Sortino ratio is not yet available for QLFRX. 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 R6's Sortino Ratio with other mutual funds in the Long-Short category across multiple time periods, showing how QLFRX'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 23, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| BDMIX | BlackRock Global Long/Short Equity Fund Class I | 5.01 | |||
| BPLEX | Boston Partners Long/Short Equity Fund | 4.83 | |||
| VMNIX | Vanguard Market Neutral Fund Institutional Shares | 4.31 | |||
| VMNFX | Vanguard Market Neutral Fund Investor Shares | 4.31 | |||
| CDAZX | Multi-Manager Directional Alternative Strategies Fund | 3.86 | |||
| JAKVX | John Hancock Disciplined Value Global Long/Short Fund Class R6 | 3.67 | |||
| JAKRX | John Hancock Disciplined Value Global Long/Short Fund Class A | 3.62 | |||
| LSEIX | Persimmon Long/Short Fund | 3.56 | |||
| GARIX | Gotham Absolute Return Fund | 3.40 | |||
| ASILX | AB Select US Long/Short Portfolio | 3.26 | |||
| QLFRX | AQR LSE Fusion Fund Class R6 | — |
Historical Sortino Ratio
The chart shows QLFRX'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 QLFRX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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