- ISIN
- US00203H8759
- CUSIP
- 00203H875
- Issuer
- AQR
- Inception Date
- Dec 30, 2009
- Category
- Global Equities
- Min. Investment
- $5,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
AQGIX Performance Chart
AQR Global Equity Fund (AQGIX) is up 13.1% since the beginning of the year. AQGIX is currently trading at $14 per share. Investors who bought $1,000 worth of AQGIX shares 5 years ago would now be looking at an investment worth $2,043.
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Returns By Period
AQR Global Equity Fund (AQGIX) has returned 13.10% so far this year and 28.90% over the past 12 months. Over the last ten years, AQGIX has had an annualized return of 13.18%, just under the S&P 500 Index benchmark’s 13.26%.
AQR Global Equity Fund
- 1D
- 2.45%
- 1M
- 1.77%
- 6M
- 10.66%
- YTD
- 13.10%
- 1Y
- 28.90%
- 3Y*
- 24.09%
- 5Y*
- 15.36%
- 10Y*
- 13.18%
- ALL TIME*
- 11.00%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
AQGIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2010, AQGIX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +11.9%, while the worst month was Mar 2020 at -15.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, AQGIX closed higher 52% of trading days. The best single day was Dec 23, 2021 with a return of +12.4%, while the worst single day was Mar 16, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.21% | 0.24% | -5.84% | 10.44% | 5.46% | -0.58% | 1.25% | 13.10% | |||||
| 2025 | 5.23% | 1.99% | -2.75% | -0.91% | 6.99% | 4.13% | 1.49% | 3.50% | 5.11% | 0.75% | 0.89% | 1.80% | 31.64% |
| 2024 | 1.68% | 5.46% | 5.57% | -2.87% | 5.81% | 0.36% | -0.00% | 2.24% | 2.02% | -1.12% | 5.48% | -1.93% | 24.56% |
| 2023 | 8.98% | -2.67% | -0.11% | 1.37% | -2.60% | 9.16% | 4.46% | -2.75% | -2.20% | -3.64% | 7.77% | 4.31% | 22.92% |
| 2022 | -3.49% | -3.10% | 2.56% | -5.72% | 2.76% | -10.74% | 6.98% | -3.15% | -9.76% | 9.01% | 6.61% | -4.73% | -14.14% |
| 2021 | -0.42% | 2.64% | 5.24% | 2.54% | 1.81% | -0.00% | 0.94% | 1.58% | -4.65% | 4.50% | -2.29% | 5.56% | 18.32% |
Benchmark Metrics
AQR Global Equity Fund has an annualized alpha of -0.20%, beta of 0.94, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 04, 2010.
- With beta of 0.94 and R2 of 0.84, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.20%
- Beta
- 0.94
- R²
- 0.84
- Upside Capture
- 96.71%
- Downside Capture
- 101.70%
Expense Ratio
AQGIX has an expense ratio of 0.80%, placing it in the medium range.
Return for Risk
Risk / Return Rank
AQGIX ranks 78 for risk / return — above 78% of mutual funds peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for AQR Global Equity Fund (AQGIX) 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.
| AQGIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.00 | +0.70 |
| Martin ratioReturn relative to average drawdown | 11.43 | 8.49 | +2.94 |
Dividends
Dividend History
AQR Global Equity Fund provided a 11.65% dividend yield over the last twelve months, with an annual payout of $1.61 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.61 | $1.61 | $1.43 | $0.57 | $0.36 | $1.22 | $0.11 | $0.12 | $0.34 | $0.45 | $0.77 | $0.01 |
Dividend yield | 11.65% | 13.18% | 13.59% | 5.97% | 4.39% | 12.17% | 1.16% | 1.41% | 4.72% | 5.05% | 10.34% | 0.09% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.61 | $1.61 |
| 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 |
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 35.47%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current AQR Global Equity Fund drawdown is 0.72%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-35.47%Mar 2020 | 1mo 9d | 7mo 28d | 9mo 7dFeb 2020 - Nov 2020 | COVID crash2020 |
-29.62%Sep 2022 | 9mo 7d | 1y 4mo | 2y 1moDec 2021 - Feb 2024 | Bear market2022 |
-25.86%Oct 2011 | 5mo 3d | 1y 2mo | 1y 7moMay 2011 - Dec 2012 | — |
-22.62%Dec 2018 | 10mo 26d | 1y 1mo | 2y 14dJan 2018 - Feb 2020 | Rate-hike selloffLate 2018 |
-22.16%Feb 2016 | 9mo 18d | 1y 3d | 1y 9moApr 2015 - Feb 2017 | — |
Drawdown Indicators
| AQGIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.47% | -56.78% | +21.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.88% | -9.10% | -0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -18.90% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -25.43% | -4.19% |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | -33.92% | -1.55% |
Current DrawdownCurrent decline from peak | -0.72% | -1.58% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -10.70% | +4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.14% | +0.20% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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