- ISIN
- US00203H5375
- CUSIP
- 00203H537
- Issuer
- AQR
- 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
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Performance
QICLX Performance Chart
AQR International Multi-Style Fund (QICLX) is up 13.1% since the beginning of the year. QICLX is currently trading at $19 per share. Investors who bought $1,000 worth of QICLX shares 5 years ago would now be looking at an investment worth $1,771.
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Returns By Period
AQR International Multi-Style Fund (QICLX) has returned 13.11% so far this year and 28.00% over the past 12 months. Over the last ten years, QICLX has returned 10.77% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
AQR International Multi-Style Fund
- 1D
- 2.58%
- 1M
- 3.19%
- 6M
- 6.60%
- YTD
- 13.11%
- 1Y
- 28.00%
- 3Y*
- 20.86%
- 5Y*
- 12.11%
- 10Y*
- 10.77%
- ALL TIME*
- 7.46%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
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 +0.69%. At this rate, an investment would double in approximately 8.4 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% | -7.57% | 5.19% | 1.48% | -0.16% | 3.19% | 13.11% | |||||
| 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 -1.30%, beta of 0.78, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since January 02, 2014.
- This fund participated in 85.04% of S&P 500 Index downside but only 70.88% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.30%
- Beta
- 0.78
- R²
- 0.68
- Upside Capture
- 70.88%
- Downside Capture
- 85.04%
Expense Ratio
QICLX has an expense ratio of 0.56%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QICLX ranks 69 for risk / return — above 69% of mutual funds peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for AQR International Multi-Style Fund (QICLX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QICLX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 2.00 | +0.45 |
| Martin ratioReturn relative to average drawdown | 9.00 | 8.49 | +0.51 |
Dividends
Dividend History
AQR International Multi-Style Fund provided a 7.55% 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 | 7.55% | 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 | $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.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-36.19%Mar 2020 | 2y 1mo | 9mo 1d | 2y 10moJan 2018 - Dec 2020 | COVID crash2020 |
-28.88%Sep 2022 | 1y 3mo | 1y 2mo | 2y 6moJun 2021 - Dec 2023 | Bear market2022 |
-24.28%Feb 2016 | 1y 7mo | 1y 5mo | 3y 8dJul 2014 - Jul 2017 | — |
-13.84%Apr 2025 | 19d | 20d | 1mo 9dMar 2025 - Apr 2025 | 2025 selloff2025 |
-11.11%Mar 2026 | 22d | 4mo 12d | 5mo 4dFeb 2026 - Jul 2026 | — |
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 | -28.09% | -25.43% | -2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -33.92% | -2.27% |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -7.60% | -10.70% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.14% | +0.88% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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