QCFRX vs. CSAIX

Last updated Apr 2, 2026

Compare and contrast key facts about AQR CVX Fusion Fund Class R6 (QCFRX) and Credit Suisse Managed Futures Strategy Fund (CSAIX).

QCFRX 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

QCFRX vs. CSAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR CVX Fusion Fund Class R6 (QCFRX) and Credit Suisse Managed Futures Strategy Fund (CSAIX). The values are adjusted to include any dividend payments, if applicable.

QCFRX vs. CSAIX - Yearly Performance Comparison

	2026 (YTD)	2025
QCFRX AQR CVX Fusion Fund Class R6	0.90%	2.02%
CSAIX Credit Suisse Managed Futures Strategy Fund	2.50%	3.68%

Returns By Period

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

QCFRX

• 1D: 2.66%
• 1M: -4.11%
• 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)

QCFRX vs. CSAIX - Expense Ratio Comparison

QCFRX has a 2.07% expense ratio, which is higher than CSAIX's 1.30% expense ratio.

QCFRX

AQR CVX Fusion Fund Class R6

CSAIX

Credit Suisse Managed Futures Strategy Fund

Return for Risk

QCFRX vs. CSAIX — Risk / Return Rank

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

CSAIX

CSAIX Risk / Return Rank: 2
CSAIX Sharpe Ratio Rank: 2
CSAIX Sortino Ratio Rank: 2
CSAIX Omega Ratio Rank: 2
CSAIX Calmar Ratio Rank: 2
CSAIX Martin Ratio Rank: 4

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.

QCFRX vs. CSAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR CVX Fusion Fund Class R6 (QCFRX) 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.

Sharpe Ratios by Period

	QCFRX	CSAIX	Difference
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	0.51	0.23	+0.28

Correlation

The correlation between QCFRX and CSAIX is 0.35, 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

QCFRX vs. CSAIX - Dividend Comparison

QCFRX's dividend yield for the trailing twelve months is around 7.77%, more than CSAIX's 2.92% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QCFRX AQR CVX Fusion Fund Class R6	7.77%	7.84%	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

QCFRX vs. CSAIX - Drawdown Comparison

The maximum QCFRX drawdown since its inception was -8.00%, smaller than the maximum CSAIX drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for QCFRX and CSAIX.

Drawdown Indicators

	QCFRX	CSAIX	Difference
Max Drawdown Largest peak-to-trough decline	-8.00%	-28.79%	+20.79%
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

Volatility by Period

	QCFRX	CSAIX	Difference
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	16.37%	12.57%	+3.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.37%	10.41%	+5.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.37%	10.02%	+6.35%