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NELIX vs. QLEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NELIX vs. QLEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Equity Long/Short Fund (NELIX) and AQR Long-Short Equity Fund (QLEIX). The values are adjusted to include any dividend payments, if applicable.

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NELIX vs. QLEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NELIX
Nuveen Equity Long/Short Fund
-4.35%11.31%20.55%24.09%-14.94%32.92%-0.79%6.35%-2.36%19.32%
QLEIX
AQR Long-Short Equity Fund
-3.26%34.43%30.50%23.95%19.18%31.10%-13.92%1.19%-16.33%15.74%

Returns By Period

In the year-to-date period, NELIX achieves a -4.35% return, which is significantly lower than QLEIX's -3.26% return. Over the past 10 years, NELIX has underperformed QLEIX with an annualized return of 9.10%, while QLEIX has yielded a comparatively higher 11.54% annualized return.


NELIX

1D
-0.29%
1M
-4.44%
YTD
-4.35%
6M
-3.17%
1Y
11.79%
3Y*
15.32%
5Y*
9.56%
10Y*
9.10%

QLEIX

1D
0.54%
1M
-2.71%
YTD
-3.26%
6M
4.53%
1Y
19.60%
3Y*
26.54%
5Y*
22.51%
10Y*
11.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NELIX vs. QLEIX - Expense Ratio Comparison

NELIX has a 1.35% expense ratio, which is higher than QLEIX's 1.30% expense ratio.


Return for Risk

NELIX vs. QLEIX — Risk / Return Rank

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

NELIX
NELIX Risk / Return Rank: 4747
Overall Rank
NELIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
NELIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
NELIX Omega Ratio Rank: 5050
Omega Ratio Rank
NELIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
NELIX Martin Ratio Rank: 4949
Martin Ratio Rank

QLEIX
QLEIX Risk / Return Rank: 9494
Overall Rank
QLEIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
QLEIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
QLEIX Omega Ratio Rank: 9494
Omega Ratio Rank
QLEIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
QLEIX Martin Ratio Rank: 9393
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.

NELIX vs. QLEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Equity Long/Short Fund (NELIX) 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.


NELIXQLEIXDifference

Sharpe ratio

Return per unit of total volatility

0.92

2.30

-1.39

Sortino ratio

Return per unit of downside risk

1.34

2.98

-1.64

Omega ratio

Gain probability vs. loss probability

1.20

1.47

-0.27

Calmar ratio

Return relative to maximum drawdown

1.11

2.88

-1.78

Martin ratio

Return relative to average drawdown

4.90

11.49

-6.60

NELIX vs. QLEIX - Sharpe Ratio Comparison

The current NELIX Sharpe Ratio is 0.92, which is lower than the QLEIX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of NELIX 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.


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Sharpe Ratios by Period


NELIXQLEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

2.30

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

2.21

-1.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

1.10

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

1.11

-0.44

Correlation

The correlation between NELIX and QLEIX is 0.55, 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.


Dividends

NELIX vs. QLEIX - Dividend Comparison

NELIX's dividend yield for the trailing twelve months is around 3.98%, more than QLEIX's 1.81% yield.


TTM20252024202320222021202020192018201720162015
NELIX
Nuveen Equity Long/Short Fund
3.98%3.81%4.78%4.20%6.84%2.44%0.00%0.00%1.35%1.58%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

NELIX vs. QLEIX - Drawdown Comparison

The maximum NELIX drawdown since its inception was -28.72%, smaller than the maximum QLEIX drawdown of -38.11%. Use the drawdown chart below to compare losses from any high point for NELIX and QLEIX.


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Drawdown Indicators


NELIXQLEIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.72%

-38.11%

+9.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-6.49%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-17.07%

-2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-28.72%

-38.11%

+9.39%

Current Drawdown

Current decline from peak

-6.31%

-3.85%

-2.46%

Average Drawdown

Average peak-to-trough decline

-4.75%

-7.80%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.63%

+0.40%

Volatility

NELIX vs. QLEIX - Volatility Comparison

Nuveen Equity Long/Short Fund (NELIX) has a higher volatility of 3.34% compared to AQR Long-Short Equity Fund (QLEIX) at 1.87%. This indicates that NELIX'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


NELIXQLEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

1.87%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

4.89%

+2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

13.50%

8.63%

+4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.67%

10.23%

+2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.71%

10.55%

+3.16%