VOLSX vs. QLEIX
Compare and contrast key facts about ABR 75/25 Volatility Fund (VOLSX) and AQR Long-Short Equity Fund (QLEIX).
VOLSX is managed by ABR. It was launched on Aug 2, 2020. QLEIX is managed by AQR Funds. It was launched on Jul 15, 2013.
Performance
VOLSX vs. QLEIX - Performance Comparison
Loading graphics...
VOLSX vs. QLEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VOLSX ABR 75/25 Volatility Fund | -11.00% | 2.83% | 15.19% | 24.73% | -29.76% | 27.64% | 2.00% |
QLEIX AQR Long-Short Equity Fund | -3.26% | 34.43% | 30.50% | 23.95% | 19.18% | 31.10% | 1.14% |
Returns By Period
In the year-to-date period, VOLSX achieves a -11.00% return, which is significantly lower than QLEIX's -3.26% return.
VOLSX
- 1D
- -0.21%
- 1M
- -10.42%
- YTD
- -11.00%
- 6M
- -7.71%
- 1Y
- -2.78%
- 3Y*
- 7.32%
- 5Y*
- 2.59%
- 10Y*
- —
QLEIX
- 1D
- 0.54%
- 1M
- -2.71%
- YTD
- -3.26%
- 6M
- 4.53%
- 1Y
- 19.60%
- 3Y*
- 26.54%
- 5Y*
- 22.51%
- 10Y*
- 11.54%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VOLSX vs. QLEIX - Expense Ratio Comparison
VOLSX has a 1.75% expense ratio, which is higher than QLEIX's 1.30% expense ratio.
Return for Risk
VOLSX vs. QLEIX — Risk / Return Rank
VOLSX
QLEIX
VOLSX vs. QLEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABR 75/25 Volatility Fund (VOLSX) and AQR Long-Short Equity Fund (QLEIX). 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.
| VOLSX | QLEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | 2.30 | -2.42 |
Sortino ratioReturn per unit of downside risk | -0.04 | 2.98 | -3.02 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.47 | -0.48 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.88 | -3.14 |
Martin ratioReturn relative to average drawdown | -0.69 | 11.49 | -12.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VOLSX | QLEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 2.30 | -2.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 2.21 | -2.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.10 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.11 | -0.93 |
Correlation
The correlation between VOLSX and QLEIX is 0.32, 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
VOLSX vs. QLEIX - Dividend Comparison
VOLSX's dividend yield for the trailing twelve months is around 2.45%, more than QLEIX's 1.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOLSX ABR 75/25 Volatility Fund | 2.45% | 2.18% | 2.24% | 0.29% | 0.00% | 18.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QLEIX AQR Long-Short Equity Fund | 1.81% | 1.75% | 7.12% | 20.88% | 14.15% | 0.00% | 1.57% | 0.00% | 6.03% | 9.11% | 3.01% | 4.98% |
Drawdowns
VOLSX vs. QLEIX - Drawdown Comparison
The maximum VOLSX drawdown since its inception was -35.10%, smaller than the maximum QLEIX drawdown of -38.11%. Use the drawdown chart below to compare losses from any high point for VOLSX and QLEIX.
Loading graphics...
Drawdown Indicators
| VOLSX | QLEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -38.11% | +3.01% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -6.49% | -10.39% |
Max Drawdown (5Y)Largest decline over 5 years | -35.10% | -17.07% | -18.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.11% | — |
Current DrawdownCurrent decline from peak | -12.37% | -3.85% | -8.52% |
Average DrawdownAverage peak-to-trough decline | -11.32% | -7.80% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 1.63% | +4.70% |
Volatility
VOLSX vs. QLEIX - Volatility Comparison
ABR 75/25 Volatility Fund (VOLSX) has a higher volatility of 6.18% compared to AQR Long-Short Equity Fund (QLEIX) at 1.87%. This indicates that VOLSX's price experiences larger fluctuations and is considered to be riskier than QLEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VOLSX | QLEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 1.87% | +4.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 4.89% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.26% | 8.63% | +9.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 10.23% | +8.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.03% | 10.55% | +8.48% |