QLENX vs. CPER

The year-to-date returns for both investments are quite close, with QLENX having a 13.28% return and CPER slightly higher at 13.71%. Over the past 10 years, QLENX has outperformed CPER with an annualized return of 11.23%, while CPER has yielded a comparatively lower 4.32% annualized return.

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QLENX has a 5.18% expense ratio, which is higher than CPER's 0.80% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Long-Short Equity N (QLENX) and United States Copper Index Fund (CPER). 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 QLENX Sharpe Ratio is 2.50, which is higher than the CPER Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of QLENX and CPER, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QLENX's dividend yield for the trailing twelve months is around 6.30%, while CPER has not paid dividends to shareholders.

The maximum QLENX drawdown since its inception was -39.59%, smaller than the maximum CPER drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for QLENX and CPER. For additional features, visit the drawdowns tool.

The current volatility for AQR Long-Short Equity N (QLENX) is 1.99%, while United States Copper Index Fund (CPER) has a volatility of 8.26%. This indicates that QLENX experiences smaller price fluctuations and is considered to be less risky than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.