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QLFNX vs. WTLS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QLFNX vs. WTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR LSE Fusion Fund Class N (QLFNX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS). The values are adjusted to include any dividend payments, if applicable.

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QLFNX vs. WTLS - Yearly Performance Comparison


Returns By Period


QLFNX

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

WTLS

1D
3.22%
1M
-4.31%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QLFNX vs. WTLS - Expense Ratio Comparison

QLFNX has a 6.55% expense ratio, which is higher than WTLS's 0.88% expense ratio.


Return for Risk

QLFNX vs. WTLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR LSE Fusion Fund Class N (QLFNX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS). 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.

QLFNX vs. WTLS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QLFNXWTLSDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.22

-0.61

-0.61

Correlation

The correlation between QLFNX and WTLS is 0.57, 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

QLFNX vs. WTLS - Dividend Comparison

QLFNX's dividend yield for the trailing twelve months is around 0.16%, while WTLS has not paid dividends to shareholders.


Drawdowns

QLFNX vs. WTLS - Drawdown Comparison

The maximum QLFNX drawdown since its inception was -14.54%, which is greater than WTLS's maximum drawdown of -8.94%. Use the drawdown chart below to compare losses from any high point for QLFNX and WTLS.


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Drawdown Indicators


QLFNXWTLSDifference

Max Drawdown

Largest peak-to-trough decline

-14.54%

-8.94%

-5.60%

Current Drawdown

Current decline from peak

-14.22%

-6.01%

-8.21%

Average Drawdown

Average peak-to-trough decline

-5.03%

-2.84%

-2.19%

Volatility

QLFNX vs. WTLS - Volatility Comparison


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Volatility by Period


QLFNXWTLSDifference

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

19.88%

-4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

19.88%

-4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

19.88%

-4.23%