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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AQR International Multi-Style Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
AQR International Multi-Style Fund (QICLX) has returned -0.47% so far this year and 27.25% over the past 12 months. Over the last ten years, QICLX has returned 9.38% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
AQR International Multi-Style Fund
- 1D
- 0.18%
- 1M
- -10.55%
- YTD
- -0.47%
- 6M
- 5.16%
- 1Y
- 27.25%
- 3Y*
- 17.94%
- 5Y*
- 10.55%
- 10Y*
- 9.38%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2014, QICLX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, your investment would double in approximately 9.3 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +12.8%, while the worst month was Mar 2020 at -15.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, QICLX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Mar 12, 2020 at -11.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.11% | 4.86% | -10.55% | -0.47% | |||||||||
| 2025 | 5.07% | 4.97% | 1.27% | 5.30% | 4.97% | 3.03% | -0.61% | 4.01% | 2.79% | -0.06% | 2.14% | 3.51% | 42.80% |
| 2024 | -0.15% | 3.03% | 4.74% | -2.44% | 5.38% | -2.87% | 1.87% | 2.40% | 0.00% | -4.14% | 0.94% | -3.44% | 4.86% |
| 2023 | 9.14% | -2.38% | 1.93% | 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% |
Benchmark Metrics
AQR International Multi-Style Fund has an annualized alpha of -1.39%, beta of 0.78, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since January 03, 2014.
- This fund participated in 88.04% of S&P 500 Index downside but only 72.63% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -1.39%
- Beta
- 0.78
- R²
- 0.68
- Upside Capture
- 72.63%
- Downside Capture
- 88.04%
Expense Ratio
QICLX has an expense ratio of 0.56%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QICLX ranks 81 for risk / return — in the top 81% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AQR International Multi-Style Fund (QICLX) and compare them to a chosen benchmark (S&P 500 Index).
| QICLX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.90 | +0.60 |
Sortino ratioReturn per unit of downside risk | 2.01 | 1.39 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.40 | +0.73 |
Martin ratioReturn relative to average drawdown | 8.51 | 6.61 | +1.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore QICLX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
AQR International Multi-Style Fund provided a 8.58% dividend yield over the last twelve months, with an annual payout of $1.44 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 | $1.44 | $1.44 | $0.73 | $0.42 | $0.36 | $0.39 | $0.22 | $0.34 | $0.38 | $0.29 | $0.26 | $0.15 |
Dividend yield | 8.58% | 8.54% | 5.68% | 3.25% | 3.22% | 2.97% | 1.79% | 2.93% | 3.79% | 2.42% | 2.64% | 1.41% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $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 | $1.44 | $1.44 |
| 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 |
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 36.19%, occurring on Mar 20, 2020. Recovery took 188 trading sessions.
The current AQR International Multi-Style Fund drawdown is 10.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.19% | Jan 29, 2018 | 540 | Mar 20, 2020 | 188 | Dec 16, 2020 | 728 |
| -28.88% | Jun 8, 2021 | 329 | Sep 26, 2022 | 313 | Dec 22, 2023 | 642 |
| -24.28% | Jul 7, 2014 | 405 | Feb 11, 2016 | 358 | Jul 14, 2017 | 763 |
| -13.84% | Mar 20, 2025 | 14 | Apr 8, 2025 | 13 | Apr 28, 2025 | 27 |
| -11.11% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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