QTSSX vs. SSSYX
Compare and contrast key facts about Quantified Tactical Sectors Fund (QTSSX) and State Street Equity 500 Index Fund Class K (SSSYX).
QTSSX is managed by Advisors Preferred. It was launched on Mar 3, 2021. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
QTSSX vs. SSSYX - Performance Comparison
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QTSSX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 26.15% |
Returns By Period
The year-to-date returns for both stocks are quite close, with QTSSX having a -4.19% return and SSSYX slightly lower at -4.34%.
QTSSX
- 1D
- 2.01%
- 1M
- -7.44%
- YTD
- -4.19%
- 6M
- -6.55%
- 1Y
- 13.22%
- 3Y*
- 9.49%
- 5Y*
- -5.21%
- 10Y*
- —
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
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QTSSX vs. SSSYX - Expense Ratio Comparison
QTSSX has a 1.56% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
QTSSX vs. SSSYX — Risk / Return Rank
QTSSX
SSSYX
QTSSX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Tactical Sectors Fund (QTSSX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.97 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.49 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.23 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.52 | -0.34 |
Martin ratioReturn relative to average drawdown | 2.84 | 7.30 | -4.46 |
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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.97 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.70 | -0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.20 | 0.11 | -0.31 |
Correlation
The correlation between QTSSX and SSSYX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QTSSX vs. SSSYX - Dividend Comparison
QTSSX's dividend yield for the trailing twelve months is around 0.47%, less than SSSYX's 1.51% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
QTSSX vs. SSSYX - Drawdown Comparison
The maximum QTSSX drawdown since its inception was -52.27%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for QTSSX and SSSYX.
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Drawdown Indicators
| QTSSX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.27% | -91.48% | +39.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.53% | -12.10% | +0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -52.27% | -24.49% | -27.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -91.48% | — |
Current DrawdownCurrent decline from peak | -33.55% | -6.22% | -27.33% |
Average DrawdownAverage peak-to-trough decline | -36.19% | -4.20% | -31.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 2.52% | +2.26% |
Volatility
QTSSX vs. SSSYX - Volatility Comparison
Quantified Tactical Sectors Fund (QTSSX) has a higher volatility of 5.93% compared to State Street Equity 500 Index Fund Class K (SSSYX) at 5.34%. This indicates that QTSSX's price experiences larger fluctuations and is considered to be riskier than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTSSX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 5.34% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 15.18% | 9.53% | +5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 18.29% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.38% | 16.89% | +6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.64% | 124.43% | -100.79% |