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AQR LSE Fusion Fund Class R6 (QLFRX) Sortino Ratio

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The AQR LSE Fusion Fund seeks capital appreciation by applying a systematic process to go long stocks expected to outperform and short stocks expected to underperform, fused with exposure to the S&P 500 Total Return Index. The fund derives its views from hundreds of investment signals across stocks and sectors.

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 3, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
JAKVXJohn Hancock Disciplined Value Global Long/Short Fund Class R65.36
JAKRXJohn Hancock Disciplined Value Global Long/Short Fund Class A5.32
BPLEXBoston Partners Long/Short Equity Fund5.14
BDMIXBlackRock Global Long/Short Equity Fund Class I4.77
GARIXGotham Absolute Return Fund4.12
CDAZXMulti-Manager Directional Alternative Strategies Fund3.97
ASILXAB Select US Long/Short Portfolio3.74
SNOIXEasterly Snow Capital Long/Short Opportunity Fund3.67
QLEIXAQR Long-Short Equity Fund3.55
FLSPXMeeder Spectrum Fund3.49
QLFRXAQR LSE Fusion Fund Class R6—

S&P 500 Index

How to choose period

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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IHow does QLFRX fit in your portfolio?

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