QMNNX vs. CPIEX

In the year-to-date period, QMNNX achieves a 10.11% return, which is significantly higher than CPIEX's 4.84% return.

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QMNNX has a 5.28% expense ratio, which is higher than CPIEX's 1.75% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Equity Market Neutral Fund N (QMNNX) and Counterpoint Tactical Equity Fund (CPIEX). 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.

The current QMNNX Sharpe Ratio is 3.10, which is higher than the CPIEX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of QMNNX and CPIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QMNNX's dividend yield for the trailing twelve months is around 5.51%, more than CPIEX's 0.07% yield.

The maximum QMNNX drawdown since its inception was -50.11%, roughly equal to the maximum CPIEX drawdown of -50.21%. Use the drawdown chart below to compare losses from any high point for QMNNX and CPIEX. For additional features, visit the drawdowns tool.

AQR Equity Market Neutral Fund N (QMNNX) has a higher volatility of 2.80% compared to Counterpoint Tactical Equity Fund (CPIEX) at 2.17%. This indicates that QMNNX's price experiences larger fluctuations and is considered to be riskier than CPIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.