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AQR International Equity Fund (AQIIX)

Mutual Fund · Currency in USD · Last updated Mar 21, 2023

The fund seeks to outperform, after expenses, the MSCI EAFE Index while seeking to control its tracking error relative to this benchmark. It will invest at least 80% of its net assets 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, including smaller capitalization companies.

Share Price Chart

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The chart shows the growth of $10,000 invested in AQR International Equity Fund in Aug 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,775 for a total return of roughly 67.75%. All prices are adjusted for splits and dividends.

-5.00%0.00%5.00%10.00%Sep 25Oct 02Oct 09Oct 16Oct 23Oct 30Nov 06Nov 13Nov 20Nov 27Dec 04Dec 11Dec 18Dec 252023Jan 08Jan 15Jan 22Jan 29
AQIIX (AQR International Equity Fund)
Benchmark (^GSPC)

S&P 500

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AQR International Equity Fund


AQR International Equity Fund had a return of 1.33% year-to-date (YTD) and -8.94% in the last 12 months. Over the past 10 years, AQR International Equity Fund had an annualized return of 3.10%, while the S&P 500 had an annualized return of 10.39%, indicating that AQR International Equity Fund did not perform as well as the benchmark.

1 month1.33%4.64%
6 months2.21%-2.72%
1 year-8.94%-9.34%
5 years (annualized)-2.19%7.33%
10 years (annualized)3.10%10.39%

Monthly Returns Heatmap


Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current AQR International Equity Fund Sharpe ratio is -0.40. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

-1.40-1.20-1.00-0.80-0.60-0.40-0.20Sep 25Oct 02Oct 09Oct 16Oct 23Oct 30Nov 06Nov 13Nov 20Nov 27Dec 04Dec 11Dec 18Dec 252023Jan 08Jan 15Jan 22Jan 29
AQIIX (AQR International Equity Fund)
Benchmark (^GSPC)

Dividend History

AQR International Equity Fund granted a 10.93% dividend yield in the last twelve months. The annual payout for that period amounted to $0.89 per share.


Dividend yield


Monthly Dividends

The table displays the monthly dividend distributions for AQR International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


Drawdowns Chart

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

-30.00%-25.00%-20.00%-15.00%Sep 25Oct 02Oct 09Oct 16Oct 23Oct 30Nov 06Nov 13Nov 20Nov 27Dec 04Dec 11Dec 18Dec 252023Jan 08Jan 15Jan 22Jan 29
AQIIX (AQR International Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the AQR International Equity Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the AQR International Equity Fund is 42.27%, recorded on Mar 23, 2020. It took 227 trading sessions for the portfolio to recover.



To Bottom


To Recover



-42.27%Jan 29, 2018541Mar 23, 2020227Feb 16, 2021768
-30.7%Jun 8, 2021333Sep 30, 2022
-29.89%May 3, 2011107Oct 3, 2011379Apr 10, 2013486
-20.49%Apr 16, 201036Jun 7, 201085Oct 6, 2010121
-19.46%Jul 7, 2014405Feb 11, 2016259Feb 22, 2017664
-13.22%Jan 15, 201016Feb 8, 201045Apr 14, 201061
-12.61%Feb 22, 201117Mar 16, 201128Apr 26, 201145
-10.44%Nov 5, 201017Nov 30, 201030Jan 12, 201147
-10.03%May 22, 201323Jun 24, 201355Sep 11, 201378
-7.23%Oct 20, 20099Oct 30, 200911Nov 16, 200920

Volatility Chart

Current AQR International Equity Fund volatility is 3.32%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.

0.00%10.00%20.00%30.00%40.00%Sep 25Oct 02Oct 09Oct 16Oct 23Oct 30Nov 06Nov 13Nov 20Nov 27Dec 04Dec 11Dec 18Dec 252023Jan 08Jan 15Jan 22Jan 29
AQIIX (AQR International Equity Fund)
Benchmark (^GSPC)