- ISIN
- US00203H3966
- CUSIP
- 00203H396
- Issuer
- AQR Funds
- Inception Date
- Jan 8, 2014
- Category
- Global Equities
- Min. Investment
- $100,000
- 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
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
AQGRX Performance Chart
AQR Global Equity Fund Class R6 (AQGRX) is up 12.9% since the beginning of the year. AQGRX is currently trading at $14 per share. Investors who bought $1,000 worth of AQGRX shares 5 years ago would now be looking at an investment worth $2,116.
Loading charts...
Returns By Period
AQR Global Equity Fund Class R6 (AQGRX) has returned 12.90% so far this year and 33.83% over the past 12 months. Over the last ten years, AQGRX has had an annualized return of 13.78%, just under the S&P 500 Index benchmark’s 13.88%.
AQR Global Equity Fund Class R6
- 1D
- 1.02%
- 1M
- 2.43%
- YTD
- 12.90%
- 6M
- 12.44%
- 1Y
- 33.83%
- 3Y*
- 26.21%
- 5Y*
- 16.17%
- 10Y*
- 13.78%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
AQGRX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2015, AQGRX's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.
Historically, 65% of months were positive and 35% 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 4 months.
On a daily basis, AQGRX closed higher 51% 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 -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.19% | 0.24% | -5.86% | 10.51% | 5.40% | 0.51% | 12.90% | ||||||
| 2025 | 5.29% | 1.97% | -2.73% | -0.90% | 7.03% | 4.09% | 1.47% | 3.55% | 5.14% | 0.74% | 0.88% | 1.86% | 31.87% |
| 2024 | 1.66% | 5.42% | 5.63% | -2.85% | 5.77% | 0.36% | 0.09% | 2.22% | 2.00% | -1.11% | 5.52% | -1.99% | 24.60% |
| 2023 | 8.93% | -2.55% | -0.11% | 1.37% | -2.58% | 9.22% | 4.32% | -2.63% | -2.18% | -3.72% | 7.83% | 4.38% | 23.14% |
| 2022 | -3.47% | -3.18% | 2.65% | -5.79% | 2.74% | -10.67% | 7.05% | -3.24% | -9.69% | 8.94% | 6.57% | -4.68% | -14.13% |
| 2021 | -0.42% | 2.73% | 5.20% | 2.52% | 1.80% | -0.00% | 0.93% | 1.57% | -4.62% | 4.56% | -2.27% | 5.54% | 18.43% |
Benchmark Metrics
AQR Global Equity Fund Class R6 has an annualized alpha of 1.03%, beta of 0.89, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since January 02, 2015.
- This fund participated in 91.78% of S&P 500 Index downside but only 91.34% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.89 and R2 of 0.81, 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
- 1.03%
- Beta
- 0.89
- R²
- 0.81
- Upside Capture
- 91.34%
- Downside Capture
- 91.78%
Expense Ratio
AQGRX has an expense ratio of 0.72%, placing it in the medium range.
Return for Risk
Risk / Return Rank
AQGRX ranks 76 for risk / return — better than 76% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AQR Global Equity Fund Class R6 (AQGRX) 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.
| AQGRX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 2.78 | +0.60 |
| Martin ratioReturn relative to average drawdown | 14.85 | 12.44 | +2.41 |
Dividends
Dividend History
AQR Global Equity Fund Class R6 provided a 11.62% dividend yield over the last twelve months, with an annual payout of $1.62 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 | $1.62 | $1.62 | $1.44 | $0.58 | $0.37 | $1.23 | $0.13 | $0.21 | $0.36 | $0.45 | $0.79 | $0.01 |
Dividend yield | 11.62% | 13.12% | 13.59% | 6.03% | 4.51% | 12.19% | 1.34% | 2.41% | 4.88% | 5.03% | 10.54% | 0.09% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR Global Equity Fund Class R6. 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 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.62 | $1.62 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.44 | $1.44 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.58 | $0.58 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.37 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.23 | $1.23 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the AQR Global Equity Fund Class R6. 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 R6 was 34.25%, occurring on Mar 20, 2020. Recovery took 167 trading sessions.
The current AQR Global Equity Fund Class R6 drawdown is 0.93%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.25%Mar 2020 | 1mo 6d | 8mo 1d | 9mo 7dFeb 2020 - Nov 2020 |
Bear market2022 | -29.59%Sep 2022 | 9mo 7d | 1y 4mo | 2y 1moDec 2021 - Feb 2024 |
Rate-hike selloffLate 2018 | -22.53%Dec 2018 | 10mo 26d | 1y 26d | 1y 11moJan 2018 - Jan 2020 |
2016 bear market2016 | -21.95%Feb 2016 | 8mo 27d | 1y 3d | 1y 9moMay 2015 - Feb 2017 |
2025 selloff2025 | -18.51%Apr 2025 | 1mo 18d | 1mo 8d | 2mo 26dFeb 2025 - May 2025 |
Drawdown Indicators
| AQGRX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.25% | -56.78% | +22.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.79% | -9.10% | -0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -18.51% | -18.90% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -29.59% | -25.43% | -4.16% |
Max Drawdown (10Y)Largest decline over 10 years | -34.25% | -33.92% | -0.33% |
Current DrawdownCurrent decline from peak | -0.93% | -1.80% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -10.71% | +3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.03% | +0.19% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with AQGRX
Add AQR Global Equity Fund Class R6 to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with AQGRX