ASILX vs. QLEIX

In the year-to-date period, ASILX achieves a -0.33% return, which is significantly lower than QLEIX's 10.99% return. Over the past 10 years, ASILX has underperformed QLEIX with an annualized return of 7.61%, while QLEIX has yielded a comparatively higher 11.62% annualized return.

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ASILX has a 1.55% expense ratio, which is higher than QLEIX's 1.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AB Select US Long/Short Portfolio (ASILX) and AQR Long-Short Equity Fund (QLEIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current ASILX Sharpe Ratio is 1.29, which is lower than the QLEIX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of ASILX and QLEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ASILX's dividend yield for the trailing twelve months is around 0.77%, less than QLEIX's 6.42% yield.

The maximum ASILX drawdown since its inception was -18.36%, smaller than the maximum QLEIX drawdown of -39.20%. Use the drawdown chart below to compare losses from any high point for ASILX and QLEIX. For additional features, visit the drawdowns tool.

The current volatility for AB Select US Long/Short Portfolio (ASILX) is 4.18%, while AQR Long-Short Equity Fund (QLEIX) has a volatility of 5.99%. This indicates that ASILX experiences smaller price fluctuations and is considered to be less risky than QLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.