CRIHX vs. QLEIX

In the year-to-date period, CRIHX achieves a -10.78% return, which is significantly lower than QLEIX's 9.24% return.

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CRIHX has a 1.60% expense ratio, which is higher than QLEIX's 1.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for CRM Long/Short Opportunities Fund (CRIHX) 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 CRIHX Sharpe Ratio is -0.67, which is lower than the QLEIX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of CRIHX 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.

CRIHX's dividend yield for the trailing twelve months is around 1.11%, less than QLEIX's 6.52% yield.

The maximum CRIHX drawdown since its inception was -25.86%, smaller than the maximum QLEIX drawdown of -42.90%. Use the drawdown chart below to compare losses from any high point for CRIHX and QLEIX. For additional features, visit the drawdowns tool.

The current volatility for CRM Long/Short Opportunities Fund (CRIHX) is 5.23%, while AQR Long-Short Equity Fund (QLEIX) has a volatility of 6.04%. This indicates that CRIHX 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.