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 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| JAKVX | John Hancock Disciplined Value Global Long/Short Fund Class R6 | 5.13 | |||
| JAKRX | John Hancock Disciplined Value Global Long/Short Fund Class A | 5.11 | |||
| BPLEX | Boston Partners Long/Short Equity Fund | 4.94 | |||
| BDMIX | BlackRock Global Long/Short Equity Fund Class I | 4.82 | |||
| GARIX | Gotham Absolute Return Fund | 4.08 | |||
| CDAZX | Multi-Manager Directional Alternative Strategies Fund | 3.79 | |||
| VMNIX | Vanguard Market Neutral Fund Institutional Shares | 3.53 | |||
| ASILX | AB Select US Long/Short Portfolio | 3.53 | |||
| VMNFX | Vanguard Market Neutral Fund Investor Shares | 3.51 | |||
| GTAPX | Quantitative U.S. Long/Short Equity Portfolio | 3.46 | |||
| 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.
Loading charts...
IHow does QLFNX fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio