QLFNX vs. QSPRX

Last updated Apr 1, 2026

Compare and contrast key facts about AQR LSE Fusion Fund Class N (QLFNX) and AQR Style Premia Alternative R6 (QSPRX).

QLFNX is an actively managed fund by AQR. It was launched on Jun 25, 2025. QSPRX is an actively managed fund by AQR. It was launched on Sep 2, 2014.

Performance

QLFNX vs. QSPRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR LSE Fusion Fund Class N (QLFNX) and AQR Style Premia Alternative R6 (QSPRX). The values are adjusted to include any dividend payments, if applicable.

QLFNX vs. QSPRX - Yearly Performance Comparison

	2026 (YTD)	2025
QLFNX AQR LSE Fusion Fund Class N	-13.14%	6.71%
QSPRX AQR Style Premia Alternative R6	9.99%	-1.19%

Returns By Period

In the year-to-date period, QLFNX achieves a -13.14% return, which is significantly lower than QSPRX's 9.99% return.

QLFNX

• 1D: 0.38%
• 1M: -8.82%
• YTD: -13.14%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

QSPRX

• 1D: -0.10%
• 1M: 3.90%
• YTD: 9.99%
• 6M: 12.27%
• 1Y: 14.10%
• 3Y*: 20.09%
• 5Y*: 18.79%
• 10Y*: 7.15%

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

QLFNX vs. QSPRX - Expense Ratio Comparison

QLFNX has a 6.55% expense ratio, which is higher than QSPRX's 5.79% expense ratio.

QLFNX

AQR LSE Fusion Fund Class N

QSPRX

AQR Style Premia Alternative R6

Return for Risk

QLFNX vs. QSPRX — Risk / Return Rank

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

QSPRX

QSPRX Risk / Return Rank: 70
QSPRX Sharpe Ratio Rank: 78
QSPRX Sortino Ratio Rank: 76
QSPRX Omega Ratio Rank: 68
QSPRX Calmar Ratio Rank: 75
QSPRX Martin Ratio Rank: 55

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.

QLFNX vs. QSPRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR LSE Fusion Fund Class N (QLFNX) and AQR Style Premia Alternative R6 (QSPRX). 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.

Sharpe Ratios by Period

	QLFNX	QSPRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.43	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.18	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.22	0.57	-1.79

Correlation

The correlation between QLFNX and QSPRX is 0.10, 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. QSPRX - Dividend Comparison

QLFNX's dividend yield for the trailing twelve months is around 0.16%, less than QSPRX's 2.39% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QLFNX AQR LSE Fusion Fund Class N	0.16%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QSPRX AQR Style Premia Alternative R6	2.39%	2.63%	6.99%	23.75%	22.67%	12.85%	0.00%	1.62%	1.09%	7.15%	1.74%	5.87%

Drawdowns

QLFNX vs. QSPRX - Drawdown Comparison

The maximum QLFNX drawdown since its inception was -14.54%, smaller than the maximum QSPRX drawdown of -41.22%. Use the drawdown chart below to compare losses from any high point for QLFNX and QSPRX.

Drawdown Indicators

	QLFNX	QSPRX	Difference
Max Drawdown Largest peak-to-trough decline	-14.54%	-41.22%	+26.68%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.17%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.17%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.22%	—
Current Drawdown Current decline from peak	-14.22%	-0.10%	-14.12%
Average Drawdown Average peak-to-trough decline	-5.03%	-10.21%	+5.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.70%	—

Volatility

Volatility by Period

	QLFNX	QSPRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.52%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.65%	10.13%	+5.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.65%	16.03%	-0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.65%	12.80%	+2.85%