QLEIX vs. KMLM

In the year-to-date period, QLEIX achieves a 14.42% return, which is significantly higher than KMLM's -5.91% return.

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QLEIX has a 1.30% expense ratio, which is higher than KMLM's 0.90% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Long-Short Equity Fund (QLEIX) and KFA Mount Lucas Index Strategy ETF (KMLM). 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.

The current QLEIX Sharpe Ratio is 2.62, which is higher than the KMLM Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of QLEIX and KMLM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QLEIX's dividend yield for the trailing twelve months is around 6.22%, more than KMLM's 0.87% yield.

The maximum QLEIX drawdown since its inception was -42.90%, which is greater than KMLM's maximum drawdown of -29.26%. Use the drawdown chart below to compare losses from any high point for QLEIX and KMLM. For additional features, visit the drawdowns tool.

The current volatility for AQR Long-Short Equity Fund (QLEIX) is 1.37%, while KFA Mount Lucas Index Strategy ETF (KMLM) has a volatility of 2.21%. This indicates that QLEIX experiences smaller price fluctuations and is considered to be less risky than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.