QCFNX vs. RSST

Last updated Jun 24, 2026

QCFNX (AQR CVX Fusion Fund Class N) and RSST (Return Stacked U.S. Stocks & Managed Futures ETF) are both funds - QCFNX is a Systematic Trend fund actively managed by AQR, while RSST is a Large Cap Blend Equities fund actively managed by Return Stacked. Both are actively managed. Their correlation of 0.89 suggests significant overlap in exposure. QCFNX charges 2.42%/yr vs 0.99%/yr for RSST.

Performance

QCFNX vs. RSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR CVX Fusion Fund Class N (QCFNX) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QCFNX achieves a 15.15% return, which is significantly higher than RSST's 13.30% return.

QCFNX

• 1D: 0.24%
• 1M: -0.62%
• YTD: 15.15%
• 6M: 14.32%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

RSST

• 1D: -2.52%
• 1M: -4.55%
• YTD: 13.30%
• 6M: 11.00%
• 1Y: 46.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QCFNX vs. RSST - Yearly Performance Comparison

	2026 (YTD)	2025
QCFNX AQR CVX Fusion Fund Class N	15.15%	1.98%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	13.30%	3.29%

Correlation

The correlation between QCFNX and RSST is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 6, 2025	0.89

Return for Risk

QCFNX vs. RSST — Risk / Return Rank

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

QCFNX

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

RSST

RSST Risk / Return Rank: 65
RSST Sharpe Ratio Rank: 63
RSST Sortino Ratio Rank: 51
RSST Omega Ratio Rank: 57
RSST Calmar Ratio Rank: 80
RSST Martin Ratio Rank: 72

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.

QCFNX vs. RSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR CVX Fusion Fund Class N (QCFNX) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	QCFNX	RSST	Difference
Sharpe ratio: Return per unit of total volatility	—	1.98	—
Sortino ratio: Return per unit of downside risk	—	2.39	—
Omega ratio: Gain probability vs. loss probability	—	1.34	—
Calmar ratio: Return relative to maximum drawdown	—	4.00	—
Martin ratio: Return relative to average drawdown	—	12.94	—

Drawdowns

QCFNX vs. RSST - Drawdown Comparison

The maximum QCFNX drawdown since its inception was -8.02%, smaller than the maximum RSST drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for QCFNX and RSST.

Drawdown Indicators

	QCFNX	RSST	Difference
Max Drawdown Largest peak-to-trough decline	-8.02%	-30.80%	+22.78%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.71%	—
Current Drawdown Current decline from peak	-2.82%	-7.59%	+4.77%
Average Drawdown Average peak-to-trough decline	-1.71%	-6.02%	+4.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.61%	—

Volatility

Volatility by Period

	QCFNX	RSST	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	17.32%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.08%	23.60%	-8.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.08%	24.50%	-9.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.08%	24.50%	-9.42%

QCFNX vs. RSST - Expense Ratio Comparison

QCFNX has a 2.42% expense ratio, which is higher than RSST's 0.99% expense ratio.

Dividends

QCFNX vs. RSST - Dividend Comparison

QCFNX's dividend yield for the trailing twelve months is around 6.71%, more than RSST's 0.99% yield.

Position	TTM	2025	2024	2023
QCFNX AQR CVX Fusion Fund Class N	6.71%	7.72%	0.00%	0.00%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.99%	1.12%	0.09%	0.93%

Frequently Asked Questions

Can I hold both QCFNX and RSST in my portfolio?

QCFNX and RSST have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.