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QLFIX vs. GTAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

QLFIX vs. GTAPX

Last updated Apr 1, 2026

Compare and contrast key facts about AQR LSE Fusion Fund Class I (QLFIX) and Quantitative U.S. Long/Short Equity Portfolio (GTAPX).

QLFIX is an actively managed fund by AQR. It was launched on Jun 25, 2025. GTAPX is managed by Glenmede. It was launched on Sep 28, 2006.

Performance

QLFIX vs. GTAPX - Performance Comparison

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

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QLFIX vs. GTAPX - Yearly Performance Comparison

2026 (YTD)2025
QLFIX
AQR LSE Fusion Fund Class I		-13.13%6.78%
GTAPX
Quantitative U.S. Long/Short Equity Portfolio		2.33%1.97%

Returns By Period

In the year-to-date period, QLFIX achieves a -13.13% return, which is significantly lower than GTAPX's 2.33% return.

QLFIX

1D
0.38%
1M
-8.81%
YTD
-13.13%
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—

GTAPX

1D
-0.30%
1M
-0.30%
YTD
2.33%
6M
6.61%
1Y
14.22%
3Y*
10.52%
5Y*
9.15%
10Y*
5.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AQR LSE Fusion Fund Class I

Quantitative U.S. Long/Short Equity Portfolio

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Often compared with GTAPX:
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QLFIX vs. GTAPX - Expense Ratio Comparison

QLFIX has a 6.30% expense ratio, which is higher than GTAPX's 1.25% expense ratio.

QLFIX
AQR LSE Fusion Fund Class I
GTAPX
Quantitative U.S. Long/Short Equity Portfolio

Return for Risk

QLFIX vs. GTAPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QLFIX
GTAPX
GTAPX Risk / Return Rank: 9090
Overall Rank
GTAPX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
GTAPX Sortino Ratio Rank: 9191
Sortino Ratio Rank
GTAPX Omega Ratio Rank: 8585
Omega Ratio Rank
GTAPX Calmar Ratio Rank: 9494
Calmar Ratio Rank
GTAPX Martin Ratio Rank: 9393
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.

QLFIX vs. GTAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR LSE Fusion Fund Class I (QLFIX) and Quantitative U.S. Long/Short Equity Portfolio (GTAPX). 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.

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

QLFIX vs. GTAPX - Sharpe Ratio Comparison

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Sharpe Ratios by Period

QLFIXGTAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

1.83

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.85

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.52

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.22

0.39

-1.60

Correlation

The correlation between QLFIX and GTAPX is 0.52, 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

QLFIX vs. GTAPX - Dividend Comparison

QLFIX's dividend yield for the trailing twelve months is around 0.25%, less than GTAPX's 16.26% yield.

TTM2025202420232022202120202019
QLFIX
AQR LSE Fusion Fund Class I		0.25%0.21%0.00%0.00%0.00%0.00%0.00%0.00%
GTAPX
Quantitative U.S. Long/Short Equity Portfolio		16.26%16.63%11.79%11.23%0.00%0.00%0.00%0.96%

Drawdowns

QLFIX vs. GTAPX - Drawdown Comparison

The maximum QLFIX drawdown since its inception was -14.53%, smaller than the maximum GTAPX drawdown of -30.40%. Use the drawdown chart below to compare losses from any high point for QLFIX and GTAPX.

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Drawdown Indicators

QLFIXGTAPXDifference

Max Drawdown

Largest peak-to-trough decline

-14.53%

-30.40%

+15.87%

Max Drawdown (1Y)

Largest decline over 1 year

—

-4.15%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-12.21%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.40%

—

Current Drawdown

Current decline from peak

-14.20%

-1.27%

-12.93%

Average Drawdown

Average peak-to-trough decline

-5.02%

-7.09%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

1.19%

—

Volatility

QLFIX vs. GTAPX - Volatility Comparison

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Volatility by Period

QLFIXGTAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

2.07%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

5.13%

—

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

8.19%

+7.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

10.89%

+4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

10.20%

+5.35%