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QLFIX vs. QAMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QLFIX vs. QAMNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR LSE Fusion Fund Class I (QLFIX) and Federated Hermes MDT Market Neutral A (QAMNX). The values are adjusted to include any dividend payments, if applicable.

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QLFIX vs. QAMNX - Yearly Performance Comparison


2026 (YTD)2025
QLFIX
AQR LSE Fusion Fund Class I
-13.13%6.78%
QAMNX
Federated Hermes MDT Market Neutral A
1.36%3.47%

Returns By Period

In the year-to-date period, QLFIX achieves a -13.13% return, which is significantly lower than QAMNX's 1.36% return.


QLFIX

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

QAMNX

1D
-0.05%
1M
-0.05%
YTD
1.36%
6M
5.54%
1Y
7.82%
3Y*
10.36%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QLFIX vs. QAMNX - Expense Ratio Comparison

QLFIX has a 6.30% expense ratio, which is higher than QAMNX's 1.86% expense ratio.


Return for Risk

QLFIX vs. QAMNX — Risk / Return Rank

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

QLFIX

QAMNX
QAMNX Risk / Return Rank: 6969
Overall Rank
QAMNX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
QAMNX Sortino Ratio Rank: 7373
Sortino Ratio Rank
QAMNX Omega Ratio Rank: 6969
Omega Ratio Rank
QAMNX Calmar Ratio Rank: 7979
Calmar Ratio Rank
QAMNX Martin Ratio Rank: 5656
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. QAMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR LSE Fusion Fund Class I (QLFIX) and Federated Hermes MDT Market Neutral A (QAMNX). 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. QAMNX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QLFIXQAMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.22

0.87

-2.08

Correlation

The correlation between QLFIX and QAMNX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QLFIX vs. QAMNX - Dividend Comparison

QLFIX's dividend yield for the trailing twelve months is around 0.25%, less than QAMNX's 1.51% yield.


TTM20252024202320222021
QLFIX
AQR LSE Fusion Fund Class I
0.25%0.21%0.00%0.00%0.00%0.00%
QAMNX
Federated Hermes MDT Market Neutral A
1.51%1.53%1.85%5.89%11.74%20.80%

Drawdowns

QLFIX vs. QAMNX - Drawdown Comparison

The maximum QLFIX drawdown since its inception was -14.53%, smaller than the maximum QAMNX drawdown of -17.97%. Use the drawdown chart below to compare losses from any high point for QLFIX and QAMNX.


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Drawdown Indicators


QLFIXQAMNXDifference

Max Drawdown

Largest peak-to-trough decline

-14.53%

-17.97%

+3.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

Current Drawdown

Current decline from peak

-14.20%

-0.42%

-13.78%

Average Drawdown

Average peak-to-trough decline

-5.02%

-5.25%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

Volatility

QLFIX vs. QAMNX - Volatility Comparison


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Volatility by Period


QLFIXQAMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

6.38%

+9.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

14.04%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

14.04%

+1.51%