SAPEX vs. QEVOX
Compare and contrast key facts about Spectrum Active Advantage Fund (SAPEX) and Quantified Evolution Plus Fund (QEVOX).
SAPEX is managed by Advisors Preferred. It was launched on May 31, 2015. QEVOX is managed by Advisors Preferred. It was launched on Sep 29, 2019.
Performance
SAPEX vs. QEVOX - Performance Comparison
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SAPEX vs. QEVOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SAPEX Spectrum Active Advantage Fund | -5.79% | 15.25% | 5.25% | 12.11% | -38.08% | 17.15% | 13.72% | 9.37% |
QEVOX Quantified Evolution Plus Fund | 38.56% | 8.67% | 14.79% | 1.22% | -24.02% | 14.49% | -1.82% | -1.96% |
Returns By Period
In the year-to-date period, SAPEX achieves a -5.79% return, which is significantly lower than QEVOX's 38.56% return.
SAPEX
- 1D
- -0.16%
- 1M
- -5.88%
- YTD
- -5.79%
- 6M
- -2.64%
- 1Y
- 10.17%
- 3Y*
- 8.47%
- 5Y*
- -1.99%
- 10Y*
- 4.59%
QEVOX
- 1D
- 0.18%
- 1M
- 12.07%
- YTD
- 38.56%
- 6M
- 52.33%
- 1Y
- 30.78%
- 3Y*
- 19.40%
- 5Y*
- 10.01%
- 10Y*
- —
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SAPEX vs. QEVOX - Expense Ratio Comparison
SAPEX has a 1.69% expense ratio, which is higher than QEVOX's 1.56% expense ratio.
Return for Risk
SAPEX vs. QEVOX — Risk / Return Rank
SAPEX
QEVOX
SAPEX vs. QEVOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Spectrum Active Advantage Fund (SAPEX) 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.
| SAPEX | QEVOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.22 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.60 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.47 | -0.23 |
Martin ratioReturn relative to average drawdown | 4.20 | 2.18 | +2.01 |
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
| SAPEX | QEVOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.22 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.50 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.28 | +0.01 |
Correlation
The correlation between SAPEX and QEVOX is 0.42, 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
SAPEX vs. QEVOX - Dividend Comparison
SAPEX's dividend yield for the trailing twelve months is around 5.07%, less than QEVOX's 47.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SAPEX Spectrum Active Advantage Fund | 5.07% | 4.77% | 2.23% | 0.88% | 0.00% | 33.33% | 1.43% | 0.74% | 3.09% | 4.26% | 0.17% |
QEVOX Quantified Evolution Plus Fund | 47.88% | 66.34% | 10.32% | 24.53% | 0.07% | 13.55% | 2.29% | 0.15% | 0.00% | 0.00% | 0.00% |
Drawdowns
SAPEX vs. QEVOX - Drawdown Comparison
The maximum SAPEX drawdown since its inception was -40.48%, which is greater than QEVOX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for SAPEX and QEVOX.
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Drawdown Indicators
| SAPEX | QEVOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.48% | -28.47% | -12.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.62% | -20.43% | +12.81% |
Max Drawdown (5Y)Largest decline over 5 years | -40.48% | -27.40% | -13.08% |
Max Drawdown (10Y)Largest decline over 10 years | -40.48% | — | — |
Current DrawdownCurrent decline from peak | -22.31% | -2.96% | -19.35% |
Average DrawdownAverage peak-to-trough decline | -14.52% | -14.19% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 13.76% | -11.51% |
Volatility
SAPEX vs. QEVOX - Volatility Comparison
The current volatility for Spectrum Active Advantage Fund (SAPEX) is 3.32%, while Quantified Evolution Plus Fund (QEVOX) has a volatility of 9.69%. This indicates that SAPEX 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.
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Volatility by Period
| SAPEX | QEVOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 9.69% | -6.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.72% | 21.92% | -14.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.76% | 26.15% | -15.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 20.09% | -5.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.75% | 21.70% | -4.95% |