AQR Global Equity Fund (AQGIX)
The fund seeks to outperform, after expenses, the MSCI World Index while seeking to control its tracking error relative to this benchmark. Generally, it will invest at least 80% of its net assets (including any borrowings for investment purposes) in equity and equity-related instruments (including, but not limited to, exchange-traded funds, equity index futures, equity index swaps, swaps on equity index futures, depositary receipts and real estate investment trusts or securities with similar characteristics). The fund will invest in companies with a broad range of market capitalizations.
Fund Info
US00203H8759
00203H875
Dec 30, 2009
$5,000,000
Large-Cap
Value
Expense Ratio
AQGIX has an expense ratio of 0.80%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
AQR Global Equity Fund (AQGIX) returned 10.56% year-to-date (YTD) and 8.00% over the past 12 months. Over the past 10 years, AQGIX returned 4.88% annually, underperforming the S&P 500 benchmark at 10.84%.
AQGIX
10.56%
6.61%
-1.17%
8.00%
9.79%
10.41%
4.88%
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of AQGIX, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.23% | 1.99% | -2.75% | -0.91% | 6.90% | 10.56% | |||||||
| 2024 | 1.68% | 5.46% | 5.57% | -2.87% | 5.81% | 0.36% | 0.00% | 2.24% | 2.02% | -1.12% | 5.48% | -11.42% | 12.51% |
| 2023 | 8.98% | -2.67% | -0.11% | 1.37% | -2.60% | 9.16% | 4.46% | -2.75% | -2.20% | -3.64% | 7.77% | 1.20% | 19.26% |
| 2022 | -3.49% | -3.10% | 2.56% | -5.72% | 2.76% | -10.74% | 6.98% | -3.15% | -9.76% | 9.01% | 6.61% | -7.53% | -16.67% |
| 2021 | -0.42% | 2.64% | 5.24% | 2.54% | 1.81% | 0.00% | 0.94% | 1.58% | -4.65% | 4.50% | -2.29% | -4.37% | 7.19% |
| 2020 | -2.27% | -8.13% | -15.42% | 11.51% | 4.29% | 3.34% | 3.48% | 6.49% | -2.82% | -4.06% | 11.86% | 4.25% | 9.33% |
| 2019 | 9.88% | 2.12% | 1.10% | 1.94% | -7.47% | 6.28% | -0.24% | -3.39% | 2.63% | 3.41% | 2.48% | 2.81% | 22.55% |
| 2018 | 5.49% | -3.93% | -1.88% | 1.13% | 0.11% | -2.12% | 2.73% | 0.33% | 0.55% | -8.34% | 0.00% | -11.17% | -16.84% |
| 2017 | 3.35% | 2.72% | 0.63% | 1.38% | 2.47% | 0.24% | 3.61% | 0.93% | 2.30% | 2.14% | 1.76% | -2.63% | 20.44% |
| 2016 | -6.35% | -0.55% | 6.41% | 0.13% | 0.78% | -1.04% | 4.59% | 0.37% | 1.37% | -0.49% | -0.00% | -5.52% | -0.99% |
| 2015 | -0.13% | 5.49% | -0.24% | 0.83% | 0.47% | -2.11% | 1.43% | -5.65% | -2.62% | 6.28% | -5.38% | -0.30% | -2.61% |
| 2014 | -3.33% | 5.35% | -0.23% | 0.11% | 1.92% | 1.88% | -2.28% | 2.89% | -3.68% | 0.79% | 2.34% | -11.17% | -6.28% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AQGIX is 28, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for AQR Global Equity Fund (AQGIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
AQR Global Equity Fund provided a 12.29% dividend yield over the last twelve months, with an annual payout of $1.43 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.43 | $1.43 | $0.57 | $0.36 | $1.22 | $0.11 | $0.12 | $0.34 | $0.45 | $0.77 | $0.53 | $1.00 |
Dividend yield | 12.29% | 13.59% | 5.97% | 4.38% | 12.17% | 1.17% | 1.41% | 4.72% | 5.04% | 10.35% | 6.91% | 12.45% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR Global Equity 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.43 | $1.43 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.57 | $0.57 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.36 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.22 | $1.22 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2018 | $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 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.45 |
| 2016 | $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 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.01 | $0.53 |
| 2014 | $1.00 | $1.00 |
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 Global Equity 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 Global Equity Fund was 53.55%, occurring on Mar 23, 2020. Recovery took 1147 trading sessions.
The current AQR Global Equity Fund drawdown is 4.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.55% | Dec 19, 2013 | 1574 | Mar 23, 2020 | 1147 | Oct 11, 2024 | 2721 |
| -25.86% | May 3, 2011 | 107 | Oct 3, 2011 | 323 | Jan 17, 2013 | 430 |
| -22.13% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -16.25% | Apr 16, 2010 | 36 | Jun 7, 2010 | 90 | Oct 13, 2010 | 126 |
| -10.7% | Jan 20, 2010 | 14 | Feb 8, 2010 | 37 | Apr 1, 2010 | 51 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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