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AQR Global Equity Fund (AQGIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS00203H8759
CUSIP00203H875
IssuerAQR Funds
Inception DateDec 30, 2009
CategoryGlobal Equities
Min. Investment$5,000,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The AQR Global Equity Fund has a high expense ratio of 0.80%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.80%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with AQGIX

AQR Global Equity Fund

Popular comparisons: AQGIX vs. SPY

Performance

Performance Chart

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


200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
248.75%
363.76%
AQGIX (AQR Global Equity Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

AQR Global Equity Fund had a return of 13.19% year-to-date (YTD) and 33.79% in the last 12 months. Over the past 10 years, AQR Global Equity Fund had an annualized return of 8.00%, while the S&P 500 had an annualized return of 10.89%, indicating that AQR Global Equity Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date13.19%10.16%
1 month5.98%3.47%
6 months21.98%22.20%
1 year33.79%30.45%
5 years (annualized)10.81%13.16%
10 years (annualized)8.00%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.68%5.46%
2023-2.75%-2.20%-3.64%7.77%4.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for AQR Global Equity Fund (AQGIX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AQGIX
AQR Global Equity Fund
2.39
^GSPC
S&P 500
2.79

Sharpe Ratio

The current AQR Global Equity Fund Sharpe ratio is 2.39. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.39
2.79
AQGIX (AQR Global Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

AQR Global Equity Fund granted a 5.28% dividend yield in the last twelve months. The annual payout for that period amounted to $0.57 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.57$0.57$0.36$1.22$0.11$0.12$0.34$0.45$0.77$0.12$1.00$5.71

Dividend yield

5.28%5.98%4.39%12.17%1.16%1.41%4.72%5.05%10.34%1.50%12.45%65.50%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$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$0.57
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
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
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
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
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
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
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
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.01
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00
2013$5.71

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.18%
0
AQGIX (AQR Global Equity Fund)
Benchmark (^GSPC)

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 0.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.47%Feb 13, 202027Mar 23, 2020166Nov 16, 2020193
-25.86%May 3, 2011107Oct 3, 2011305Dec 20, 2012412
-23.3%Jan 13, 2022180Sep 30, 2022199Jul 19, 2023379
-22.63%Jan 29, 2018228Dec 21, 2018286Feb 12, 2020514
-21.12%May 22, 2015183Feb 11, 2016240Jan 25, 2017423

Volatility

Volatility Chart

The current AQR Global Equity Fund volatility is 2.54%, 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%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
2.54%
2.80%
AQGIX (AQR Global Equity Fund)
Benchmark (^GSPC)