVOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
QTSSX Quantified Tactical Sectors Fund	-4.19%	4.10%	13.88%	13.97%	-27.55%	-16.61%
QEVOX Quantified Evolution Plus Fund	40.30%	8.67%	14.79%	1.22%	-24.02%	23.01%

Returns By Period

In the year-to-date period, QTSSX achieves a -4.19% return, which is significantly lower than QEVOX's 40.30% return.

QTSSX

• 1D: 2.01%
• 1M: -7.44%
• YTD: -4.19%
• 6M: -6.55%
• 1Y: 13.22%
• 3Y*: 9.49%
• 5Y*: -5.21%
• 10Y*: —

QEVOX

• 1D: 1.26%
• 1M: 10.59%
• YTD: 40.30%
• 6M: 53.48%
• 1Y: 32.43%
• 3Y*: 19.90%
• 5Y*: 9.72%
• 10Y*: —

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

QTSSX vs. QEVOX - Expense Ratio Comparison

Both QTSSX and QEVOX have an expense ratio of 1.56%.

QTSSX

Quantified Tactical Sectors Fund

QEVOX

Quantified Evolution Plus Fund

Return for Risk

QTSSX vs. QEVOX — Risk / Return Rank

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

QTSSX

QTSSX Risk / Return Rank: 21
QTSSX Sharpe Ratio Rank: 18
QTSSX Sortino Ratio Rank: 18
QTSSX Omega Ratio Rank: 16
QTSSX Calmar Ratio Rank: 33
QTSSX Martin Ratio Rank: 20

QEVOX

QEVOX Risk / Return Rank: 52
QEVOX Sharpe Ratio Rank: 64
QEVOX Sortino Ratio Rank: 55
QEVOX Omega Ratio Rank: 61
QEVOX Calmar Ratio Rank: 60
QEVOX Martin Ratio Rank: 18

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. QEVOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantified Tactical Sectors Fund (QTSSX) and Quantified Evolution Plus Fund (QEVOX). 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	QEVOX	Difference
Sharpe ratio Return per unit of total volatility	0.62	1.25	-0.63
Sortino ratio Return per unit of downside risk	0.95	1.63	-0.68
Omega ratio Gain probability vs. loss probability	1.13	1.26	-0.13
Calmar ratio Return relative to maximum drawdown	1.18	1.63	-0.46
Martin ratio Return relative to average drawdown	2.84	2.43	+0.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QTSSX vs. QEVOX - Sharpe Ratio Comparison

The current QTSSX Sharpe Ratio is 0.62, which is lower than the QEVOX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of QTSSX and QEVOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QTSSX	QEVOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	1.25	-0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.22	0.49	-0.71
Sharpe Ratio (All Time) Calculated using the full available price history	-0.20	0.29	-0.49

Correlation

The correlation between QTSSX and QEVOX is 0.45, 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

QTSSX vs. QEVOX - Dividend Comparison

QTSSX's dividend yield for the trailing twelve months is around 0.47%, less than QEVOX's 47.28% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
QTSSX Quantified Tactical Sectors Fund	0.47%	0.45%	0.00%	6.30%	0.19%	3.11%	0.00%	0.00%
QEVOX Quantified Evolution Plus Fund	47.28%	66.34%	10.32%	24.53%	0.07%	13.55%	2.29%	0.15%

Drawdowns

QTSSX vs. QEVOX - Drawdown Comparison

The maximum QTSSX drawdown since its inception was -52.27%, which is greater than QEVOX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for QTSSX and QEVOX.

Drawdown Indicators

	QTSSX	QEVOX	Difference
Max Drawdown Largest peak-to-trough decline	-52.27%	-28.47%	-23.80%
Max Drawdown (1Y) Largest decline over 1 year	-11.53%	-20.43%	+8.90%
Max Drawdown (5Y) Largest decline over 5 years	-52.27%	-27.40%	-24.87%
Current Drawdown Current decline from peak	-33.55%	-1.74%	-31.81%
Average Drawdown Average peak-to-trough decline	-36.19%	-14.18%	-22.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.78%	13.76%	-8.98%

Volatility

QTSSX vs. QEVOX - Volatility Comparison

The current volatility for Quantified Tactical Sectors Fund (QTSSX) is 5.93%, while Quantified Evolution Plus Fund (QEVOX) has a volatility of 9.49%. This indicates that QTSSX experiences smaller price fluctuations and is considered to be less risky than QEVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QTSSX	QEVOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.93%	9.49%	-3.56%
Volatility (6M) Calculated over the trailing 6-month period	15.18%	21.94%	-6.76%
Volatility (1Y) Calculated over the trailing 1-year period	20.64%	26.13%	-5.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.38%	20.08%	+3.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.64%	21.70%	+1.94%