PortfoliosLab logoPortfoliosLab logo
QDSIX vs. QLEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDSIX vs. QLEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Diversifying Strategies Fund (QDSIX) and AQR Long-Short Equity Fund (QLEIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QDSIX vs. QLEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QDSIX
AQR Diversifying Strategies Fund
2.86%16.36%9.71%8.88%14.69%10.64%5.50%
QLEIX
AQR Long-Short Equity Fund
-3.26%34.43%30.50%23.95%19.18%31.10%-0.03%

Returns By Period

In the year-to-date period, QDSIX achieves a 2.86% return, which is significantly higher than QLEIX's -3.26% return.


QDSIX

1D
0.21%
1M
-1.30%
YTD
2.86%
6M
5.69%
1Y
12.12%
3Y*
12.66%
5Y*
11.13%
10Y*

QLEIX

1D
0.54%
1M
-2.71%
YTD
-3.26%
6M
4.53%
1Y
19.60%
3Y*
26.54%
5Y*
22.51%
10Y*
11.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QDSIX vs. QLEIX - Expense Ratio Comparison

QDSIX has a 0.20% expense ratio, which is lower than QLEIX's 1.30% expense ratio.


Return for Risk

QDSIX vs. QLEIX — Risk / Return Rank

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

QDSIX
QDSIX Risk / Return Rank: 8989
Overall Rank
QDSIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
QDSIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
QDSIX Omega Ratio Rank: 9090
Omega Ratio Rank
QDSIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
QDSIX Martin Ratio Rank: 8888
Martin Ratio Rank

QLEIX
QLEIX Risk / Return Rank: 9494
Overall Rank
QLEIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
QLEIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
QLEIX Omega Ratio Rank: 9494
Omega Ratio Rank
QLEIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
QLEIX Martin Ratio Rank: 9393
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.

QDSIX vs. QLEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Diversifying Strategies Fund (QDSIX) and AQR Long-Short Equity Fund (QLEIX). 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.


QDSIXQLEIXDifference

Sharpe ratio

Return per unit of total volatility

1.96

2.30

-0.34

Sortino ratio

Return per unit of downside risk

2.47

2.98

-0.50

Omega ratio

Gain probability vs. loss probability

1.41

1.47

-0.06

Calmar ratio

Return relative to maximum drawdown

2.24

2.88

-0.65

Martin ratio

Return relative to average drawdown

9.64

11.49

-1.85

QDSIX vs. QLEIX - Sharpe Ratio Comparison

The current QDSIX Sharpe Ratio is 1.96, which is comparable to the QLEIX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of QDSIX and QLEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


QDSIXQLEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

2.30

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.46

2.21

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

1.11

+0.50

Correlation

The correlation between QDSIX and QLEIX is 0.71, 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

QDSIX vs. QLEIX - Dividend Comparison

QDSIX's dividend yield for the trailing twelve months is around 2.17%, more than QLEIX's 1.81% yield.


TTM20252024202320222021202020192018201720162015
QDSIX
AQR Diversifying Strategies Fund
2.17%2.23%0.00%11.35%8.22%6.07%1.93%0.00%0.00%0.00%0.00%0.00%
QLEIX
AQR Long-Short Equity Fund
1.81%1.75%7.12%20.88%14.15%0.00%1.57%0.00%6.03%9.11%3.01%4.98%

Drawdowns

QDSIX vs. QLEIX - Drawdown Comparison

The maximum QDSIX drawdown since its inception was -7.06%, smaller than the maximum QLEIX drawdown of -38.11%. Use the drawdown chart below to compare losses from any high point for QDSIX and QLEIX.


Loading graphics...

Drawdown Indicators


QDSIXQLEIXDifference

Max Drawdown

Largest peak-to-trough decline

-7.06%

-38.11%

+31.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.53%

-6.49%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-7.06%

-17.07%

+10.01%

Max Drawdown (10Y)

Largest decline over 10 years

-38.11%

Current Drawdown

Current decline from peak

-1.30%

-3.85%

+2.55%

Average Drawdown

Average peak-to-trough decline

-1.48%

-7.80%

+6.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

1.63%

-0.35%

Volatility

QDSIX vs. QLEIX - Volatility Comparison

The current volatility for AQR Diversifying Strategies Fund (QDSIX) is 1.56%, while AQR Long-Short Equity Fund (QLEIX) has a volatility of 1.87%. This indicates that QDSIX experiences smaller price fluctuations and is considered to be less risky than QLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


QDSIXQLEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

1.87%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

3.73%

4.89%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

6.36%

8.63%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.64%

10.23%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.39%

10.55%

-3.16%