- ISIN
- US00203H5375
- CUSIP
- 00203H537
- Issuer
- AQR Funds
- Inception Date
- Mar 25, 2013
- Category
- Foreign Large Cap Equities
- Min. Investment
- $5,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
QICLX Performance Chart
AQR International Multi-Style Fund (QICLX) is up 9.5% since the beginning of the year. QICLX is currently trading at $18 per share. Investors who bought $1,000 worth of QICLX shares 5 years ago would now be looking at an investment worth $1,671.
Loading charts...
Returns By Period
AQR International Multi-Style Fund (QICLX) has returned 9.49% so far this year and 26.25% over the past 12 months. Over the last ten years, QICLX has returned 10.15% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
AQR International Multi-Style Fund
- 1D
- -0.27%
- 1M
- 2.84%
- YTD
- 9.49%
- 6M
- 13.02%
- 1Y
- 26.25%
- 3Y*
- 21.99%
- 5Y*
- 10.82%
- 10Y*
- 10.15%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.68%
- YTD
- 11.16%
- 6M
- 11.10%
- 1Y
- 27.46%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
QICLX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2014, QICLX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 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 51% 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% | -7.57% | 5.19% | 1.48% | -0.27% | 9.49% | ||||||
| 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 -1.76%, 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 87.61% of S&P 500 Index downside but only 70.76% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.76%
- Beta
- 0.78
- R²
- 0.68
- Upside Capture
- 70.76%
- Downside Capture
- 87.61%
Expense Ratio
QICLX has an expense ratio of 0.56%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QICLX ranks 38 for risk / return — below 38% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for AQR International Multi-Style Fund (QICLX) and compare them to S&P 500 Index.
| QICLX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 2.39 | -0.62 |
Sortino ratioReturn per unit of downside risk | 2.46 | 3.25 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.43 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 3.11 | -0.70 |
Martin ratioReturn relative to average drawdown | 9.09 | 14.38 | -5.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
AQR International Multi-Style Fund provided a 7.80% 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 | 7.80% | 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 | $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.
Loading charts...
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 1.86%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.19%Mar 2020 | 2y 1mo | 9mo 1d | 2y 10moJan 2018 - Dec 2020 |
Bear market2022 | -28.88%Sep 2022 | 1y 3mo | 1y 2mo | 2y 6moJun 2021 - Dec 2023 |
2016 bear market2016 | -24.28%Feb 2016 | 1y 7mo | 1y 5mo | 3y 8dJul 2014 - Jul 2017 |
2025 selloff2025 | -13.84%Apr 2025 | 19d | 20d | 1mo 9dMar 2025 - Apr 2025 |
2026 correction2026 | -11.11%Mar 2026 | 22d | — | 3mo 8dFeb 2026 - now |
Drawdown Indicators
| QICLX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.19% | -56.78% | +20.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.11% | -9.10% | -2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -13.84% | -18.90% | +5.06% |
Max Drawdown (5Y)Largest decline over 5 years | -28.88% | -25.43% | -3.45% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -33.92% | -2.27% |
Current DrawdownCurrent decline from peak | -1.86% | 0.00% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -10.72% | +3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 1.97% | +0.97% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with QICLX
Add AQR International Multi-Style Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with QICLX