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QLFRX vs. QAMNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QLFRX vs. QAMNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR LSE Fusion Fund Class R6 (QLFRX) and Federated Hermes MDT Market Neutral A (QAMNX). The values are adjusted to include any dividend payments, if applicable.

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QLFRX vs. QAMNX - Yearly Performance Comparison


2026 (YTD)2025
QLFRX
AQR LSE Fusion Fund Class R6
-13.05%6.80%
QAMNX
Federated Hermes MDT Market Neutral A
1.41%3.47%

Returns By Period

In the year-to-date period, QLFRX achieves a -13.05% return, which is significantly lower than QAMNX's 1.41% return.


QLFRX

1D
0.48%
1M
-8.73%
YTD
-13.05%
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QLFRX vs. QAMNX - Expense Ratio Comparison

QLFRX has a 6.20% expense ratio, which is higher than QAMNX's 1.86% expense ratio.


Return for Risk

QLFRX vs. QAMNX — Risk / Return Rank

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

QLFRX

QAMNX
QAMNX Risk / Return Rank: 7272
Overall Rank
QAMNX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
QAMNX Sortino Ratio Rank: 8080
Sortino Ratio Rank
QAMNX Omega Ratio Rank: 7676
Omega Ratio Rank
QAMNX Calmar Ratio Rank: 7777
Calmar Ratio Rank
QAMNX Martin Ratio Rank: 5454
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.

QLFRX vs. QAMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR LSE Fusion Fund Class R6 (QLFRX) 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.

QLFRX vs. QAMNX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QLFRXQAMNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.19

0.87

-2.06

Correlation

The correlation between QLFRX 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

QLFRX vs. QAMNX - Dividend Comparison

QLFRX's dividend yield for the trailing twelve months is around 0.26%, less than QAMNX's 1.51% yield.


TTM20252024202320222021
QLFRX
AQR LSE Fusion Fund Class R6
0.26%0.22%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

QLFRX vs. QAMNX - Drawdown Comparison

The maximum QLFRX 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 QLFRX and QAMNX.


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Drawdown Indicators


QLFRXQAMNXDifference

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

-14.12%

-0.37%

-13.75%

Average Drawdown

Average peak-to-trough decline

-5.01%

-5.26%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

Volatility

QLFRX vs. QAMNX - Volatility Comparison


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Volatility by Period


QLFRXQAMNXDifference

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

15.63%

6.39%

+9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

14.05%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.63%

14.05%

+1.58%