BPIRX vs. QLEIX
Compare and contrast key facts about Boston Partners Long/Short Research Fund (BPIRX) and AQR Long-Short Equity Fund (QLEIX).
BPIRX is managed by Boston Partners. It was launched on Sep 29, 2010. QLEIX is managed by AQR Funds. It was launched on Jul 15, 2013.
Performance
BPIRX vs. QLEIX - Performance Comparison
Loading graphics...
BPIRX vs. QLEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BPIRX Boston Partners Long/Short Research Fund | -0.71% | 14.90% | 13.49% | 4.75% | 6.48% | 23.74% | -8.25% | 12.60% | -10.59% | 10.10% |
QLEIX AQR Long-Short Equity Fund | -2.98% | 34.43% | 30.50% | 23.95% | 19.18% | 31.10% | -13.92% | 1.19% | -16.33% | 15.74% |
Returns By Period
In the year-to-date period, BPIRX achieves a -0.71% return, which is significantly higher than QLEIX's -2.98% return. Over the past 10 years, BPIRX has underperformed QLEIX with an annualized return of 6.55%, while QLEIX has yielded a comparatively higher 11.57% annualized return.
BPIRX
- 1D
- 1.38%
- 1M
- -5.04%
- YTD
- -0.71%
- 6M
- 0.66%
- 1Y
- 12.33%
- 3Y*
- 11.54%
- 5Y*
- 10.57%
- 10Y*
- 6.55%
QLEIX
- 1D
- 0.29%
- 1M
- -1.96%
- YTD
- -2.98%
- 6M
- 4.47%
- 1Y
- 19.47%
- 3Y*
- 26.66%
- 5Y*
- 22.56%
- 10Y*
- 11.57%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BPIRX vs. QLEIX - Expense Ratio Comparison
BPIRX has a 1.40% expense ratio, which is higher than QLEIX's 1.30% expense ratio.
Return for Risk
BPIRX vs. QLEIX — Risk / Return Rank
BPIRX
QLEIX
BPIRX vs. QLEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Partners Long/Short Research Fund (BPIRX) 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.
| BPIRX | QLEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 2.33 | -1.15 |
Sortino ratioReturn per unit of downside risk | 1.66 | 3.01 | -1.35 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.48 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.10 | -1.26 |
Martin ratioReturn relative to average drawdown | 7.40 | 12.22 | -4.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BPIRX | QLEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 2.33 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 2.22 | -1.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 1.10 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.11 | -0.42 |
Correlation
The correlation between BPIRX and QLEIX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BPIRX vs. QLEIX - Dividend Comparison
BPIRX's dividend yield for the trailing twelve months is around 10.73%, more than QLEIX's 1.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPIRX Boston Partners Long/Short Research Fund | 10.73% | 10.65% | 11.38% | 11.29% | 20.90% | 12.51% | 0.00% | 2.28% | 5.50% | 0.00% | 0.00% | 3.88% |
QLEIX AQR Long-Short Equity Fund | 1.81% | 1.75% | 7.12% | 20.88% | 14.15% | 0.00% | 1.57% | 0.00% | 6.03% | 9.11% | 3.01% | 4.98% |
Drawdowns
BPIRX vs. QLEIX - Drawdown Comparison
The maximum BPIRX drawdown since its inception was -30.59%, smaller than the maximum QLEIX drawdown of -38.11%. Use the drawdown chart below to compare losses from any high point for BPIRX and QLEIX.
Loading graphics...
Drawdown Indicators
| BPIRX | QLEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.59% | -38.11% | +7.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -6.49% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -15.42% | -17.07% | +1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -30.59% | -38.11% | +7.52% |
Current DrawdownCurrent decline from peak | -5.17% | -3.57% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -7.80% | +3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.64% | +0.11% |
Volatility
BPIRX vs. QLEIX - Volatility Comparison
Boston Partners Long/Short Research Fund (BPIRX) has a higher volatility of 3.37% compared to AQR Long-Short Equity Fund (QLEIX) at 1.88%. This indicates that BPIRX's price experiences larger fluctuations and is considered to be riskier than QLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BPIRX | QLEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 1.88% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 6.41% | 4.90% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 8.61% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.50% | 10.22% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.65% | 10.55% | +1.10% |