QDSNX Performance — AQR Diversifying Strategies Fund, Class N
Data updated: 2026-08-27
QDSNX returned +3.72% year to date and +11.38% over one year to Jun 2026. Annualised returns are +12.78% over 3 years and +11.38% over 5 years. Against its Long-Short Equity category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $143, against $131 for the category, and to $111 over one year, against $116. Volatility over the past three years was 5.58% a year. In the 12 months to Jun 2026 the fund took in a net $4.4B, and assets reached $8.41B.
QDSNX Growth of $100
What $100 invested in AQR Diversifying Strategies Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Long-Short Equity category average over the same months.
| Period | QDSNX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $111 | $116 |
| 3 years (Jul 2023 – Jun 2026) | $143 | $131 |
| 5 years (Jul 2021 – Jun 2026) | $171 | $131 |
| Since data start (Apr 2020 – Jun 2026) | $197 | $151 |
QDSNX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.72% |
| 1 year | +11.38% |
| 3 years (annualised) | +12.78% |
| 5 years (annualised) | +11.38% |
QDSNX Annual Returns
Calendar-year total returns of AQR Diversifying Strategies Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +3.72% |
| 2025 | +16.14% |
| 2024 | +12.97% |
| 2023 | +8.53% |
| 2022 | +14.49% |
| 2021 | +10.37% |
| 2020 (Apr–Dec) | +5.61% |
QDSNX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.9% | +2.3% | −1.0% | +1.1% | +0.8% | −1.4% | — | — | — | — | — | — |
| 2025 | +2.5% | +3.3% | +0.7% | −1.4% | +1.6% | +1.2% | +0.2% | +1.4% | +2.9% | +1.5% | +0.1% | +1.1% |
| 2024 | +3.1% | +2.7% | +5.0% | +0.6% | +1.3% | −0.9% | −1.4% | −0.6% | +0.6% | −1.7% | +2.7% | +1.2% |
| 2023 | +1.2% | +2.5% | −3.7% | +1.0% | −1.7% | +3.9% | +0.8% | +1.9% | +3.5% | −1.0% | +0.7% | −0.4% |
| 2022 | +4.3% | +1.0% | +1.3% | +3.8% | +3.0% | −3.2% | −1.4% | +0.9% | −0.2% | +4.0% | +0.2% | +0.2% |
| 2021 | +1.7% | +1.9% | +3.2% | +1.1% | +1.7% | −1.0% | +0.3% | −0.4% | −0.4% | −0.1% | −1.4% | +3.6% |
| 2020 | — | — | — | 0.0% | 0.0% | +0.5% | +1.2% | +0.7% | −0.2% | −1.6% | +1.5% | +3.4% |
QDSNX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 5.58%
- 3-year Sharpe ratio: 1.48 (vs 4.5% risk-free rate)
- Best month: +4.98% (Mar 2024)
- Worst month: −1.70% (Oct 2024)
QDSNX Fund Flows
Monthly money in and out of AQR Diversifying Strategies Fund, from SEC Form N-PORT.
- 12-month net flow: $4.4B
- 12-month gross sales (incl. reinvestments): $5.8B
- Sales ÷ redemptions: 3.91×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $625.1M | $149.7M | $475.4M |
| May 2026 | $645.3M | $86.2M | $559.1M |
| Apr 2026 | $684.9M | $236.9M | $448.0M |
| Mar 2026 | $492.1M | $162.2M | $329.9M |
| Feb 2026 | $527.6M | $115.3M | $412.3M |
| Jan 2026 | $703.7M | $161.4M | $542.4M |
| Dec 2025 | $577.6M | $151.6M | $425.9M |
| Nov 2025 | $334.0M | $93.4M | $240.5M |
| Oct 2025 | $292.2M | $109.4M | $182.8M |
| Sep 2025 | $221.7M | $67.9M | $153.8M |
| Aug 2025 | $274.3M | $110.1M | $164.1M |
| Jul 2025 | $465.0M | $48.4M | $416.6M |
QDSNX Assets Under Management
Net assets of AQR Diversifying Strategies Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $8.41B |
| 2026-03-31 | $6.90B |
| 2025-12-31 | $5.43B |
| 2025-09-30 | $4.55B |
| 2025-06-30 | $3.62B |
| 2025-03-31 | $2.93B |
| 2024-12-31 | $1.48B |
| 2024-09-30 | $1.28B |
| 2024-06-30 | $1.01B |
| 2024-03-31 | $725.92M |
| 2023-12-31 | $451.33M |
| 2023-09-30 | $394.94M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.