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AQR International Defensive Style Fund (ANDIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00203H6936
CUSIP00203H693
IssuerAQR Funds
Inception DateJul 9, 2012
CategoryForeign Large Cap Equities
Min. Investment$5,000,000
Asset ClassEquity

Expense Ratio

ANDIX has a high expense ratio of 0.55%, indicating higher-than-average management fees.


Expense ratio chart for ANDIX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AQR International Defensive Style Fund

Popular comparisons: ANDIX vs. SPY, ANDIX vs. SLMCX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AQR International Defensive Style Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2024FebruaryMarchAprilMay
94.36%
292.12%
ANDIX (AQR International Defensive Style Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

AQR International Defensive Style Fund had a return of 4.47% year-to-date (YTD) and 7.16% in the last 12 months. Over the past 10 years, AQR International Defensive Style Fund had an annualized return of 4.16%, while the S&P 500 had an annualized return of 10.99%, indicating that AQR International Defensive Style Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.47%11.18%
1 month6.47%5.60%
6 months9.92%17.48%
1 year7.16%26.33%
5 years (annualized)5.09%13.16%
10 years (annualized)4.16%10.99%

Monthly Returns

The table below presents the monthly returns of ANDIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.65%1.09%1.87%-3.10%4.47%
20236.04%-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%-5.18%0.74%-7.98%4.45%-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%
2020-1.62%-7.42%-10.11%6.30%4.32%2.19%2.30%3.57%-1.20%-3.19%11.05%3.84%8.43%
20195.96%1.85%0.87%1.02%-3.10%4.39%-1.22%-0.70%2.11%2.83%1.11%2.21%18.39%
20183.50%-3.96%0.82%0.89%-0.59%-1.33%1.73%-2.07%0.91%-7.32%1.05%-3.99%-10.36%
20173.19%0.94%2.64%1.41%4.49%0.08%2.27%1.07%0.30%1.66%1.19%1.61%22.86%
2016-2.78%-0.92%6.41%1.66%-0.26%0.78%3.16%-1.91%2.20%-3.47%-3.60%1.75%2.57%
20150.35%3.72%-1.42%3.81%-1.47%-2.65%1.19%-5.97%-2.14%5.94%-0.60%-1.07%-0.90%
2014-3.52%5.73%-0.00%2.38%1.84%1.65%-0.77%1.72%-5.07%1.13%-0.88%-2.35%1.41%
20133.56%0.27%3.79%3.39%-5.13%-2.39%4.27%-1.39%4.95%2.86%-0.74%0.86%14.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ANDIX is 15, indicating that it is in the bottom 15% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ANDIX is 1515
ANDIX (AQR International Defensive Style Fund)
The Sharpe Ratio Rank of ANDIX is 1212Sharpe Ratio Rank
The Sortino Ratio Rank of ANDIX is 1212Sortino Ratio Rank
The Omega Ratio Rank of ANDIX is 1212Omega Ratio Rank
The Calmar Ratio Rank of ANDIX is 2222Calmar Ratio Rank
The Martin Ratio Rank of ANDIX is 1616Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for AQR International Defensive Style Fund (ANDIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ANDIX
Sharpe ratio
The chart of Sharpe ratio for ANDIX, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.000.58
Sortino ratio
The chart of Sortino ratio for ANDIX, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.0010.0012.000.93
Omega ratio
The chart of Omega ratio for ANDIX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.11
Calmar ratio
The chart of Calmar ratio for ANDIX, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.000.39
Martin ratio
The chart of Martin ratio for ANDIX, currently valued at 1.80, compared to the broader market0.0020.0040.0060.0080.001.80
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market-1.000.001.002.003.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market-2.000.002.004.006.008.0010.0012.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.002.004.006.008.0010.0012.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.009.12

Sharpe Ratio

The current AQR International Defensive Style Fund Sharpe ratio is 0.58. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of AQR International Defensive Style Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.58
2.38
ANDIX (AQR International Defensive Style Fund)
Benchmark (^GSPC)

Dividends

Dividend History

AQR International Defensive Style Fund granted a 2.89% dividend yield in the last twelve months. The annual payout for that period amounted to $0.42 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.42$0.42$0.25$0.38$0.25$0.34$0.28$0.44$0.17$0.23$0.60$0.29

Dividend yield

2.89%3.02%2.00%2.53%1.73%2.50%2.40%3.30%1.47%2.09%5.20%2.40%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
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
2020$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
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60$0.60
2013$0.29$0.29

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.33%
-0.09%
ANDIX (AQR International Defensive Style Fund)
Benchmark (^GSPC)

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 28.99%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current AQR International Defensive Style Fund drawdown is 2.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.99%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-27.59%Sep 7, 2021278Oct 12, 2022
-16.67%Jan 29, 2018228Dec 21, 2018246Dec 13, 2019474
-16.53%May 18, 2015171Jan 20, 2016297Mar 24, 2017468
-10.17%May 9, 201332Jun 24, 201360Sep 18, 201392

Volatility

Volatility Chart

The current AQR International Defensive Style Fund volatility is 2.81%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
2.81%
3.36%
ANDIX (AQR International Defensive Style Fund)
Benchmark (^GSPC)