QMFNX Performance — AQR MS Fusion Fund, Class N
Data updated: 2026-08-27
QMFNX returned +5.50% year to date and +19.69% over one year to Jun 2026. Over one year the fund beat its US Large Blend category average: $100 grew to $120, against $118 for the category. Volatility over the past 12 months was 15.35% a year. In the 12 months to Jun 2026 the fund took in a net $2.0M, and assets reached $23.87M.
QMFNX Growth of $100
What $100 invested in AQR MS Fusion Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | QMFNX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $120 | $118 |
| Since data start (Jun 2025 – Jun 2026) | $121 | $122 |
QMFNX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +5.50% |
| 1 year | +19.69% |
QMFNX Annual Returns
Calendar-year total returns of AQR MS Fusion Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +5.50% |
| 2025 (Jun–Dec) | +15.04% |
QMFNX 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 | +0.5% | −0.3% | −6.6% | +9.3% | +7.3% | −3.9% | — | — | — | — | — | — |
| 2025 | — | — | — | — | — | +1.4% | +0.5% | +2.5% | +5.5% | +2.4% | −0.1% | +2.2% |
QMFNX Risk
Risk measures from monthly returns over Jul 2025 – Jun 2026.
- 1-year volatility (annualised): 15.35%
- Best month: +9.33% (Apr 2026)
- Worst month: −6.62% (Mar 2026)
QMFNX Fund Flows
Monthly money in and out of AQR MS Fusion Fund, from SEC Form N-PORT.
- 12-month net flow: $2.0M
- 12-month gross sales (incl. reinvestments): $21.2M
- Sales ÷ redemptions: 1.11×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $766K | $143K | $623K |
| May 2026 | $2.1M | $1.6M | $483K |
| Apr 2026 | $844K | $2.1M | −$1.2M |
| Mar 2026 | $169K | $822K | −$653K |
| Feb 2026 | $313K | $907K | −$593K |
| Jan 2026 | $886K | $235K | $651K |
| Dec 2025 | $1.3M | $65K | $1.2M |
| Nov 2025 | $2.0M | $315K | $1.7M |
| Oct 2025 | $1.6M | $954K | $671K |
| Sep 2025 | $4.0M | $5.6M | −$1.5M |
| Aug 2025 | $1.1M | $3K | $1.1M |
| Jul 2025 | $6.0M | $6.4M | −$420K |
QMFNX Assets Under Management
Net assets of AQR MS Fusion Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $23.87M |
| 2026-03-31 | $21.36M |
| 2025-12-31 | $23.45M |
| 2025-09-30 | $19.02M |
| 2025-06-30 | $18.25M |
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.