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QCFRX vs. LCSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCFRX vs. LCSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR CVX Fusion Fund Class R6 (QCFRX) and LoCorr Long/Short Commodity Strategies Fund (LCSIX). The values are adjusted to include any dividend payments, if applicable.

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QCFRX vs. LCSIX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QCFRX achieves a -1.71% return, which is significantly lower than LCSIX's 2.78% return.


QCFRX

1D
-0.73%
1M
-6.59%
YTD
-1.71%
6M
1Y
3Y*
5Y*
10Y*

LCSIX

1D
0.00%
1M
0.80%
YTD
2.78%
6M
1.05%
1Y
0.38%
3Y*
-2.12%
5Y*
1.92%
10Y*
2.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QCFRX vs. LCSIX - Expense Ratio Comparison

QCFRX has a 2.07% expense ratio, which is higher than LCSIX's 1.75% expense ratio.


Return for Risk

QCFRX vs. LCSIX — Risk / Return Rank

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

QCFRX

LCSIX
LCSIX Risk / Return Rank: 66
Overall Rank
LCSIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
LCSIX Sortino Ratio Rank: 44
Sortino Ratio Rank
LCSIX Omega Ratio Rank: 44
Omega Ratio Rank
LCSIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
LCSIX Martin Ratio Rank: 88
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. LCSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR CVX Fusion Fund Class R6 (QCFRX) and LoCorr Long/Short Commodity Strategies Fund (LCSIX). 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. LCSIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QCFRXLCSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.46

-0.41

Correlation

The correlation between QCFRX and LCSIX is 0.22, 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. LCSIX - Dividend Comparison

QCFRX's dividend yield for the trailing twelve months is around 7.98%, more than LCSIX's 2.26% yield.


TTM20252024202320222021202020192018201720162015
QCFRX
AQR CVX Fusion Fund Class R6
7.98%7.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LCSIX
LoCorr Long/Short Commodity Strategies Fund
2.26%2.32%2.75%1.88%10.75%7.14%2.94%0.54%12.36%0.02%3.21%7.36%

Drawdowns

QCFRX vs. LCSIX - Drawdown Comparison

The maximum QCFRX drawdown since its inception was -8.00%, smaller than the maximum LCSIX drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for QCFRX and LCSIX.


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Drawdown Indicators


QCFRXLCSIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.00%

-25.13%

+17.13%

Max Drawdown (1Y)

Largest decline over 1 year

-4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-13.21%

Max Drawdown (10Y)

Largest decline over 10 years

-13.71%

Current Drawdown

Current decline from peak

-8.00%

-8.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-1.91%

-6.33%

+4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

Volatility

QCFRX vs. LCSIX - Volatility Comparison


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Volatility by Period


QCFRXLCSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

Volatility (6M)

Calculated over the trailing 6-month period

5.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.86%

6.95%

+8.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

5.58%

+10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

6.71%

+9.15%