TFAQX vs. QEVOX

Last updated Apr 1, 2026

Compare and contrast key facts about TFA Quantitative Fund (TFAQX) and Quantified Evolution Plus Fund (QEVOX).

TFAQX is managed by Tactical Fund Advisors. It was launched on May 17, 2020. QEVOX is managed by Advisors Preferred. It was launched on Sep 29, 2019.

Performance

TFAQX vs. QEVOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TFA Quantitative Fund (TFAQX) and Quantified Evolution Plus Fund (QEVOX). The values are adjusted to include any dividend payments, if applicable.

TFAQX vs. QEVOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TFAQX TFA Quantitative Fund	-9.57%	11.41%	22.12%	23.25%	-25.11%	10.88%	18.19%
QEVOX Quantified Evolution Plus Fund	38.56%	8.67%	14.79%	1.22%	-24.02%	14.49%	11.64%

Returns By Period

In the year-to-date period, TFAQX achieves a -9.57% return, which is significantly lower than QEVOX's 38.56% return.

TFAQX

• 1D: -0.78%
• 1M: -8.35%
• YTD: -9.57%
• 6M: -8.66%
• 1Y: 9.82%
• 3Y*: 12.42%
• 5Y*: 4.79%
• 10Y*: —

QEVOX

• 1D: 0.18%
• 1M: 12.07%
• YTD: 38.56%
• 6M: 52.33%
• 1Y: 30.78%
• 3Y*: 19.40%
• 5Y*: 10.01%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TFAQX vs. QEVOX - Expense Ratio Comparison

TFAQX has a 1.98% expense ratio, which is higher than QEVOX's 1.56% expense ratio.

TFAQX

TFA Quantitative Fund

QEVOX

Quantified Evolution Plus Fund

Return for Risk

TFAQX vs. QEVOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TFAQX

TFAQX Risk / Return Rank: 17
TFAQX Sharpe Ratio Rank: 17
TFAQX Sortino Ratio Rank: 16
TFAQX Omega Ratio Rank: 19
TFAQX Calmar Ratio Rank: 18
TFAQX Martin Ratio Rank: 17

QEVOX

QEVOX Risk / Return Rank: 56
QEVOX Sharpe Ratio Rank: 69
QEVOX Sortino Ratio Rank: 62
QEVOX Omega Ratio Rank: 66
QEVOX Calmar Ratio Rank: 63
QEVOX Martin Ratio Rank: 21

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TFAQX vs. QEVOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TFA Quantitative Fund (TFAQX) 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.

	TFAQX	QEVOX	Difference
Sharpe ratio Return per unit of total volatility	0.49	1.22	-0.73
Sortino ratio Return per unit of downside risk	0.77	1.60	-0.82
Omega ratio Gain probability vs. loss probability	1.12	1.25	-0.13
Calmar ratio Return relative to maximum drawdown	0.54	1.47	-0.93
Martin ratio Return relative to average drawdown	1.80	2.18	-0.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TFAQX vs. QEVOX - Sharpe Ratio Comparison

The current TFAQX Sharpe Ratio is 0.49, which is lower than the QEVOX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of TFAQX and QEVOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TFAQX	QEVOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.49	1.22	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.50	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.28	+0.13

Correlation

The correlation between TFAQX and QEVOX is 0.43, 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

TFAQX vs. QEVOX - Dividend Comparison

TFAQX's dividend yield for the trailing twelve months is around 11.23%, less than QEVOX's 47.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
TFAQX TFA Quantitative Fund	11.23%	10.16%	0.00%	0.03%	5.06%	20.52%	4.62%	0.00%
QEVOX Quantified Evolution Plus Fund	47.88%	66.34%	10.32%	24.53%	0.07%	13.55%	2.29%	0.15%

Drawdowns

TFAQX vs. QEVOX - Drawdown Comparison

The maximum TFAQX drawdown since its inception was -27.78%, roughly equal to the maximum QEVOX drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for TFAQX and QEVOX.

Drawdown Indicators

	TFAQX	QEVOX	Difference
Max Drawdown Largest peak-to-trough decline	-27.78%	-28.47%	+0.69%
Max Drawdown (1Y) Largest decline over 1 year	-12.85%	-20.43%	+7.58%
Max Drawdown (5Y) Largest decline over 5 years	-27.78%	-27.40%	-0.38%
Current Drawdown Current decline from peak	-12.85%	-2.96%	-9.89%
Average Drawdown Average peak-to-trough decline	-8.66%	-14.19%	+5.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.29%	13.76%	-9.47%

Volatility

TFAQX vs. QEVOX - Volatility Comparison

The current volatility for TFA Quantitative Fund (TFAQX) is 5.22%, while Quantified Evolution Plus Fund (QEVOX) has a volatility of 9.69%. This indicates that TFAQX 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.

Volatility by Period

	TFAQX	QEVOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.22%	9.69%	-4.47%
Volatility (6M) Calculated over the trailing 6-month period	12.31%	21.92%	-9.61%
Volatility (1Y) Calculated over the trailing 1-year period	21.43%	26.15%	-4.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.35%	20.09%	-2.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.38%	21.70%	-4.32%