- ISIN
- US00203H6936
- CUSIP
- 00203H693
- Issuer
- AQR Funds
- Inception Date
- Jul 9, 2012
- Category
- Foreign Large Cap Equities
- Min. Investment
- $5,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
ANDIX Performance Chart
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Returns By Period
AQR International Defensive Style Fund
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.15%
- 1Y
- 24.03%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
ANDIX Monthly Returns History
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.28% | 5.34% | -6.09% | 4.08% | -0.67% | 5.63% | |||||||
| 2025 | 3.66% | 2.35% | 0.88% | 6.37% | 2.84% | 1.59% | -3.26% | 3.05% | 0.00% | -1.21% | 2.33% | 1.28% | 21.41% |
| 2024 | -0.65% | 1.09% | 1.87% | -3.10% | 4.51% | -1.60% | 4.46% | 4.20% | 0.33% | -4.60% | 0.34% | -3.51% | 2.83% |
| 2023 | 6.04% | -3.33% | 4.21% | 3.52% | -4.61% | 2.75% | 1.45% | -3.00% | -3.53% | -1.75% | 6.44% | 4.14% | 12.06% |
| 2022 | -5.67% | -0.98% | 0.92% | -5.17% | 0.74% | -7.98% | 4.46% | -4.80% | -8.48% | 3.50% | 11.32% | -1.31% | -14.26% |
| 2021 | -1.31% | -0.63% | 2.96% | 2.12% | 3.69% | -0.97% | 0.91% | 1.36% | -3.70% | 2.25% | -2.79% | 3.78% | 7.59% |
Benchmark Metrics
AQR International Defensive Style Fund has an annualized alpha of -0.96%, beta of 0.61, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since July 09, 2012.
- This fund participated in 74.15% of S&P 500 Index downside but only 57.72% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.61 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.96%
- Beta
- 0.61
- R²
- 0.64
- Upside Capture
- 57.72%
- Downside Capture
- 74.15%
Expense Ratio
ANDIX has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AQR International Defensive Style Fund (ANDIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ANDIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
AQR International Defensive Style Fund provided a 70.16% dividend yield over the last twelve months, with an annual payout of $7.32 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $7.32 | $0.77 | $0.32 | $0.42 | $0.25 | $0.38 | $0.25 | $0.34 | $0.28 | $0.44 | $0.17 | $0.23 |
Dividend yield | 70.16% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR International Defensive Style Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $6.55 | $0.00 | $6.55 | |||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.77 | $0.77 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the AQR International Defensive Style Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the AQR International Defensive Style Fund was 27.59%, occurring on Oct 12, 2022. Recovery took 463 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -27.59%Oct 2022 | 1y 1mo | 1y 10mo | 2y 11moSep 2021 - Aug 2024 |
COVID crash2020 | -27.53%Mar 2020 | 1mo 25d | 7mo 28d | 9mo 23dJan 2020 - Nov 2020 |
Rate-hike selloffLate 2018 | -16.67%Dec 2018 | 10mo 26d | 11mo 27d | 1y 10moJan 2018 - Dec 2019 |
2016 correction2016 | -16.52%Jan 2016 | 8mo 7d | 1y 2mo | 1y 10moMay 2015 - Mar 2017 |
2013 correction2013 | -10.18%Jun 2013 | 1mo 16d | 2mo 26d | 4mo 12dMay 2013 - Sep 2013 |
Drawdown Indicators
| ANDIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -56.78% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | — | -1.80% | — |
Average DrawdownAverage peak-to-trough decline | — | -10.71% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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