GTRFX vs. QLEIX
Compare and contrast key facts about Gotham Total Return Fund (GTRFX) and AQR Long-Short Equity Fund (QLEIX).
GTRFX is managed by Gotham. It was launched on Mar 30, 2015. QLEIX is managed by AQR Funds. It was launched on Jul 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GTRFX or QLEIX.
Correlation
The correlation between GTRFX and QLEIX is 0.48, 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.
Performance
GTRFX vs. QLEIX - Performance Comparison
Key characteristics
GTRFX:
-0.25
QLEIX:
2.30
GTRFX:
-0.21
QLEIX:
2.93
GTRFX:
0.96
QLEIX:
1.46
GTRFX:
-0.19
QLEIX:
3.15
GTRFX:
-0.56
QLEIX:
14.15
GTRFX:
7.70%
QLEIX:
1.57%
GTRFX:
17.37%
QLEIX:
9.68%
GTRFX:
-33.05%
QLEIX:
-39.20%
GTRFX:
-15.64%
QLEIX:
-1.02%
Returns By Period
In the year-to-date period, GTRFX achieves a -2.84% return, which is significantly lower than QLEIX's 9.24% return. Over the past 10 years, GTRFX has underperformed QLEIX with an annualized return of 3.09%, while QLEIX has yielded a comparatively higher 11.53% annualized return.
GTRFX
-2.84%
-2.46%
-11.96%
-3.92%
3.48%
3.09%
QLEIX
9.24%
0.57%
16.85%
22.11%
22.74%
11.53%
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GTRFX vs. QLEIX - Expense Ratio Comparison
GTRFX has a 0.00% expense ratio, which is lower than QLEIX's 1.30% expense ratio.
Risk-Adjusted Performance
GTRFX vs. QLEIX — Risk-Adjusted Performance Rank
GTRFX
QLEIX
GTRFX vs. QLEIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Total Return Fund (GTRFX) 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.
Dividends
GTRFX vs. QLEIX - Dividend Comparison
GTRFX's dividend yield for the trailing twelve months is around 1.92%, less than QLEIX's 6.52% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GTRFX Gotham Total Return Fund | 1.92% | 1.86% | 3.19% | 0.59% | 0.92% | 0.70% | 0.86% | 0.39% | 0.28% | 0.05% | 1.89% | 0.00% |
QLEIX AQR Long-Short Equity Fund | 6.52% | 7.12% | 20.79% | 14.15% | 0.00% | 1.57% | 0.00% | 6.03% | 9.11% | 3.01% | 4.98% | 8.00% |
Drawdowns
GTRFX vs. QLEIX - Drawdown Comparison
The maximum GTRFX drawdown since its inception was -33.05%, smaller than the maximum QLEIX drawdown of -39.20%. Use the drawdown chart below to compare losses from any high point for GTRFX and QLEIX. For additional features, visit the drawdowns tool.
Volatility
GTRFX vs. QLEIX - Volatility Comparison
Gotham Total Return Fund (GTRFX) has a higher volatility of 11.28% compared to AQR Long-Short Equity Fund (QLEIX) at 6.04%. This indicates that GTRFX'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.