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QDSNX vs. QSTFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QDSNX vs. QSTFX

Last updated Jun 26, 2026

QDSNX (AQR Diversifying Strategies Fund Class N) and QSTFX (Quantified STF Fund) are both Tactical Allocation funds. Over the past 5 years, QDSNX returned 10.85%/yr vs 11.11%/yr for QSTFX. At a 0.13 correlation, their price movements are largely independent. QDSNX charges 3.30%/yr vs 1.55%/yr for QSTFX.

Performance

QDSNX vs. QSTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Diversifying Strategies Fund Class N (QDSNX) and Quantified STF Fund (QSTFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDSNX achieves a 3.80% return, which is significantly lower than QSTFX's 25.47% return.

QDSNX

1D
-0.62%
1M
-1.29%
YTD
3.80%
6M
3.86%
1Y
11.88%
3Y*
11.88%
5Y*
10.85%
10Y*
—

QSTFX

1D
0.00%
1M
5.92%
YTD
25.47%
6M
21.07%
1Y
48.41%
3Y*
22.08%
5Y*
11.11%
10Y*
19.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDSNX vs. QSTFX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
QDSNX
AQR Diversifying Strategies Fund Class N		3.80%16.14%9.56%8.62%14.48%10.35%5.40%
QSTFX
Quantified STF Fund		25.47%-2.48%29.94%61.87%-46.15%28.79%38.34%

Correlation

The correlation between QDSNX and QSTFX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2020

0.13

The correlation between QDSNX and QSTFX shifts across timeframes, from 0.10 (5 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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AQR Diversifying Strategies Fund Class N

Quantified STF Fund

Often compared with QDSNX:
QDSNX vs. DBMFQDSNX vs. QLENXQDSNX vs. SPYQDSNX vs. QCFNXQDSNX vs. VOOQDSNX vs. QNZNXQDSNX vs. BAMBX
Often compared with QSTFX:
QSTFX vs. DIVOQSTFX vs. QFITXQSTFX vs. QCGDXQSTFX vs. QTSSXQSTFX vs. SAPEXQSTFX vs. QALTXQSTFX vs. OTRFX

Return for Risk

QDSNX vs. QSTFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QDSNX
QDSNX Risk / Return Rank: 8686
Overall Rank
QDSNX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QDSNX Sortino Ratio Rank: 8282
Sortino Ratio Rank
QDSNX Omega Ratio Rank: 7979
Omega Ratio Rank
QDSNX Calmar Ratio Rank: 9595
Calmar Ratio Rank
QDSNX Martin Ratio Rank: 9191
Martin Ratio Rank
QSTFX
QSTFX Risk / Return Rank: 5858
Overall Rank
QSTFX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QSTFX Sortino Ratio Rank: 5353
Sortino Ratio Rank
QSTFX Omega Ratio Rank: 6868
Omega Ratio Rank
QSTFX Calmar Ratio Rank: 7070
Calmar Ratio Rank
QSTFX Martin Ratio Rank: 3838
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.

QDSNX vs. QSTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Diversifying Strategies Fund Class N (QDSNX) and Quantified STF Fund (QSTFX). 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.

QDSNXQSTFXDifference
Sharpe ratioReturn per unit of total volatility
2.30
1.90

+0.40

Sortino ratioReturn per unit of downside risk
3.34
2.50

+0.84

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

4.92

2.76

+2.17

Martin ratioReturn relative to average drawdown

15.94

7.04

+8.90

QDSNX vs. QSTFX - Sharpe Ratio Comparison

The current QDSNX Sharpe Ratio is 2.30, which is comparable to the QSTFX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of QDSNX and QSTFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

QDSNX vs. QSTFX - Drawdown Comparison

The maximum QDSNX drawdown since its inception was -7.15%, smaller than the maximum QSTFX drawdown of -49.03%. Use the drawdown chart below to compare losses from any high point for QDSNX and QSTFX.

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Drawdown Indicators

QDSNXQSTFXDifference

Max Drawdown

Largest peak-to-trough decline

-7.15%

-49.03%

+41.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-17.87%

+15.45%

Max Drawdown (3Y)

Largest decline over 3 years

-6.93%

-32.22%

+25.29%

Max Drawdown (5Y)

Largest decline over 5 years

-7.15%

-49.03%

+41.88%

Max Drawdown (10Y)

Largest decline over 10 years

—

-49.03%

—

Current Drawdown

Current decline from peak

-2.42%

-1.59%

-0.83%

Average Drawdown

Average peak-to-trough decline

-1.45%

-15.40%

+13.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

6.98%

-6.23%

Volatility

QDSNX vs. QSTFX - Volatility Comparison

The current volatility for AQR Diversifying Strategies Fund Class N (QDSNX) is 2.11%, while Quantified STF Fund (QSTFX) has a volatility of 9.00%. This indicates that QDSNX experiences smaller price fluctuations and is considered to be less risky than QSTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QDSNXQSTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

9.00%

-6.89%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

19.30%

-15.51%

Volatility (1Y)

Calculated over the trailing 1-year period

5.20%

26.14%

-20.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.63%

27.27%

-19.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.30%

27.99%

-20.69%

QDSNX vs. QSTFX - Expense Ratio Comparison

QDSNX has a 3.30% expense ratio, which is higher than QSTFX's 1.55% expense ratio.

Dividends

QDSNX vs. QSTFX - Dividend Comparison

QDSNX's dividend yield for the trailing twelve months is around 1.92%, less than QSTFX's 8.49% yield.

PositionTTM2025202420232022202120202019201820172016
QDSNX
AQR Diversifying Strategies Fund Class N		1.92%1.99%0.00%11.18%8.01%5.99%1.83%0.00%0.00%0.00%0.00%
QSTFX
Quantified STF Fund		8.49%10.65%5.12%1.03%0.00%21.93%20.82%0.52%2.57%39.11%0.01%

Frequently Asked Questions

QDSNX and QSTFX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QSTFX has higher volatility (9.00%) compared to QDSNX (2.11%). In terms of maximum drawdown, QDSNX dropped -7.15% vs QSTFX's -49.03%.

QDSNX currently has the higher Sharpe Ratio (2.30 vs 1.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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