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QMNIX vs. QLENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QMNIX vs. QLENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Equity Market Neutral Fund Class I (QMNIX) and AQR Long-Short Equity N (QLENX). The values are adjusted to include any dividend payments, if applicable.

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QMNIX vs. QLENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QMNIX
AQR Equity Market Neutral Fund Class I
-3.36%26.54%25.85%16.61%27.26%17.64%-19.62%-11.30%-11.73%5.85%
QLENX
AQR Long-Short Equity N
-3.31%34.07%30.18%23.67%18.92%30.70%-14.18%1.01%-16.64%15.48%

Returns By Period

The year-to-date returns for both investments are quite close, with QMNIX having a -3.36% return and QLENX slightly higher at -3.31%. Over the past 10 years, QMNIX has underperformed QLENX with an annualized return of 6.35%, while QLENX has yielded a comparatively higher 11.26% annualized return.


QMNIX

1D
0.50%
1M
0.25%
YTD
-3.36%
6M
2.43%
1Y
11.48%
3Y*
21.07%
5Y*
18.62%
10Y*
6.35%

QLENX

1D
0.56%
1M
-2.74%
YTD
-3.31%
6M
4.39%
1Y
19.30%
3Y*
26.24%
5Y*
22.20%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QMNIX vs. QLENX - Expense Ratio Comparison

QMNIX has a 5.48% expense ratio, which is higher than QLENX's 5.18% expense ratio.


Return for Risk

QMNIX vs. QLENX — Risk / Return Rank

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

QMNIX
QMNIX Risk / Return Rank: 8181
Overall Rank
QMNIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
QMNIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
QMNIX Omega Ratio Rank: 8686
Omega Ratio Rank
QMNIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
QMNIX Martin Ratio Rank: 5757
Martin Ratio Rank

QLENX
QLENX Risk / Return Rank: 9393
Overall Rank
QLENX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
QLENX Sortino Ratio Rank: 9494
Sortino Ratio Rank
QLENX Omega Ratio Rank: 9393
Omega Ratio Rank
QLENX Calmar Ratio Rank: 9393
Calmar Ratio Rank
QLENX Martin Ratio Rank: 9292
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.

QMNIX vs. QLENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Equity Market Neutral Fund Class I (QMNIX) and AQR Long-Short Equity N (QLENX). 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.


QMNIXQLENXDifference

Sharpe ratio

Return per unit of total volatility

1.86

2.26

-0.40

Sortino ratio

Return per unit of downside risk

2.52

2.93

-0.41

Omega ratio

Gain probability vs. loss probability

1.36

1.46

-0.10

Calmar ratio

Return relative to maximum drawdown

2.13

2.83

-0.70

Martin ratio

Return relative to average drawdown

5.42

11.16

-5.74

QMNIX vs. QLENX - Sharpe Ratio Comparison

The current QMNIX Sharpe Ratio is 1.86, which is comparable to the QLENX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of QMNIX and QLENX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QMNIXQLENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

2.26

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.97

2.19

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

1.07

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

1.21

-0.30

Correlation

The correlation between QMNIX and QLENX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QMNIX vs. QLENX - Dividend Comparison

QMNIX's dividend yield for the trailing twelve months is around 1.46%, less than QLENX's 1.69% yield.


TTM20252024202320222021202020192018201720162015
QMNIX
AQR Equity Market Neutral Fund Class I
1.46%1.41%6.10%21.48%5.95%1.39%17.42%3.83%0.48%3.48%1.51%2.57%
QLENX
AQR Long-Short Equity N
1.69%1.64%7.13%21.21%14.09%0.00%1.59%0.00%6.09%8.91%2.87%4.91%

Drawdowns

QMNIX vs. QLENX - Drawdown Comparison

The maximum QMNIX drawdown since its inception was -38.80%, roughly equal to the maximum QLENX drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for QMNIX and QLENX.


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Drawdown Indicators


QMNIXQLENXDifference

Max Drawdown

Largest peak-to-trough decline

-38.80%

-38.50%

-0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-6.50%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-14.05%

-17.19%

+3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-38.80%

-38.50%

-0.30%

Current Drawdown

Current decline from peak

-3.67%

-3.91%

+0.24%

Average Drawdown

Average peak-to-trough decline

-10.39%

-7.55%

-2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

1.65%

+0.49%

Volatility

QMNIX vs. QLENX - Volatility Comparison

The current volatility for AQR Equity Market Neutral Fund Class I (QMNIX) is 1.35%, while AQR Long-Short Equity N (QLENX) has a volatility of 1.92%. This indicates that QMNIX experiences smaller price fluctuations and is considered to be less risky than QLENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QMNIXQLENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.92%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

4.16%

4.92%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

6.32%

8.66%

-2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.50%

10.22%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.22%

10.55%

-2.33%