QLFRX vs. WTLS

Last updated Jun 3, 2026

QLFRX (AQR LSE Fusion Fund Class R6) and WTLS (WisdomTree Efficient Long/Short US Equity Fund) are both Long-Short funds. Both are actively managed. A 0.59 correlation means they provide meaningful diversification when combined. QLFRX charges 6.20%/yr vs 0.88%/yr for WTLS.

Performance

QLFRX vs. WTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR LSE Fusion Fund Class R6 (QLFRX) and WisdomTree Efficient Long/Short US Equity Fund (WTLS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

QLFRX

• 1D: 2.19%
• 1M: 6.59%
• YTD: 0.83%
• 6M: 4.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WTLS

• 1D: 1.09%
• 1M: 9.55%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QLFRX vs. WTLS - Yearly Performance Comparison

	2026 (YTD)
QLFRX AQR LSE Fusion Fund Class R6	6.59%
WTLS WisdomTree Efficient Long/Short US Equity Fund	21.71%

Correlation

The correlation between QLFRX and WTLS is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 23, 2026	0.59

Return for Risk

QLFRX vs. WTLS - Risk-Adjusted Trends Comparison

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

Sharpe Ratios by Period

	QLFRX	WTLS	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	4.00	-3.06

Drawdowns

QLFRX vs. WTLS - Drawdown Comparison

The maximum QLFRX drawdown since its inception was -14.53%, which is greater than WTLS's maximum drawdown of -8.94%. Use the drawdown chart below to compare losses from any high point for QLFRX and WTLS.

Drawdown Indicators

	QLFRX	WTLS	Difference
Max Drawdown Largest peak-to-trough decline	-14.53%	-8.94%	-5.59%
Current Drawdown Current decline from peak	-0.41%	0.00%	-0.41%
Average Drawdown Average peak-to-trough decline	-5.71%	-1.79%	-3.92%

Volatility

Volatility by Period

	QLFRX	WTLS	Difference
Volatility (1Y) Calculated over the trailing 1-year period	15.94%	18.45%	-2.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.94%	18.45%	-2.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.94%	18.45%	-2.51%

QLFRX vs. WTLS - Expense Ratio Comparison

QLFRX has a 6.20% expense ratio, which is higher than WTLS's 0.88% expense ratio.

Dividends

QLFRX vs. WTLS - Dividend Comparison

QLFRX's dividend yield for the trailing twelve months is around 0.22%, while WTLS has not paid dividends to shareholders.

Position	TTM	2025
QLFRX AQR LSE Fusion Fund Class R6	0.22%	0.22%
WTLS WisdomTree Efficient Long/Short US Equity Fund	0.00%	0.00%

Frequently Asked Questions

Can I hold both QLFRX and WTLS in my portfolio?

QLFRX and WTLS have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.