RWSIX vs. QCFRX

Last updated Jun 4, 2026

RWSIX (Redwood Systematic Macro Trend ("SMarT") Fund) and QCFRX (AQR CVX Fusion Fund Class R6) are both Systematic Trend funds. A 0.70 correlation means they provide meaningful diversification when combined. RWSIX charges 1.30%/yr vs 2.07%/yr for QCFRX.

Performance

RWSIX vs. QCFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) and AQR CVX Fusion Fund Class R6 (QCFRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RWSIX achieves a 9.73% return, which is significantly lower than QCFRX's 18.63% return.

RWSIX

• 1D: 0.12%
• 1M: 3.21%
• YTD: 9.73%
• 6M: 10.72%
• 1Y: 17.30%
• 3Y*: 3.69%
• 5Y*: 2.42%
• 10Y*: —

QCFRX

• 1D: 0.69%
• 1M: 6.20%
• YTD: 18.63%
• 6M: 19.40%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RWSIX vs. QCFRX - Yearly Performance Comparison

	2026 (YTD)	2025
RWSIX Redwood Systematic Macro Trend ("SMarT") Fund	9.73%	2.84%
QCFRX AQR CVX Fusion Fund Class R6	18.63%	2.02%

Correlation

The correlation between RWSIX and QCFRX is 0.70, 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 Nov 7, 2025	0.70

Return for Risk

RWSIX vs. QCFRX — Risk / Return Rank

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

RWSIX

RWSIX Risk / Return Rank: 32
RWSIX Sharpe Ratio Rank: 32
RWSIX Sortino Ratio Rank: 32
RWSIX Omega Ratio Rank: 31
RWSIX Calmar Ratio Rank: 31
RWSIX Martin Ratio Rank: 34

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.

RWSIX vs. QCFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Redwood Systematic Macro Trend ("SMarT") Fund (RWSIX) and AQR CVX Fusion Fund Class R6 (QCFRX). 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.

	RWSIX	QCFRX	Difference
Sharpe ratio: Return per unit of total volatility	1.63	—	—
Sortino ratio: Return per unit of downside risk	2.33	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.08	—	—
Martin ratio: Return relative to average drawdown	7.63	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	RWSIX	QCFRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.63	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	2.96	-2.51

Drawdowns

RWSIX vs. QCFRX - Drawdown Comparison

The maximum RWSIX drawdown since its inception was -24.90%, which is greater than QCFRX's maximum drawdown of -8.00%. Use the drawdown chart below to compare losses from any high point for RWSIX and QCFRX.

Drawdown Indicators

	RWSIX	QCFRX	Difference
Max Drawdown Largest peak-to-trough decline	-24.90%	-8.00%	-16.90%
Max Drawdown (1Y) Largest decline over 1 year	-8.37%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-24.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.90%	—	—
Current Drawdown Current decline from peak	-8.67%	0.00%	-8.67%
Average Drawdown Average peak-to-trough decline	-6.81%	-1.57%	-5.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	—	—

Volatility

Volatility by Period

	RWSIX	QCFRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.29%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.36%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.69%	14.50%	-3.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.19%	14.50%	-2.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.29%	14.50%	-2.21%

RWSIX vs. QCFRX - Expense Ratio Comparison

RWSIX has a 1.30% expense ratio, which is lower than QCFRX's 2.07% expense ratio.

Dividends

RWSIX vs. QCFRX - Dividend Comparison

RWSIX's dividend yield for the trailing twelve months is around 4.11%, less than QCFRX's 6.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
QCFRX AQR CVX Fusion Fund Class R6	6.61%	7.84%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RWSIX Redwood Systematic Macro Trend ("SMarT") Fund	4.11%	4.51%	0.00%	10.35%	3.41%	7.81%	7.78%	3.05%	2.51%	0.63%

Frequently Asked Questions

Can I hold both RWSIX and QCFRX in my portfolio?

RWSIX and QCFRX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.