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QLEIX vs. HICOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QLEIX vs. HICOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Long-Short Equity Fund (QLEIX) and Colorado Bond Shares A Tax Exempt Fund (HICOX). The values are adjusted to include any dividend payments, if applicable.

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QLEIX vs. HICOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QLEIX
AQR Long-Short Equity Fund
-2.98%34.43%30.50%23.95%19.18%31.10%-13.92%1.19%-16.33%15.74%
HICOX
Colorado Bond Shares A Tax Exempt Fund
0.72%4.36%8.64%5.10%-6.14%4.44%4.69%6.42%4.64%5.63%

Returns By Period

In the year-to-date period, QLEIX achieves a -2.98% return, which is significantly lower than HICOX's 0.72% return. Over the past 10 years, QLEIX has outperformed HICOX with an annualized return of 11.57%, while HICOX has yielded a comparatively lower 4.03% annualized return.


QLEIX

1D
0.29%
1M
-1.96%
YTD
-2.98%
6M
4.47%
1Y
19.47%
3Y*
26.66%
5Y*
22.56%
10Y*
11.57%

HICOX

1D
0.34%
1M
-0.76%
YTD
0.72%
6M
2.56%
1Y
5.36%
3Y*
5.71%
5Y*
2.94%
10Y*
4.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QLEIX vs. HICOX - Expense Ratio Comparison

QLEIX has a 1.30% expense ratio, which is higher than HICOX's 0.55% expense ratio.


Return for Risk

QLEIX vs. HICOX — Risk / Return Rank

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

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: 9494
Calmar Ratio Rank
QLEIX Martin Ratio Rank: 9494
Martin Ratio Rank

HICOX
HICOX Risk / Return Rank: 7272
Overall Rank
HICOX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
HICOX Sortino Ratio Rank: 6868
Sortino Ratio Rank
HICOX Omega Ratio Rank: 9494
Omega Ratio Rank
HICOX Calmar Ratio Rank: 5555
Calmar Ratio Rank
HICOX Martin Ratio Rank: 6868
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.

QLEIX vs. HICOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Long-Short Equity Fund (QLEIX) and Colorado Bond Shares A Tax Exempt Fund (HICOX). 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.


QLEIXHICOXDifference

Sharpe ratio

Return per unit of total volatility

2.33

1.38

+0.94

Sortino ratio

Return per unit of downside risk

3.01

1.78

+1.23

Omega ratio

Gain probability vs. loss probability

1.48

1.48

-0.01

Calmar ratio

Return relative to maximum drawdown

3.10

1.39

+1.70

Martin ratio

Return relative to average drawdown

12.22

6.74

+5.48

QLEIX vs. HICOX - Sharpe Ratio Comparison

The current QLEIX Sharpe Ratio is 2.33, which is higher than the HICOX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of QLEIX and HICOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QLEIXHICOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

1.38

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.22

0.84

+1.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

1.31

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

1.61

-0.50

Correlation

The correlation between QLEIX and HICOX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

QLEIX vs. HICOX - Dividend Comparison

QLEIX's dividend yield for the trailing twelve months is around 1.81%, less than HICOX's 5.17% yield.


TTM20252024202320222021202020192018201720162015
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%
HICOX
Colorado Bond Shares A Tax Exempt Fund
5.17%3.98%6.34%2.53%2.85%3.60%3.64%4.11%4.54%4.56%5.49%4.32%

Drawdowns

QLEIX vs. HICOX - Drawdown Comparison

The maximum QLEIX drawdown since its inception was -38.11%, which is greater than HICOX's maximum drawdown of -11.00%. Use the drawdown chart below to compare losses from any high point for QLEIX and HICOX.


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Drawdown Indicators


QLEIXHICOXDifference

Max Drawdown

Largest peak-to-trough decline

-38.11%

-11.00%

-27.11%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-3.67%

-2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-17.07%

-9.66%

-7.41%

Max Drawdown (10Y)

Largest decline over 10 years

-38.11%

-9.66%

-28.45%

Current Drawdown

Current decline from peak

-3.57%

-0.76%

-2.81%

Average Drawdown

Average peak-to-trough decline

-7.80%

-2.57%

-5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

0.76%

+0.88%

Volatility

QLEIX vs. HICOX - Volatility Comparison

AQR Long-Short Equity Fund (QLEIX) has a higher volatility of 1.88% compared to Colorado Bond Shares A Tax Exempt Fund (HICOX) at 0.93%. This indicates that QLEIX's price experiences larger fluctuations and is considered to be riskier than HICOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLEIXHICOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

0.93%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

4.90%

1.56%

+3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

8.61%

4.33%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.22%

3.53%

+6.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.55%

3.09%

+7.46%