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QCFRX vs. GFIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

QCFRX vs. GFIRX

Last updated Apr 2, 2026

Compare and contrast key facts about AQR CVX Fusion Fund Class R6 (QCFRX) and Goldman Sachs Managed Futures Strategy Fund (GFIRX).

QCFRX is an actively managed fund by AQR. It was launched on Jun 18, 2025. GFIRX is managed by Goldman Sachs. It was launched on Feb 28, 2012.

Performance

QCFRX vs. GFIRX - Performance Comparison

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

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QCFRX vs. GFIRX - Yearly Performance Comparison

2026 (YTD)2025
QCFRX
AQR CVX Fusion Fund Class R6		0.90%2.02%
GFIRX
Goldman Sachs Managed Futures Strategy Fund		0.22%1.76%

Returns By Period

In the year-to-date period, QCFRX achieves a 0.90% return, which is significantly higher than GFIRX's 0.22% return.

QCFRX

1D
2.66%
1M
-4.11%
YTD
0.90%
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—

GFIRX

1D
-0.22%
1M
-3.65%
YTD
0.22%
6M
3.35%
1Y
7.93%
3Y*
-0.29%
5Y*
2.43%
10Y*
2.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AQR CVX Fusion Fund Class R6

Goldman Sachs Managed Futures Strategy Fund

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Often compared with GFIRX:
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QCFRX vs. GFIRX - Expense Ratio Comparison

QCFRX has a 2.07% expense ratio, which is higher than GFIRX's 1.33% expense ratio.

QCFRX
AQR CVX Fusion Fund Class R6
GFIRX
Goldman Sachs Managed Futures Strategy Fund

Return for Risk

QCFRX vs. GFIRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QCFRX
GFIRX
GFIRX Risk / Return Rank: 3434
Overall Rank
GFIRX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
GFIRX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GFIRX Omega Ratio Rank: 2828
Omega Ratio Rank
GFIRX Calmar Ratio Rank: 4343
Calmar Ratio Rank
GFIRX Martin Ratio Rank: 3232
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.

QCFRX vs. GFIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR CVX Fusion Fund Class R6 (QCFRX) and Goldman Sachs Managed Futures Strategy Fund (GFIRX). 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.

QCFRX vs. GFIRX - Sharpe Ratio Comparison

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Sharpe Ratios by Period

QCFRXGFIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.88

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.24

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.26

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.22

+0.28

Correlation

The correlation between QCFRX and GFIRX is 0.76, 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

QCFRX vs. GFIRX - Dividend Comparison

QCFRX's dividend yield for the trailing twelve months is around 7.77%, while GFIRX has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
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%
GFIRX
Goldman Sachs Managed Futures Strategy Fund		0.00%0.00%0.00%0.00%20.11%7.35%1.21%7.06%0.16%0.49%0.00%3.98%

Drawdowns

QCFRX vs. GFIRX - Drawdown Comparison

The maximum QCFRX drawdown since its inception was -8.00%, smaller than the maximum GFIRX drawdown of -23.09%. Use the drawdown chart below to compare losses from any high point for QCFRX and GFIRX.

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Drawdown Indicators

QCFRXGFIRXDifference

Max Drawdown

Largest peak-to-trough decline

-8.00%

-23.09%

+15.09%

Max Drawdown (1Y)

Largest decline over 1 year

—

-5.15%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-23.09%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-23.09%

—

Current Drawdown

Current decline from peak

-5.56%

-12.28%

+6.72%

Average Drawdown

Average peak-to-trough decline

-1.95%

-7.00%

+5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

1.85%

—

Volatility

QCFRX vs. GFIRX - Volatility Comparison

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Volatility by Period

QCFRXGFIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.26%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

6.23%

—

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

8.80%

+7.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

10.37%

+6.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

9.04%

+7.33%