AQR International Multi-Style Fund (QICLX)
The fund pursues its investment objective by investing, under normal market conditions, at least 80% of its net assets (including borrowings for investment purposes) in equity or equity-related securities (including, but not limited to, exchange-traded funds, equity index futures, equity index swaps, depositary receipts and real estate investment trusts or securities with similar characteristics) of non-U.S. companies.
Fund Info
US00203H5375
00203H537
Mar 25, 2013
$5,000,000
Large-Cap
Value
Expense Ratio
QICLX has an expense ratio of 0.56%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
AQR International Multi-Style Fund (QICLX) returned 23.46% year-to-date (YTD) and 14.23% over the past 12 months. Over the past 10 years, QICLX returned 6.13% annually, underperforming the S&P 500 benchmark at 10.85%.
QICLX
23.46%
5.46%
16.51%
14.23%
12.85%
13.22%
6.13%
^GSPC (Benchmark)
0.51%
5.49%
-2.00%
12.02%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of QICLX, 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 | 5.07% | 4.97% | 1.27% | 5.30% | 4.97% | 23.46% | |||||||
| 2024 | -0.15% | 3.03% | 4.74% | -2.44% | 5.38% | -2.87% | 1.87% | 2.40% | 0.00% | -4.14% | 0.94% | -5.63% | 2.49% |
| 2023 | 9.14% | -2.38% | 1.94% | 2.72% | -5.86% | 5.38% | 3.64% | -3.52% | -2.11% | -2.32% | 7.87% | 4.72% | 19.55% |
| 2022 | -2.06% | -2.49% | 0.56% | -6.19% | 2.54% | -9.81% | 4.02% | -5.18% | -9.82% | 6.78% | 12.61% | -1.49% | -12.22% |
| 2021 | -0.83% | 3.51% | 3.56% | 2.89% | 4.86% | -1.95% | 0.15% | 0.88% | -4.16% | 2.74% | -4.30% | 4.85% | 12.24% |
| 2020 | -2.42% | -7.97% | -15.69% | 6.51% | 5.36% | 3.05% | 1.78% | 5.53% | -1.75% | -3.84% | 12.84% | 5.77% | 6.05% |
| 2019 | 8.29% | 1.68% | 1.56% | 0.99% | -4.30% | 5.99% | -2.65% | -3.08% | 3.46% | 3.53% | 1.14% | 2.85% | 20.42% |
| 2018 | 5.07% | -5.06% | -1.00% | 1.68% | -0.99% | -2.26% | 2.65% | -2.66% | 0.60% | -8.42% | -0.37% | -4.34% | -14.75% |
| 2017 | 4.05% | 0.39% | 3.30% | 2.63% | 2.93% | 0.53% | 2.92% | 0.69% | 1.96% | 1.51% | -0.08% | 1.77% | 24.96% |
| 2016 | -6.45% | -4.76% | 6.49% | 1.30% | -0.39% | -5.25% | 3.97% | 1.41% | 1.39% | -2.15% | -1.20% | 2.45% | -3.96% |
| 2015 | -0.19% | 5.25% | -1.34% | 3.43% | 0.26% | -1.57% | 1.15% | -7.17% | -3.77% | 7.05% | -0.46% | -1.66% | 0.18% |
| 2014 | -4.77% | 4.74% | -0.94% | 0.17% | 2.24% | 1.93% | -1.98% | 0.08% | -3.53% | -1.05% | -0.26% | -4.01% | -7.52% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of QICLX is 69, 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 International Multi-Style Fund (QICLX) 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 International Multi-Style Fund provided a 4.60% dividend yield over the last twelve months, with an annual payout of $0.73 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.73 | $0.73 | $0.42 | $0.36 | $0.39 | $0.22 | $0.34 | $0.38 | $0.29 | $0.26 | $0.15 | $0.27 |
Dividend yield | 4.60% | 5.68% | 3.25% | 3.23% | 2.97% | 1.79% | 2.93% | 3.79% | 2.43% | 2.64% | 1.41% | 2.52% |
Monthly Dividends
The table displays the monthly dividend distributions for AQR International Multi-Style 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 | $0.73 | $0.73 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.36 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2014 | $0.27 | $0.27 |
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 International Multi-Style 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 International Multi-Style Fund was 37.18%, occurring on Mar 23, 2020. Recovery took 187 trading sessions.
The current AQR International Multi-Style Fund drawdown is 0.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.18% | Jan 29, 2018 | 541 | Mar 23, 2020 | 187 | Dec 16, 2020 | 728 |
| -28.88% | Jun 8, 2021 | 329 | Sep 26, 2022 | 312 | Dec 21, 2023 | 641 |
| -24.83% | Jul 7, 2014 | 405 | Feb 11, 2016 | 366 | Jul 26, 2017 | 771 |
| -13.84% | Mar 20, 2025 | 14 | Apr 8, 2025 | 13 | Apr 28, 2025 | 27 |
| -10.39% | Sep 27, 2024 | 73 | Jan 13, 2025 | 24 | Feb 18, 2025 | 97 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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