QTSSX vs. TANDX
QTSSX (Quantified Tactical Sectors Fund) and TANDX (Castle Tandem Fund) are both Large Cap Blend Equities funds. Over the past 5 years, QTSSX returned -0.65%/yr vs 2.31%/yr for TANDX. Their 0.47 correlation means their historical movements had little consistent relationship. QTSSX charges 1.56%/yr vs 1.59%/yr for TANDX.
Performance
QTSSX vs. TANDX - Performance Comparison
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Returns By Period
In the year-to-date period, QTSSX achieves a 14.05% return, which is significantly higher than TANDX's -6.75% 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%
TANDX
- 1D
- -0.76%
- 1M
- 3.12%
- 6M
- -5.57%
- YTD
- -6.75%
- 1Y
- -7.42%
- 3Y*
- 1.92%
- 5Y*
- 2.31%
- 10Y*
- —
- ALL TIME*
- 6.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TANDX Castle Tandem Fund | $0.00 | $0.00 | $0.00 |
QTSSX vs. TANDX - 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% |
TANDX Castle Tandem Fund | -6.75% | 3.67% | 7.66% | 8.42% | -7.87% | 19.03% |
Correlation
The correlation between QTSSX and TANDX is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2021 | 0.47 |
Over the past year, the correlation between QTSSX and TANDX has dropped to 0.23 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
QTSSX vs. TANDX — Risk / Return Rank
QTSSX
TANDX
QTSSX vs. TANDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Tactical Sectors Fund (QTSSX) and Castle Tandem Fund (TANDX). 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 | TANDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.84 | ||
| Sortino ratioReturn per unit of downside risk | +2.59 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.88 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | -0.50 | +2.45 |
| Martin ratioReturn relative to average drawdown | 5.10 | -0.96 | +6.06 |
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Drawdowns
QTSSX vs. TANDX - Drawdown Comparison
The maximum QTSSX drawdown since its inception was -52.27%, smaller than the maximum TANDX drawdown of -93.98%. Use the drawdown chart below to compare losses from any high point for QTSSX and TANDX.
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Drawdown Indicators
| QTSSX | TANDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.27% | -93.98% | +41.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.53% | -16.88% | +5.35% |
Max Drawdown (3Y)Largest decline over 3 years | -24.77% | -93.98% | +69.21% |
Max Drawdown (5Y)Largest decline over 5 years | -45.13% | -93.98% | +48.85% |
Current DrawdownCurrent decline from peak | -20.90% | -93.48% | +72.58% |
Average DrawdownAverage peak-to-trough decline | -35.40% | -21.84% | -13.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.39% | 8.79% | -4.40% |
Volatility
QTSSX vs. TANDX - Volatility Comparison
Quantified Tactical Sectors Fund (QTSSX) has a higher volatility of 5.41% compared to Castle Tandem Fund (TANDX) at 4.71%. This indicates that QTSSX's price experiences larger fluctuations and is considered to be riskier than TANDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTSSX | TANDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 4.71% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 15.43% | 8.74% | +6.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.47% | 10.68% | +10.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.75% | 596.04% | -574.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 491.15% | -467.55% |
QTSSX vs. TANDX - Expense Ratio Comparison
QTSSX has a 1.56% expense ratio, which is lower than TANDX's 1.59% expense ratio.
Dividends
QTSSX vs. TANDX - Dividend Comparison
QTSSX's dividend yield for the trailing twelve months is around 0.40%, less than TANDX's 6.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
QTSSX Quantified Tactical Sectors Fund | 0.40% | 0.45% | 0.00% | 6.30% | 0.19% | 3.11% | 0.00% | 0.00% |
TANDX Castle Tandem Fund | 6.62% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% |
Frequently Asked Questions
QTSSX and TANDX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QTSSX has higher volatility (5.41%) compared to TANDX (4.71%). In terms of maximum drawdown, QTSSX dropped -52.27% vs TANDX's -93.98%.
QTSSX currently has the higher Sharpe Ratio (1.04 vs -0.80), 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.
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