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QLENX vs. QMNNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QLENX vs. QMNNX - Performance Comparison

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

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QLENX vs. QMNNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QLENX
AQR Long-Short Equity N
-3.02%34.07%30.18%23.67%18.92%30.70%-14.18%1.01%-16.64%15.48%
QMNNX
AQR Equity Market Neutral Fund N
-3.52%26.19%25.43%16.30%27.07%17.38%-19.79%-11.55%-11.94%5.56%

Returns By Period

In the year-to-date period, QLENX achieves a -3.02% return, which is significantly higher than QMNNX's -3.52% return. Over the past 10 years, QLENX has outperformed QMNNX with an annualized return of 11.29%, while QMNNX has yielded a comparatively lower 6.07% annualized return.


QLENX

1D
0.30%
1M
-1.97%
YTD
-3.02%
6M
4.33%
1Y
19.17%
3Y*
26.36%
5Y*
22.25%
10Y*
11.29%

QMNNX

1D
-0.17%
1M
0.43%
YTD
-3.52%
6M
1.87%
1Y
10.76%
3Y*
20.68%
5Y*
18.37%
10Y*
6.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QLENX vs. QMNNX - Expense Ratio Comparison

QLENX has a 5.18% expense ratio, which is lower than QMNNX's 5.28% expense ratio.


Return for Risk

QLENX vs. QMNNX — Risk / Return Rank

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

QLENX
QLENX Risk / Return Rank: 9494
Overall Rank
QLENX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
QLENX Sortino Ratio Rank: 9393
Sortino Ratio Rank
QLENX Omega Ratio Rank: 9393
Omega Ratio Rank
QLENX Calmar Ratio Rank: 9494
Calmar Ratio Rank
QLENX Martin Ratio Rank: 9393
Martin Ratio Rank

QMNNX
QMNNX Risk / Return Rank: 7878
Overall Rank
QMNNX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QMNNX Sortino Ratio Rank: 8787
Sortino Ratio Rank
QMNNX Omega Ratio Rank: 8282
Omega Ratio Rank
QMNNX Calmar Ratio Rank: 8282
Calmar Ratio Rank
QMNNX Martin Ratio Rank: 5151
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.

QLENX vs. QMNNX - Risk-Adjusted Trends Comparison

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


QLENXQMNNXDifference

Sharpe ratio

Return per unit of total volatility

2.28

1.77

+0.52

Sortino ratio

Return per unit of downside risk

2.96

2.40

+0.56

Omega ratio

Gain probability vs. loss probability

1.47

1.33

+0.13

Calmar ratio

Return relative to maximum drawdown

3.05

2.06

+0.99

Martin ratio

Return relative to average drawdown

11.90

5.15

+6.75

QLENX vs. QMNNX - Sharpe Ratio Comparison

The current QLENX Sharpe Ratio is 2.28, which is comparable to the QMNNX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of QLENX and QMNNX, 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


QLENXQMNNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.77

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.19

1.94

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.74

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.87

+0.33

Correlation

The correlation between QLENX and QMNNX is 0.75, 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

QLENX vs. QMNNX - Dividend Comparison

QLENX's dividend yield for the trailing twelve months is around 1.69%, more than QMNNX's 1.30% yield.


TTM20252024202320222021202020192018201720162015
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%
QMNNX
AQR Equity Market Neutral Fund N
1.30%1.26%6.06%21.67%5.77%1.41%17.64%3.86%0.49%3.37%1.19%2.51%

Drawdowns

QLENX vs. QMNNX - Drawdown Comparison

The maximum QLENX drawdown since its inception was -38.50%, roughly equal to the maximum QMNNX drawdown of -39.22%. Use the drawdown chart below to compare losses from any high point for QLENX and QMNNX.


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Drawdown Indicators


QLENXQMNNXDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-39.22%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-5.47%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-17.19%

-14.23%

-2.96%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

-39.22%

+0.72%

Current Drawdown

Current decline from peak

-3.62%

-3.92%

+0.30%

Average Drawdown

Average peak-to-trough decline

-7.54%

-10.67%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

2.19%

-0.53%

Volatility

QLENX vs. QMNNX - Volatility Comparison

AQR Long-Short Equity N (QLENX) has a higher volatility of 1.93% compared to AQR Equity Market Neutral Fund N (QMNNX) at 1.36%. This indicates that QLENX's price experiences larger fluctuations and is considered to be riskier than QMNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLENXQMNNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

1.36%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

4.92%

4.07%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

8.65%

6.29%

+2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.21%

9.53%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.55%

8.23%

+2.32%