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QCFIX vs. CSAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

QCFIX vs. CSAIX

Last updated Apr 2, 2026

Compare and contrast key facts about AQR CVX Fusion Fund Class I (QCFIX) and Credit Suisse Managed Futures Strategy Fund (CSAIX).

QCFIX is an actively managed fund by AQR. It was launched on Jun 18, 2025. CSAIX is managed by Credit Suisse. It was launched on Sep 27, 2012.

Performance

QCFIX vs. CSAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR CVX Fusion Fund Class I (QCFIX) and Credit Suisse Managed Futures Strategy Fund (CSAIX). The values are adjusted to include any dividend payments, if applicable.

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QCFIX vs. CSAIX - Yearly Performance Comparison

2026 (YTD)2025
QCFIX
AQR CVX Fusion Fund Class I		0.90%2.00%
CSAIX
Credit Suisse Managed Futures Strategy Fund		2.50%3.68%

Returns By Period

In the year-to-date period, QCFIX achieves a 0.90% return, which is significantly lower than CSAIX's 2.50% return.

QCFIX

1D
2.56%
1M
-4.19%
YTD
0.90%
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—

CSAIX

1D
-0.13%
1M
-2.13%
YTD
2.50%
6M
6.27%
1Y
-3.94%
3Y*
-3.70%
5Y*
0.78%
10Y*
0.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AQR CVX Fusion Fund Class I

Credit Suisse Managed Futures Strategy Fund

Often compared with QCFIX:
QCFIX vs. QCFNXQCFIX vs. QHFIXQCFIX vs. QLFIXQCFIX vs. QMHNXQCFIX vs. QRPRXQCFIX vs. QRPNXQCFIX vs. QSPNX
Often compared with CSAIX:
CSAIX vs. KMLMCSAIX vs. QQQCSAIX vs. ^GSPCCSAIX vs. SPYCSAIX vs. EVOIXCSAIX vs. RWSIXCSAIX vs. MFTFX

QCFIX vs. CSAIX - Expense Ratio Comparison

QCFIX has a 2.17% expense ratio, which is higher than CSAIX's 1.30% expense ratio.

QCFIX
AQR CVX Fusion Fund Class I
CSAIX
Credit Suisse Managed Futures Strategy Fund

Return for Risk

QCFIX vs. CSAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QCFIX
CSAIX
CSAIX Risk / Return Rank: 22
Overall Rank
CSAIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CSAIX Sortino Ratio Rank: 22
Sortino Ratio Rank
CSAIX Omega Ratio Rank: 22
Omega Ratio Rank
CSAIX Calmar Ratio Rank: 22
Calmar Ratio Rank
CSAIX Martin Ratio Rank: 44
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.

QCFIX vs. CSAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR CVX Fusion Fund Class I (QCFIX) and Credit Suisse Managed Futures Strategy Fund (CSAIX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

QCFIX vs. CSAIX - Sharpe Ratio Comparison

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Sharpe Ratios by Period

QCFIXCSAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

-0.33

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.07

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.01

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.23

+0.27

Correlation

The correlation between QCFIX and CSAIX is 0.36, 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

QCFIX vs. CSAIX - Dividend Comparison

QCFIX's dividend yield for the trailing twelve months is around 7.75%, more than CSAIX's 2.92% yield.

TTM20252024202320222021202020192018201720162015
QCFIX
AQR CVX Fusion Fund Class I		7.75%7.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSAIX
Credit Suisse Managed Futures Strategy Fund		2.92%2.27%2.95%0.52%18.80%8.84%0.00%1.74%0.00%0.00%2.64%8.69%

Drawdowns

QCFIX vs. CSAIX - Drawdown Comparison

The maximum QCFIX drawdown since its inception was -7.93%, smaller than the maximum CSAIX drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for QCFIX and CSAIX.

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Drawdown Indicators

QCFIXCSAIXDifference

Max Drawdown

Largest peak-to-trough decline

-7.93%

-28.79%

+20.86%

Max Drawdown (1Y)

Largest decline over 1 year

—

-13.82%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-28.79%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.79%

—

Current Drawdown

Current decline from peak

-5.56%

-20.53%

+14.97%

Average Drawdown

Average peak-to-trough decline

-1.95%

-9.43%

+7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

9.89%

—

Volatility

QCFIX vs. CSAIX - Volatility Comparison

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Volatility by Period

QCFIXCSAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

4.45%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

10.04%

—

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

12.57%

+3.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.47%

10.41%

+6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.47%

10.02%

+6.45%