Sortino ratio is not yet available for QLFNX. 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 LSE Fusion Fund Class N's Sortino Ratio with other mutual funds in the Long-Short category across multiple time periods, showing how QLFNX'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 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| BPLEX | Boston Partners Long/Short Equity Fund | 4.73 | |||
| BDMIX | BlackRock Global Long/Short Equity Fund Class I | 4.62 | |||
| VMNIX | Vanguard Market Neutral Fund Institutional Shares | 4.16 | |||
| VMNFX | Vanguard Market Neutral Fund Investor Shares | 4.15 | |||
| CDAZX | Multi-Manager Directional Alternative Strategies Fund | 3.80 | |||
| JAKVX | John Hancock Disciplined Value Global Long/Short Fund Class R6 | 3.52 | |||
| JAKRX | John Hancock Disciplined Value Global Long/Short Fund Class A | 3.48 | |||
| LSEIX | Persimmon Long/Short Fund | 3.17 | |||
| KCEIX | Knights of Columbus Long/Short Equity Fund | 3.04 | |||
| SNOIX | Easterly Snow Capital Long/Short Opportunity Fund | 3.02 | |||
| QLFNX | AQR LSE Fusion Fund Class N | — |
Historical Sortino Ratio
The chart shows QLFNX'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 QLFNX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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