EHLS vs. QLEIX

In the year-to-date period, EHLS achieves a -0.94% return, which is significantly lower than QLEIX's 15.17% return.

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EHLS has a 1.58% expense ratio, which is higher than QLEIX's 1.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Even Herd Long Short ETF (EHLS) 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 EHLS Sharpe Ratio is 0.17, which is lower than the QLEIX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of EHLS 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.

EHLS's dividend yield for the trailing twelve months is around 1.05%, less than QLEIX's 6.18% yield.

The maximum EHLS drawdown since its inception was -18.96%, smaller than the maximum QLEIX drawdown of -39.20%. Use the drawdown chart below to compare losses from any high point for EHLS and QLEIX.

Even Herd Long Short ETF (EHLS) has a higher volatility of 3.23% compared to AQR Long-Short Equity Fund (QLEIX) at 1.26%. This indicates that EHLS'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.