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HHCZX vs. QLENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HHCZX vs. QLENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NexPoint Event Driven Fund (HHCZX) and AQR Long-Short Equity N (QLENX). The values are adjusted to include any dividend payments, if applicable.

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HHCZX vs. QLENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HHCZX
NexPoint Event Driven Fund
-7.03%6.52%7.22%5.44%-5.49%-17.31%22.24%11.36%12.72%8.76%
QLENX
AQR Long-Short Equity N
-3.31%34.07%30.18%23.67%18.92%30.70%-14.18%1.01%-16.64%15.48%

Returns By Period

In the year-to-date period, HHCZX achieves a -7.03% return, which is significantly lower than QLENX's -3.31% return. Over the past 10 years, HHCZX has underperformed QLENX with an annualized return of 3.97%, while QLENX has yielded a comparatively higher 11.26% annualized return.


HHCZX

1D
-0.18%
1M
-8.24%
YTD
-7.03%
6M
-4.80%
1Y
-0.12%
3Y*
3.98%
5Y*
-2.65%
10Y*
3.97%

QLENX

1D
0.56%
1M
-2.74%
YTD
-3.31%
6M
4.39%
1Y
19.30%
3Y*
26.24%
5Y*
22.20%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HHCZX vs. QLENX - Expense Ratio Comparison

HHCZX has a 1.69% expense ratio, which is lower than QLENX's 5.18% expense ratio.


Return for Risk

HHCZX vs. QLENX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HHCZX
HHCZX Risk / Return Rank: 55
Overall Rank
HHCZX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
HHCZX Sortino Ratio Rank: 55
Sortino Ratio Rank
HHCZX Omega Ratio Rank: 55
Omega Ratio Rank
HHCZX Calmar Ratio Rank: 66
Calmar Ratio Rank
HHCZX Martin Ratio Rank: 66
Martin Ratio Rank

QLENX
QLENX Risk / Return Rank: 9393
Overall Rank
QLENX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
QLENX Sortino Ratio Rank: 9494
Sortino Ratio Rank
QLENX Omega Ratio Rank: 9393
Omega Ratio Rank
QLENX Calmar Ratio Rank: 9393
Calmar Ratio Rank
QLENX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HHCZX vs. QLENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NexPoint Event Driven Fund (HHCZX) and AQR Long-Short Equity N (QLENX). 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.


HHCZXQLENXDifference

Sharpe ratio

Return per unit of total volatility

-0.00

2.26

-2.26

Sortino ratio

Return per unit of downside risk

0.14

2.93

-2.79

Omega ratio

Gain probability vs. loss probability

1.02

1.46

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.03

2.83

-2.86

Martin ratio

Return relative to average drawdown

-0.08

11.16

-11.24

HHCZX vs. QLENX - Sharpe Ratio Comparison

The current HHCZX Sharpe Ratio is -0.00, which is lower than the QLENX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of HHCZX and QLENX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HHCZXQLENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

2.26

-2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

2.19

-2.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

1.07

-0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

1.21

-0.93

Correlation

The correlation between HHCZX and QLENX is 0.23, 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

HHCZX vs. QLENX - Dividend Comparison

HHCZX has not paid dividends to shareholders, while QLENX's dividend yield for the trailing twelve months is around 1.69%.


TTM20252024202320222021202020192018201720162015
HHCZX
NexPoint Event Driven Fund
0.00%0.00%0.56%2.63%0.00%0.00%0.00%0.00%0.00%1.06%0.00%4.27%
QLENX
AQR Long-Short Equity N
1.69%1.64%7.13%21.21%14.09%0.00%1.59%0.00%6.09%8.91%2.87%4.91%

Drawdowns

HHCZX vs. QLENX - Drawdown Comparison

The maximum HHCZX drawdown since its inception was -33.57%, smaller than the maximum QLENX drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for HHCZX and QLENX.


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Drawdown Indicators


HHCZXQLENXDifference

Max Drawdown

Largest peak-to-trough decline

-33.57%

-38.50%

+4.93%

Max Drawdown (1Y)

Largest decline over 1 year

-15.31%

-6.50%

-8.81%

Max Drawdown (5Y)

Largest decline over 5 years

-31.21%

-17.19%

-14.02%

Max Drawdown (10Y)

Largest decline over 10 years

-32.15%

-38.50%

+6.35%

Current Drawdown

Current decline from peak

-18.41%

-3.91%

-14.50%

Average Drawdown

Average peak-to-trough decline

-13.98%

-7.55%

-6.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.41%

1.65%

+3.76%

Volatility

HHCZX vs. QLENX - Volatility Comparison

NexPoint Event Driven Fund (HHCZX) has a higher volatility of 3.62% compared to AQR Long-Short Equity N (QLENX) at 1.92%. This indicates that HHCZX's price experiences larger fluctuations and is considered to be riskier than QLENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HHCZXQLENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

1.92%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

15.31%

4.92%

+10.39%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

8.66%

+7.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.86%

10.22%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

10.55%

+5.82%