QLFIX vs. CRIHX

Last updated Jun 23, 2026

QLFIX (AQR LSE Fusion Fund Class I) and CRIHX (CRM Long/Short Opportunities Fund) are both Long-Short funds. At a 0.41 correlation, their price movements are largely independent. QLFIX charges 6.30%/yr vs 1.60%/yr for CRIHX.

Performance

QLFIX vs. CRIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR LSE Fusion Fund Class I (QLFIX) and CRM Long/Short Opportunities Fund (CRIHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QLFIX achieves a -1.83% return, which is significantly lower than CRIHX's 13.87% return.

QLFIX

• 1D: 0.60%
• 1M: 1.29%
• YTD: -1.83%
• 6M: -2.80%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CRIHX

• 1D: 2.26%
• 1M: 4.56%
• YTD: 13.87%
• 6M: 12.80%
• 1Y: 22.35%
• 3Y*: 10.24%
• 5Y*: 7.28%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QLFIX vs. CRIHX - Yearly Performance Comparison

	2026 (YTD)	2025
QLFIX AQR LSE Fusion Fund Class I	-1.83%	6.78%
CRIHX CRM Long/Short Opportunities Fund	13.87%	2.42%

Correlation

The correlation between QLFIX and CRIHX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 6, 2025	0.41

Return for Risk

QLFIX vs. CRIHX — Risk / Return Rank

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

QLFIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CRIHX

CRIHX Risk / Return Rank: 39
CRIHX Sharpe Ratio Rank: 36
CRIHX Sortino Ratio Rank: 41
CRIHX Omega Ratio Rank: 35
CRIHX Calmar Ratio Rank: 46
CRIHX Martin Ratio Rank: 36

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.

QLFIX vs. CRIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR LSE Fusion Fund Class I (QLFIX) and CRM Long/Short Opportunities Fund (CRIHX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	QLFIX	CRIHX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.63	—
Sortino ratio: Return per unit of downside risk	—	2.49	—
Omega ratio: Gain probability vs. loss probability	—	1.29	—
Calmar ratio: Return relative to maximum drawdown	—	2.48	—
Martin ratio: Return relative to average drawdown	—	7.57	—

Drawdowns

QLFIX vs. CRIHX - Drawdown Comparison

The maximum QLFIX drawdown since its inception was -14.53%, smaller than the maximum CRIHX drawdown of -21.33%. Use the drawdown chart below to compare losses from any high point for QLFIX and CRIHX.

Drawdown Indicators

	QLFIX	CRIHX	Difference
Max Drawdown Largest peak-to-trough decline	-14.53%	-21.33%	+6.80%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.07%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.87%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-15.87%	—
Current Drawdown Current decline from peak	-3.04%	0.00%	-3.04%
Average Drawdown Average peak-to-trough decline	-5.49%	-4.11%	-1.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.96%	—

Volatility

Volatility by Period

	QLFIX	CRIHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.02%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.40%	—
Volatility (1Y) Calculated over the trailing 1-year period	16.60%	13.80%	+2.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.60%	11.30%	+5.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.60%	11.17%	+5.43%

QLFIX vs. CRIHX - Expense Ratio Comparison

QLFIX has a 6.30% expense ratio, which is higher than CRIHX's 1.60% expense ratio.

Dividends

QLFIX vs. CRIHX - Dividend Comparison

QLFIX's dividend yield for the trailing twelve months is around 0.22%, while CRIHX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CRIHX CRM Long/Short Opportunities Fund	0.00%	0.00%	8.11%	2.32%	1.55%	0.75%	8.83%	0.03%	1.75%	0.24%
QLFIX AQR LSE Fusion Fund Class I	0.22%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QLFIX and CRIHX in my portfolio?

QLFIX and CRIHX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.