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QCFIX vs. QNZNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCFIX vs. QNZNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR CVX Fusion Fund Class I (QCFIX) and AQR Trend Total Return Fund (QNZNX). The values are adjusted to include any dividend payments, if applicable.

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QCFIX vs. QNZNX - Yearly Performance Comparison


2026 (YTD)2025
QCFIX
AQR CVX Fusion Fund Class I
0.90%2.00%
QNZNX
AQR Trend Total Return Fund
6.92%2.15%

Returns By Period

In the year-to-date period, QCFIX achieves a 0.90% return, which is significantly lower than QNZNX's 6.92% return.


QCFIX

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

QNZNX

1D
0.88%
1M
-1.38%
YTD
6.92%
6M
11.48%
1Y
27.14%
3Y*
28.03%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QCFIX vs. QNZNX - Expense Ratio Comparison

QCFIX has a 2.17% expense ratio, which is higher than QNZNX's 1.52% expense ratio.


Return for Risk

QCFIX vs. QNZNX — Risk / Return Rank

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

QCFIX

QNZNX
QNZNX Risk / Return Rank: 9191
Overall Rank
QNZNX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
QNZNX Sortino Ratio Rank: 8989
Sortino Ratio Rank
QNZNX Omega Ratio Rank: 8989
Omega Ratio Rank
QNZNX Calmar Ratio Rank: 9292
Calmar Ratio Rank
QNZNX Martin Ratio Rank: 9595
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. QNZNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR CVX Fusion Fund Class I (QCFIX) and AQR Trend Total Return Fund (QNZNX). 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. QNZNX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QCFIXQNZNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.79

-1.29

Correlation

The correlation between QCFIX and QNZNX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QCFIX vs. QNZNX - Dividend Comparison

QCFIX's dividend yield for the trailing twelve months is around 7.75%, more than QNZNX's 0.80% yield.


TTM2025202420232022
QCFIX
AQR CVX Fusion Fund Class I
7.75%7.82%0.00%0.00%0.00%
QNZNX
AQR Trend Total Return Fund
0.80%0.86%16.46%23.14%2.04%

Drawdowns

QCFIX vs. QNZNX - Drawdown Comparison

The maximum QCFIX drawdown since its inception was -7.93%, smaller than the maximum QNZNX drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for QCFIX and QNZNX.


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Drawdown Indicators


QCFIXQNZNXDifference

Max Drawdown

Largest peak-to-trough decline

-7.93%

-18.38%

+10.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

Current Drawdown

Current decline from peak

-5.56%

-2.17%

-3.39%

Average Drawdown

Average peak-to-trough decline

-1.95%

-2.88%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

Volatility

QCFIX vs. QNZNX - Volatility Comparison


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Volatility by Period


QCFIXQNZNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

13.67%

+2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.47%

12.20%

+4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.47%

12.20%

+4.27%