QTSSX vs. QUERX
Compare and contrast key facts about Quantified Tactical Sectors Fund (QTSSX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX).
QTSSX is managed by Advisors Preferred. It was launched on Mar 3, 2021. QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012.
Performance
QTSSX vs. QUERX - Performance Comparison
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QTSSX vs. QUERX - 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% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 1.76% | 6.98% | 13.98% | 9.55% | -13.73% | 26.08% |
Returns By Period
In the year-to-date period, QTSSX achieves a -4.19% return, which is significantly lower than QUERX's 1.76% return.
QTSSX
- 1D
- 2.01%
- 1M
- -7.44%
- YTD
- -4.19%
- 6M
- -6.55%
- 1Y
- 13.22%
- 3Y*
- 9.49%
- 5Y*
- -5.21%
- 10Y*
- —
QUERX
- 1D
- 0.96%
- 1M
- -4.33%
- YTD
- 1.76%
- 6M
- -0.27%
- 1Y
- 3.98%
- 3Y*
- 10.10%
- 5Y*
- 6.84%
- 10Y*
- 10.65%
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QTSSX vs. QUERX - Expense Ratio Comparison
QTSSX has a 1.56% expense ratio, which is higher than QUERX's 0.31% expense ratio.
Return for Risk
QTSSX vs. QUERX — Risk / Return Rank
QTSSX
QUERX
QTSSX vs. QUERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Tactical Sectors Fund (QTSSX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). 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 | QUERX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.34 | +0.28 |
Sortino ratioReturn per unit of downside risk | 0.95 | 0.56 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.08 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.45 | +0.73 |
Martin ratioReturn relative to average drawdown | 2.84 | 2.06 | +0.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QTSSX | QUERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.34 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.53 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.20 | 0.70 | -0.90 |
Correlation
The correlation between QTSSX and QUERX is 0.60, 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. QUERX - Dividend Comparison
QTSSX's dividend yield for the trailing twelve months is around 0.47%, less than QUERX's 22.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QTSSX Quantified Tactical Sectors Fund | 0.47% | 0.45% | 0.00% | 6.30% | 0.19% | 3.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 22.46% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
Drawdowns
QTSSX vs. QUERX - Drawdown Comparison
The maximum QTSSX drawdown since its inception was -52.27%, which is greater than QUERX's maximum drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for QTSSX and QUERX.
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Drawdown Indicators
| QTSSX | QUERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.27% | -30.81% | -21.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.53% | -8.92% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -52.27% | -22.04% | -30.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.81% | — |
Current DrawdownCurrent decline from peak | -33.55% | -4.33% | -29.22% |
Average DrawdownAverage peak-to-trough decline | -36.19% | -3.95% | -32.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 1.95% | +2.83% |
Volatility
QTSSX vs. QUERX - Volatility Comparison
Quantified Tactical Sectors Fund (QTSSX) has a higher volatility of 5.93% compared to AQR Large Cap Defensive Style Fund Class R6 (QUERX) at 2.81%. This indicates that QTSSX's price experiences larger fluctuations and is considered to be riskier than QUERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTSSX | QUERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 2.81% | +3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 15.18% | 5.75% | +9.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 12.05% | +8.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.38% | 13.08% | +10.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.64% | 15.23% | +8.41% |