SMIDX vs. QEVOX
SMIDX (SMI Dynamic Allocation Fund) and QEVOX (Quantified Evolution Plus Fund) are both Tactical Allocation funds. Over the past 5 years, SMIDX returned 6.06%/yr vs 7.74%/yr for QEVOX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. SMIDX charges 1.19%/yr vs 1.56%/yr for QEVOX.
Performance
SMIDX vs. QEVOX - Performance Comparison
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Returns By Period
In the year-to-date period, SMIDX achieves a 6.82% return, which is significantly lower than QEVOX's 43.03% return.
SMIDX
- 1D
- 1.49%
- 1M
- -0.83%
- 6M
- 2.30%
- YTD
- 6.82%
- 1Y
- 20.65%
- 3Y*
- 12.81%
- 5Y*
- 6.06%
- 10Y*
- 5.65%
- ALL TIME*
- 5.72%
QEVOX
- 1D
- 0.88%
- 1M
- -2.54%
- 6M
- 22.60%
- YTD
- 43.03%
- 1Y
- 63.23%
- 3Y*
- 18.83%
- 5Y*
- 7.74%
- 10Y*
- —
- ALL TIME*
- 6.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SMIDX vs. QEVOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SMIDX SMI Dynamic Allocation Fund | 6.82% | 22.50% | 12.76% | 8.39% | -19.12% | 14.00% | 9.64% | -0.45% |
QEVOX Quantified Evolution Plus Fund | 43.03% | 8.67% | 14.79% | 1.22% | -24.02% | 14.49% | -1.82% | -1.96% |
Correlation
The correlation between SMIDX and QEVOX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.60 |
The correlation between SMIDX and QEVOX shifts across timeframes, from 0.55 (5 years) to 0.66 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SMIDX vs. QEVOX — Risk / Return Rank
SMIDX
QEVOX
SMIDX vs. QEVOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SMI Dynamic Allocation Fund (SMIDX) 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.
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.
| SMIDX | QEVOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.38 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.22 | -0.95 |
| Martin ratioReturn relative to average drawdown | 7.60 | 9.80 | -2.21 |
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Drawdowns
SMIDX vs. QEVOX - Drawdown Comparison
The maximum SMIDX drawdown since its inception was -21.99%, smaller than the maximum QEVOX drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for SMIDX and QEVOX.
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Drawdown Indicators
| SMIDX | QEVOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.99% | -28.47% | +6.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -19.83% | +11.10% |
Max Drawdown (3Y)Largest decline over 3 years | -10.11% | -21.21% | +11.10% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -27.40% | +5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -21.99% | — | — |
Current DrawdownCurrent decline from peak | -4.74% | -16.18% | +11.44% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -13.87% | +7.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 6.50% | -3.89% |
Volatility
SMIDX vs. QEVOX - Volatility Comparison
The current volatility for SMI Dynamic Allocation Fund (SMIDX) is 3.28%, while Quantified Evolution Plus Fund (QEVOX) has a volatility of 6.48%. This indicates that SMIDX 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
| SMIDX | QEVOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 6.48% | -3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 24.26% | -12.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.56% | 28.69% | -15.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.88% | 20.74% | -9.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.33% | 22.19% | -11.86% |
SMIDX vs. QEVOX - Expense Ratio Comparison
SMIDX has a 1.19% expense ratio, which is lower than QEVOX's 1.56% expense ratio.
Dividends
SMIDX vs. QEVOX - Dividend Comparison
SMIDX's dividend yield for the trailing twelve months is around 11.07%, less than QEVOX's 46.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QEVOX Quantified Evolution Plus Fund | 46.38% | 66.34% | 10.32% | 24.53% | 0.07% | 13.55% | 2.29% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% |
SMIDX SMI Dynamic Allocation Fund | 11.07% | 11.83% | 6.43% | 0.19% | 0.00% | 7.91% | 5.32% | 1.22% | 1.53% | 0.92% | 0.25% | 1.27% |
Frequently Asked Questions
SMIDX and QEVOX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QEVOX has higher volatility (6.48%) compared to SMIDX (3.28%). In terms of maximum drawdown, SMIDX dropped -21.99% vs QEVOX's -28.47%.
QEVOX currently has the higher Sharpe Ratio (2.23 vs 1.46), 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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