AQR International Equity Fund (AQIIX)
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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Performance
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.
Compare to other instruments
Return
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 1.33% | 4.64% |
| Year-To-Date | 1.33% | 4.64% |
| 6 months | 2.21% | -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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 3.61% | -4.16% | -10.67% | 7.48% | 12.45% | -2.53% |
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.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.89 | $0.74 | $0.55 | $0.31 | $0.30 | $0.25 | $1.06 | $0.44 | $0.32 | $0.88 | $0.93 | $0.32 |
Dividend yield | 10.93% | 9.21% | 5.88% | 3.56% | 3.54% | 3.58% | 12.40% | 6.46% | 4.79% | 13.62% | 13.25% | 5.54% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.06 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.88 |
| 2013 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.93 |
| 2012 | $0.32 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.27% | Jan 29, 2018 | 541 | Mar 23, 2020 | 227 | Feb 16, 2021 | 768 |
| -30.7% | Jun 8, 2021 | 333 | Sep 30, 2022 | — | — | — |
| -29.89% | May 3, 2011 | 107 | Oct 3, 2011 | 379 | Apr 10, 2013 | 486 |
| -20.49% | Apr 16, 2010 | 36 | Jun 7, 2010 | 85 | Oct 6, 2010 | 121 |
| -19.46% | Jul 7, 2014 | 405 | Feb 11, 2016 | 259 | Feb 22, 2017 | 664 |
| -13.22% | Jan 15, 2010 | 16 | Feb 8, 2010 | 45 | Apr 14, 2010 | 61 |
| -12.61% | Feb 22, 2011 | 17 | Mar 16, 2011 | 28 | Apr 26, 2011 | 45 |
| -10.44% | Nov 5, 2010 | 17 | Nov 30, 2010 | 30 | Jan 12, 2011 | 47 |
| -10.03% | May 22, 2013 | 23 | Jun 24, 2013 | 55 | Sep 11, 2013 | 78 |
| -7.23% | Oct 20, 2009 | 9 | Oct 30, 2009 | 11 | Nov 16, 2009 | 20 |
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.