EBSIX vs. QLEIX
Compare and contrast key facts about Campbell Systematic Macro Fund Class I Shares (EBSIX) and AQR Long-Short Equity Fund (QLEIX).
EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013. QLEIX is managed by AQR Funds. It was launched on Jul 15, 2013.
Performance
EBSIX vs. QLEIX - Performance Comparison
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EBSIX vs. QLEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 7.05% | -1.14% | 11.63% | -1.83% | 30.91% | 9.05% | 4.94% |
QLEIX AQR Long-Short Equity Fund | -2.98% | 34.43% | 30.50% | 23.95% | 19.18% | 31.10% | 5.38% |
Returns By Period
In the year-to-date period, EBSIX achieves a 7.05% return, which is significantly higher than QLEIX's -2.98% return.
EBSIX
- 1D
- -0.69%
- 1M
- 2.56%
- YTD
- 7.05%
- 6M
- 3.19%
- 1Y
- 0.38%
- 3Y*
- 3.75%
- 5Y*
- 9.32%
- 10Y*
- —
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%
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EBSIX vs. QLEIX - Expense Ratio Comparison
EBSIX has a 1.75% expense ratio, which is higher than QLEIX's 1.30% expense ratio.
Return for Risk
EBSIX vs. QLEIX — Risk / Return Rank
EBSIX
QLEIX
EBSIX vs. QLEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class I Shares (EBSIX) 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.
| EBSIX | QLEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 2.33 | -2.28 |
Sortino ratioReturn per unit of downside risk | 0.12 | 3.01 | -2.89 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.48 | -0.46 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 3.10 | -2.95 |
Martin ratioReturn relative to average drawdown | 0.25 | 12.22 | -11.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EBSIX | QLEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 2.33 | -2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 2.22 | -1.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.11 | +0.02 |
Correlation
The correlation between EBSIX and QLEIX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EBSIX vs. QLEIX - Dividend Comparison
EBSIX's dividend yield for the trailing twelve months is around 2.95%, more than QLEIX's 1.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 2.95% | 3.16% | 2.90% | 1.82% | 15.10% | 7.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
EBSIX vs. QLEIX - Drawdown Comparison
The maximum EBSIX drawdown since its inception was -10.96%, smaller than the maximum QLEIX drawdown of -38.11%. Use the drawdown chart below to compare losses from any high point for EBSIX and QLEIX.
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Drawdown Indicators
| EBSIX | QLEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.96% | -38.11% | +27.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -6.49% | -0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -17.07% | +6.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.11% | — |
Current DrawdownCurrent decline from peak | -0.69% | -3.57% | +2.88% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -7.80% | +4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 1.64% | +2.73% |
Volatility
EBSIX vs. QLEIX - Volatility Comparison
Campbell Systematic Macro Fund Class I Shares (EBSIX) has a higher volatility of 3.12% compared to AQR Long-Short Equity Fund (QLEIX) at 1.88%. This indicates that EBSIX'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.
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Volatility by Period
| EBSIX | QLEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 1.88% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 4.90% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.51% | 8.61% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 10.22% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.52% | 10.55% | -1.03% |