AQR International Defensive Style Fund (ANDIX)
The fund pursues a "defensive" investment style, seeking to provide downside protection with upside potential through active stock selection, risk management and diversification. It pursues its objective by investing, under normal market conditions, at least 80% of its net assets (including any borrowings for investment purposes) in Equity Instruments of International Issuers.
Fund Info
US00203H6936
00203H693
Jul 9, 2012
$5,000,000
Share Price Chart
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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.
Returns By Period
AQR International Defensive Style Fund had a return of 3.61% year-to-date (YTD) and 10.15% in the last 12 months. Over the past 10 years, AQR International Defensive Style Fund had an annualized return of 3.99%, while the S&P 500 had an annualized return of 11.11%, indicating that AQR International Defensive Style Fund did not perform as well as the benchmark.
ANDIX
3.61%
-5.09%
-0.83%
10.15%
3.51%
3.99%
^GSPC (Benchmark)
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.65% | 1.09% | 1.87% | -3.10% | 3.49% | -0.63% | 4.46% | 4.20% | 0.33% | -4.60% | 3.61% | ||
| 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% | -5.18% | 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% |
| 2019 | 5.96% | 1.85% | 0.87% | 1.02% | -3.10% | 4.39% | -1.22% | -0.70% | 2.11% | 2.83% | 1.11% | 2.21% | 18.39% |
| 2018 | 3.50% | -3.96% | 0.82% | 0.89% | -0.59% | -1.33% | 1.73% | -2.07% | 0.91% | -7.32% | 1.05% | -3.99% | -10.36% |
| 2017 | 3.19% | 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% |
| 2015 | 0.35% | 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% |
| 2013 | 3.56% | 0.27% | 3.79% | 3.39% | -5.13% | -2.39% | 4.27% | -1.39% | 4.95% | 2.86% | -0.74% | 0.86% | 14.66% |
Expense Ratio
ANDIX features an expense ratio of 0.55%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ANDIX is 17, indicating that it is in the bottom 17% 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.
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.
Dividends
Dividend History
AQR International Defensive Style Fund provided a 2.91% dividend yield over the last twelve months, with an annual payout of $0.42 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.42 | $0.42 | $0.25 | $0.38 | $0.25 | $0.34 | $0.28 | $0.29 | $0.17 | $0.23 | $0.32 | $0.17 |
Dividend yield | 2.91% | 3.02% | 1.99% | 2.53% | 1.73% | 2.51% | 2.40% | 2.17% | 1.47% | 2.09% | 2.75% | 1.43% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $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 | $0.29 | $0.29 |
| 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 | $0.32 | $0.32 |
| 2013 | $0.17 | $0.17 |
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.
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 7.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.99% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -27.59% | Sep 7, 2021 | 278 | Oct 12, 2022 | 463 | Aug 16, 2024 | 741 |
| -16.67% | Jan 29, 2018 | 228 | Dec 21, 2018 | 246 | Dec 13, 2019 | 474 |
| -16.53% | May 18, 2015 | 171 | Jan 20, 2016 | 297 | Mar 24, 2017 | 468 |
| -10.17% | May 9, 2013 | 32 | Jun 24, 2013 | 60 | Sep 18, 2013 | 92 |
Volatility
Volatility Chart
The current AQR International Defensive Style Fund volatility is 3.16%, 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.