QLFNX vs. QAMNX
Compare and contrast key facts about AQR LSE Fusion Fund Class N (QLFNX) and Federated Hermes MDT Market Neutral A (QAMNX).
QLFNX is an actively managed fund by AQR. It was launched on Jun 25, 2025. QAMNX is managed by Federated. It was launched on Sep 30, 2008.
Performance
QLFNX vs. QAMNX - Performance Comparison
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QLFNX vs. QAMNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QLFNX AQR LSE Fusion Fund Class N | -13.14% | 6.71% |
QAMNX Federated Hermes MDT Market Neutral A | 1.41% | 3.47% |
Returns By Period
In the year-to-date period, QLFNX achieves a -13.14% return, which is significantly lower than QAMNX's 1.41% return.
QLFNX
- 1D
- 0.38%
- 1M
- -8.82%
- YTD
- -13.14%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QAMNX
- 1D
- 0.33%
- 1M
- -0.28%
- YTD
- 1.41%
- 6M
- 5.59%
- 1Y
- 7.87%
- 3Y*
- 10.38%
- 5Y*
- —
- 10Y*
- —
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QLFNX vs. QAMNX - Expense Ratio Comparison
QLFNX has a 6.55% expense ratio, which is higher than QAMNX's 1.86% expense ratio.
Return for Risk
QLFNX vs. QAMNX — Risk / Return Rank
QLFNX
QAMNX
QLFNX vs. QAMNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR LSE Fusion Fund Class N (QLFNX) 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.
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Sharpe Ratios by Period
| QLFNX | QAMNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.22 | 0.87 | -2.09 |
Correlation
The correlation between QLFNX and QAMNX is 0.18, 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
QLFNX vs. QAMNX - Dividend Comparison
QLFNX's dividend yield for the trailing twelve months is around 0.16%, less than QAMNX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QLFNX AQR LSE Fusion Fund Class N | 0.16% | 0.14% | 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
QLFNX vs. QAMNX - Drawdown Comparison
The maximum QLFNX drawdown since its inception was -14.54%, smaller than the maximum QAMNX drawdown of -17.97%. Use the drawdown chart below to compare losses from any high point for QLFNX and QAMNX.
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Drawdown Indicators
| QLFNX | QAMNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.54% | -17.97% | +3.43% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.16% | — |
Current DrawdownCurrent decline from peak | -14.22% | -0.37% | -13.85% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -5.26% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.44% | — |
Volatility
QLFNX vs. QAMNX - Volatility Comparison
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Volatility by Period
| QLFNX | QAMNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.07% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.88% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 6.39% | +9.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 14.05% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 14.05% | +1.60% |