QTSSX vs. VPMAX
Compare and contrast key facts about Quantified Tactical Sectors Fund (QTSSX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
QTSSX is managed by Advisors Preferred. It was launched on Mar 3, 2021. VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
QTSSX vs. VPMAX - Performance Comparison
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QTSSX vs. VPMAX - 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -2.75% | 54.11% | 13.30% | 28.25% | -15.16% | 13.75% |
Returns By Period
In the year-to-date period, QTSSX achieves a -4.19% return, which is significantly lower than VPMAX's -2.75% return.
QTSSX
- 1D
- 2.01%
- 1M
- -7.44%
- YTD
- -4.19%
- 6M
- -6.55%
- 1Y
- 13.22%
- 3Y*
- 9.49%
- 5Y*
- -5.21%
- 10Y*
- —
VPMAX
- 1D
- 3.30%
- 1M
- -6.80%
- YTD
- -2.75%
- 6M
- 24.32%
- 1Y
- 51.98%
- 3Y*
- 26.74%
- 5Y*
- 15.10%
- 10Y*
- 16.91%
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QTSSX vs. VPMAX - Expense Ratio Comparison
QTSSX has a 1.56% expense ratio, which is higher than VPMAX's 0.31% expense ratio.
Return for Risk
QTSSX vs. VPMAX — Risk / Return Rank
QTSSX
VPMAX
QTSSX vs. VPMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Quantified Tactical Sectors Fund (QTSSX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 1.78 | -1.17 |
Sortino ratioReturn per unit of downside risk | 0.95 | 3.30 | -2.35 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.48 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 3.76 | -2.59 |
Martin ratioReturn relative to average drawdown | 2.84 | 16.16 | -13.32 |
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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.78 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.75 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.20 | 0.62 | -0.82 |
Correlation
The correlation between QTSSX and VPMAX is 0.72, 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. VPMAX - Dividend Comparison
QTSSX's dividend yield for the trailing twelve months is around 0.47%, less than VPMAX's 32.75% 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 32.75% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Drawdowns
QTSSX vs. VPMAX - Drawdown Comparison
The maximum QTSSX drawdown since its inception was -52.27%, which is greater than VPMAX's maximum drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for QTSSX and VPMAX.
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Drawdown Indicators
| QTSSX | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.27% | -48.32% | -3.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.53% | -13.75% | +2.22% |
Max Drawdown (5Y)Largest decline over 5 years | -52.27% | -25.21% | -27.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.65% | — |
Current DrawdownCurrent decline from peak | -33.55% | -8.80% | -24.75% |
Average DrawdownAverage peak-to-trough decline | -36.19% | -6.61% | -29.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 3.20% | +1.58% |
Volatility
QTSSX vs. VPMAX - Volatility Comparison
The current volatility for Quantified Tactical Sectors Fund (QTSSX) is 5.93%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 6.72%. This indicates that QTSSX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QTSSX | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 6.72% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 15.18% | 22.09% | -6.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.64% | 28.98% | -8.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.38% | 20.17% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.64% | 20.11% | +3.53% |