- ISIN
- US00203H2067
- CUSIP
- 00203H206
- Issuer
- AQR
- Inception Date
- Dec 31, 2009
- Category
- Global Equities
- Min. Investment
- $2,500
- Index Tracked
- MSCI World Net Total Return USD Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
AQGNX Performance Chart
AQR Global Equity Fund Class N (AQGNX) is up 12.9% since the beginning of the year. AQGNX is currently trading at $14 per share. Investors who bought $1,000 worth of AQGNX shares 5 years ago would now be looking at an investment worth $2,017.
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Returns By Period
AQR Global Equity Fund Class N (AQGNX) has returned 12.93% so far this year and 28.59% over the past 12 months. Over the last ten years, AQGNX has had an annualized return of 12.88%, just under the S&P 500 Index benchmark’s 13.26%.
AQR Global Equity Fund Class N
- 1D
- 2.50%
- 1M
- 1.73%
- 6M
- 10.53%
- YTD
- 12.93%
- 1Y
- 28.59%
- 3Y*
- 23.81%
- 5Y*
- 15.06%
- 10Y*
- 12.88%
- ALL TIME*
- 10.14%
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%
AQGNX Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2010, AQGNX's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +11.8%, while the worst month was Mar 2020 at -15.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, AQGNX closed higher 51% of trading days. The best single day was Dec 23, 2021 with a return of +12.3%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.17% | 0.24% | -5.86% | 10.38% | 5.49% | -0.59% | 1.20% | 12.93% | |||||
| 2025 | 5.22% | 2.02% | -2.79% | -0.93% | 7.01% | 4.02% | 1.51% | 3.47% | 5.12% | 0.68% | 0.91% | 1.77% | 31.37% |
| 2024 | 1.70% | 5.33% | 5.56% | -2.91% | 5.81% | 0.37% | 0.00% | 2.19% | 1.96% | -1.14% | 5.49% | -2.00% | 24.14% |
| 2023 | 8.99% | -2.71% | -0.12% | 1.40% | -2.52% | 9.06% | 4.31% | -2.69% | -2.23% | -3.70% | 7.79% | 4.36% | 22.74% |
| 2022 | -3.54% | -3.14% | 2.59% | -5.80% | 2.80% | -10.77% | 6.95% | -3.19% | -9.78% | 8.88% | 6.59% | -4.73% | -14.45% |
| 2021 | -0.42% | 2.67% | 5.19% | 2.47% | 1.83% | -0.00% | 0.85% | 1.59% | -4.71% | 4.55% | -2.32% | 5.49% | 18.04% |
Benchmark Metrics
AQR Global Equity Fund Class N has an annualized alpha of -0.94%, beta of 0.94, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since January 04, 2010.
- This fund participated in 105.29% of S&P 500 Index downside but only 96.12% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.94 and R2 of 0.83, 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
- -0.94%
- Beta
- 0.94
- R²
- 0.83
- Upside Capture
- 96.12%
- Downside Capture
- 105.29%
Expense Ratio
AQGNX has a high expense ratio of 1.07%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
AQGNX ranks 77 for risk / return — above 77% 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 Class N (AQGNX) 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.
| AQGNX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.00 | +0.66 |
| Martin ratioReturn relative to average drawdown | 11.20 | 8.49 | +2.71 |
Dividends
Dividend History
AQR Global Equity Fund Class N provided a 11.75% dividend yield over the last twelve months, with an annual payout of $1.59 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.59 | $1.59 | $1.37 | $0.55 | $0.35 | $1.20 | $0.10 | $0.11 | $0.34 | $0.42 | $0.76 |
Dividend yield | 11.75% | 13.27% | 13.26% | 5.82% | 4.30% | 12.07% | 1.08% | 1.26% | 4.74% | 4.75% | 10.16% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR Global Equity Fund Class N. 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 | $1.59 | $1.59 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.37 | $1.37 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.55 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.35 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.20 | $1.20 |
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 Class N. 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 Class N was 35.76%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current AQR Global Equity Fund Class N drawdown is 0.73%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-35.76%Mar 2020 | 2y 1mo | 7mo 28d | 2y 9moJan 2018 - Nov 2020 | COVID crash2020 |
-29.72%Sep 2022 | 9mo 7d | 1y 4mo | 2y 1moDec 2021 - Feb 2024 | Bear market2022 |
-25.96%Oct 2011 | 5mo 3d | 1y 3mo | 1y 8moMay 2011 - Jan 2013 | — |
-25.42%Feb 2016 | 1y 7mo | 1y 3mo | 2y 10moJul 2014 - May 2017 | — |
-18.51%Apr 2025 | 1mo 18d | 1mo 8d | 2mo 26dFeb 2025 - May 2025 | 2025 selloff2025 |
Drawdown Indicators
| AQGNX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.76% | -56.78% | +21.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -9.10% | -0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -18.51% | -18.90% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -29.72% | -25.43% | -4.29% |
Max Drawdown (10Y)Largest decline over 10 years | -35.76% | -33.92% | -1.84% |
Current DrawdownCurrent decline from peak | -0.73% | -1.58% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -10.70% | +3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.14% | +0.21% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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