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QLEIX vs. QLENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QLEIX vs. QLENX - Performance Comparison

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

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QLEIX vs. QLENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QLEIX
AQR Long-Short Equity Fund
-3.26%34.43%30.50%23.95%19.18%31.10%-13.92%1.19%-16.33%15.74%
QLENX
AQR Long-Short Equity N
-3.31%34.07%30.18%23.67%18.92%30.70%-14.18%1.01%-16.64%15.48%

Returns By Period

The year-to-date returns for both stocks are quite close, with QLEIX having a -3.26% return and QLENX slightly lower at -3.31%. Both investments have delivered pretty close results over the past 10 years, with QLEIX having a 11.54% annualized return and QLENX not far behind at 11.26%.


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%

QLENX

1D
0.56%
1M
-2.74%
YTD
-3.31%
6M
4.39%
1Y
19.30%
3Y*
26.24%
5Y*
22.20%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QLEIX vs. QLENX - Expense Ratio Comparison

QLEIX has a 1.30% expense ratio, which is lower than QLENX's 5.18% expense ratio.


Return for Risk

QLEIX vs. QLENX — 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: 9393
Calmar Ratio Rank
QLEIX Martin Ratio Rank: 9393
Martin Ratio Rank

QLENX
QLENX Risk / Return Rank: 9393
Overall Rank
QLENX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
QLENX Sortino Ratio Rank: 9494
Sortino Ratio Rank
QLENX Omega Ratio Rank: 9393
Omega Ratio Rank
QLENX Calmar Ratio Rank: 9393
Calmar Ratio Rank
QLENX Martin Ratio Rank: 9292
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. QLENX - Risk-Adjusted Trends Comparison

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


QLEIXQLENXDifference

Sharpe ratio

Return per unit of total volatility

2.30

2.26

+0.04

Sortino ratio

Return per unit of downside risk

2.98

2.93

+0.05

Omega ratio

Gain probability vs. loss probability

1.47

1.46

+0.01

Calmar ratio

Return relative to maximum drawdown

2.88

2.83

+0.05

Martin ratio

Return relative to average drawdown

11.49

11.16

+0.33

QLEIX vs. QLENX - Sharpe Ratio Comparison

The current QLEIX Sharpe Ratio is 2.30, which is comparable to the QLENX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of QLEIX and QLENX, 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


QLEIXQLENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.26

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.21

2.19

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

1.07

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

1.21

-0.10

Correlation

The correlation between QLEIX and QLENX is 1.00, 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

QLEIX vs. QLENX - Dividend Comparison

QLEIX's dividend yield for the trailing twelve months is around 1.81%, more than QLENX's 1.69% 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%
QLENX
AQR Long-Short Equity N
1.69%1.64%7.13%21.21%14.09%0.00%1.59%0.00%6.09%8.91%2.87%4.91%

Drawdowns

QLEIX vs. QLENX - Drawdown Comparison

The maximum QLEIX drawdown since its inception was -38.11%, roughly equal to the maximum QLENX drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for QLEIX and QLENX.


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Drawdown Indicators


QLEIXQLENXDifference

Max Drawdown

Largest peak-to-trough decline

-38.11%

-38.50%

+0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-6.50%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.07%

-17.19%

+0.12%

Max Drawdown (10Y)

Largest decline over 10 years

-38.11%

-38.50%

+0.39%

Current Drawdown

Current decline from peak

-3.85%

-3.91%

+0.06%

Average Drawdown

Average peak-to-trough decline

-7.80%

-7.55%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.65%

-0.02%

Volatility

QLEIX vs. QLENX - Volatility Comparison

AQR Long-Short Equity Fund (QLEIX) and AQR Long-Short Equity N (QLENX) have volatilities of 1.87% and 1.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLEIXQLENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

1.92%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.89%

4.92%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

8.63%

8.66%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.23%

10.22%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.55%

10.55%

0.00%