Sortino ratio is not yet available for QCFIX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar mutual funds
The table compares AQR CVX Fusion Fund Class I's Sortino Ratio with other mutual funds in the Systematic Trend category across multiple time periods, showing how QCFIX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LOTIX | LoCorr Market Trend Fund | 4.86 | |||
| QNZNX | AQR Trend Total Return Fund | 4.75 | |||
| LFMAX | LoCorr Macro Strategies Fund | 4.10 | |||
| AQMIX | AQR Managed Futures Strategy Fund | 4.02 | |||
| AQMNX | AQR Managed Futures Strategy Fund Class N | 3.96 | |||
| AHLIX | American Beacon AHL Managed Futures Strategy Fund Class R5 | 3.90 | |||
| AHLPX | American Beacon AHL Managed Futures Strategy Fund | 3.88 | |||
| QMHIX | AQR Managed Futures Strategy HV Fund | 3.51 | |||
| QMHNX | AQR Managed Futures Strategy HV Fund Class N | 3.47 | |||
| GFIRX | Goldman Sachs Managed Futures Strategy Fund | 3.32 | |||
| QCFIX | AQR CVX Fusion Fund Class I | — |
Historical Sortino Ratio
The chart shows QCFIX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when QCFIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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