AQR Diversifying Strategies Fund (QDSIX)
The fund invests in affiliated mutual funds managed by the Adviser to gain exposure across global markets and various asset classes like equities, fixed-income, commodities, and currencies through long and short positions in a range of securities and derivatives.
Fund Info
Jun 7, 2020
$5,000,000
Large-Cap
Value
Expense Ratio
QDSIX has an expense ratio of 0.20%, which is considered low.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
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Returns By Period
AQR Diversifying Strategies Fund (QDSIX) returned 6.90% year-to-date (YTD) and 6.80% over the past 12 months.
QDSIX
6.90%
1.78%
8.68%
6.80%
9.73%
N/A
N/A
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of QDSIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.52% | 3.33% | 0.77% | -1.37% | 1.54% | 6.90% | |||||||
| 2024 | 3.12% | 2.68% | 5.05% | 0.64% | 1.03% | -0.63% | -1.43% | -0.64% | 0.57% | -1.61% | 2.70% | 1.25% | 13.26% |
| 2023 | 1.22% | 2.58% | -3.69% | 0.96% | -1.64% | 3.95% | 0.68% | 1.93% | 3.46% | -1.03% | 0.72% | -0.51% | 8.69% |
| 2022 | 4.25% | 0.98% | 1.40% | 3.81% | 3.00% | -3.16% | -1.34% | 0.85% | -0.17% | 4.04% | 0.24% | 0.01% | 14.52% |
| 2021 | 1.83% | 1.80% | 3.26% | 1.08% | 1.69% | -0.96% | 0.27% | -0.44% | 0.18% | -0.62% | -1.34% | 2.15% | 9.15% |
| 2020 | 0.50% | 1.19% | 0.69% | -0.20% | -1.57% | 1.49% | 3.54% | 5.71% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of QDSIX is 73, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for AQR Diversifying Strategies Fund (QDSIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
AQR Diversifying Strategies Fund provided a 3.00% dividend yield over the last twelve months, with an annual payout of $0.40 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|
| Dividend | $0.40 | $0.40 | $1.27 | $0.94 | $0.66 | $0.20 |
Dividend yield | 3.00% | 3.21% | 11.35% | 8.21% | 6.06% | 1.93% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR Diversifying Strategies 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 | $0.40 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.27 | $1.27 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.94 | $0.94 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 | $0.66 |
| 2020 | $0.20 | $0.20 |
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 Diversifying Strategies 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 Diversifying Strategies Fund was 7.06%, occurring on Aug 4, 2022. Recovery took 63 trading sessions.
The current AQR Diversifying Strategies Fund drawdown is 0.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.06% | Jun 8, 2022 | 40 | Aug 4, 2022 | 63 | Nov 2, 2022 | 103 |
| -6.9% | May 29, 2024 | 47 | Aug 5, 2024 | 108 | Jan 8, 2025 | 155 |
| -5.74% | Mar 3, 2023 | 11 | Mar 17, 2023 | 99 | Aug 9, 2023 | 110 |
| -5.53% | Apr 2, 2025 | 4 | Apr 7, 2025 | — | — | — |
| -3.82% | May 18, 2021 | 135 | Nov 26, 2021 | 22 | Dec 29, 2021 | 157 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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