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QLENX vs. QSPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QLENX vs. QSPIX - Performance Comparison

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

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QLENX vs. QSPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
QSPIX
AQR Style Premia Alternative Fund
9.94%14.82%21.48%12.46%30.76%24.93%-21.96%-8.22%-12.35%12.12%

Returns By Period

In the year-to-date period, QLENX achieves a -3.31% return, which is significantly lower than QSPIX's 9.94% return. Over the past 10 years, QLENX has outperformed QSPIX with an annualized return of 11.26%, while QSPIX has yielded a comparatively lower 7.05% annualized return.


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%

QSPIX

1D
-0.21%
1M
3.82%
YTD
9.94%
6M
12.16%
1Y
13.99%
3Y*
19.92%
5Y*
18.65%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QLENX vs. QSPIX - Expense Ratio Comparison

QLENX has a 5.18% expense ratio, which is higher than QSPIX's 1.49% expense ratio.


Return for Risk

QLENX vs. QSPIX — Risk / Return Rank

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

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

QSPIX
QSPIX Risk / Return Rank: 7272
Overall Rank
QSPIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QSPIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
QSPIX Omega Ratio Rank: 7070
Omega Ratio Rank
QSPIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
QSPIX Martin Ratio Rank: 5555
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. QSPIX - Risk-Adjusted Trends Comparison

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


QLENXQSPIXDifference

Sharpe ratio

Return per unit of total volatility

2.26

1.42

+0.84

Sortino ratio

Return per unit of downside risk

2.93

1.94

+0.99

Omega ratio

Gain probability vs. loss probability

1.46

1.26

+0.20

Calmar ratio

Return relative to maximum drawdown

2.83

1.76

+1.07

Martin ratio

Return relative to average drawdown

11.16

5.29

+5.87

QLENX vs. QSPIX - Sharpe Ratio Comparison

The current QLENX Sharpe Ratio is 2.26, which is higher than the QSPIX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of QLENX and QSPIX, 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


QLENXQSPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

1.42

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.19

1.18

+1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.55

+0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.61

+0.60

Correlation

The correlation between QLENX and QSPIX is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QLENX vs. QSPIX - Dividend Comparison

QLENX's dividend yield for the trailing twelve months is around 1.69%, less than QSPIX's 2.34% 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%
QSPIX
AQR Style Premia Alternative Fund
2.34%2.57%6.95%23.77%22.68%12.78%0.00%1.62%0.96%7.08%1.74%5.83%

Drawdowns

QLENX vs. QSPIX - Drawdown Comparison

The maximum QLENX drawdown since its inception was -38.50%, smaller than the maximum QSPIX drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for QLENX and QSPIX.


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Drawdown Indicators


QLENXQSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-41.37%

+2.87%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-8.11%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-17.19%

-17.13%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

-41.37%

+2.87%

Current Drawdown

Current decline from peak

-3.91%

-0.21%

-3.70%

Average Drawdown

Average peak-to-trough decline

-7.55%

-9.54%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.70%

-1.05%

Volatility

QLENX vs. QSPIX - Volatility Comparison

The current volatility for AQR Long-Short Equity N (QLENX) is 1.92%, while AQR Style Premia Alternative Fund (QSPIX) has a volatility of 2.61%. This indicates that QLENX experiences smaller price fluctuations and is considered to be less risky than QSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLENXQSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

2.61%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

4.92%

6.62%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

8.66%

10.12%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.22%

15.98%

-5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.55%

12.76%

-2.21%