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ADANX vs. SYMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ADANX vs. SYMIX

Last updated Apr 2, 2026

Compare and contrast key facts about AQR Diversified Arbitrage Fund Class N (ADANX) and AlphaCentric Symmetry Strategy Fund Class I (SYMIX).

ADANX is an actively managed fund by AQR Funds. It was launched on Jan 15, 2009. SYMIX is managed by AlphaCentric Funds. It was launched on Aug 8, 2019.

Performance

ADANX vs. SYMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Diversified Arbitrage Fund Class N (ADANX) and AlphaCentric Symmetry Strategy Fund Class I (SYMIX). The values are adjusted to include any dividend payments, if applicable.

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ADANX vs. SYMIX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
ADANX
AQR Diversified Arbitrage Fund Class N		0.86%7.75%2.92%4.23%-3.54%5.99%24.85%2.59%
SYMIX
AlphaCentric Symmetry Strategy Fund Class I		3.62%12.36%7.61%0.93%6.09%14.07%-2.60%0.06%

Returns By Period

In the year-to-date period, ADANX achieves a 0.86% return, which is significantly lower than SYMIX's 3.62% return.

ADANX

1D
0.16%
1M
0.08%
YTD
0.86%
6M
2.58%
1Y
6.13%
3Y*
4.95%
5Y*
2.37%
10Y*
6.49%

SYMIX

1D
1.27%
1M
-3.57%
YTD
3.62%
6M
7.51%
1Y
19.73%
3Y*
8.96%
5Y*
7.00%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AQR Diversified Arbitrage Fund Class N

AlphaCentric Symmetry Strategy Fund Class I

Often compared with ADANX:
ADANX vs. QRPNXADANX vs. SPYADANX vs. FCRIXADANX vs. TMSRXADANX vs. SRRIXADANX vs. QSPIXADANX vs. SPATX
Often compared with SYMIX:
SYMIX vs. QSPRXSYMIX vs. TALTXSYMIX vs. SHRIXSYMIX vs. SRRIXSYMIX vs. ARBIXSYMIX vs. QSPNXSYMIX vs. GAAVX

ADANX vs. SYMIX - Expense Ratio Comparison

ADANX has a 2.12% expense ratio, which is higher than SYMIX's 1.69% expense ratio.

ADANX
AQR Diversified Arbitrage Fund Class N
SYMIX
AlphaCentric Symmetry Strategy Fund Class I

Return for Risk

ADANX vs. SYMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ADANX
ADANX Risk / Return Rank: 9999
Overall Rank
ADANX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ADANX Sortino Ratio Rank: 9999
Sortino Ratio Rank
ADANX Omega Ratio Rank: 9898
Omega Ratio Rank
ADANX Calmar Ratio Rank: 9999
Calmar Ratio Rank
ADANX Martin Ratio Rank: 9999
Martin Ratio Rank
SYMIX
SYMIX Risk / Return Rank: 8282
Overall Rank
SYMIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SYMIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
SYMIX Omega Ratio Rank: 7272
Omega Ratio Rank
SYMIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
SYMIX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADANX vs. SYMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Diversified Arbitrage Fund Class N (ADANX) and AlphaCentric Symmetry Strategy Fund Class I (SYMIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

ADANXSYMIXDifference

Sharpe ratio

Return per unit of total volatility

4.02

1.54

+2.48

Sortino ratio

Return per unit of downside risk

6.60

2.10

+4.50

Omega ratio

Gain probability vs. loss probability

1.97

1.29

+0.68

Calmar ratio

Return relative to maximum drawdown

9.66

2.81

+6.85

Martin ratio

Return relative to average drawdown

38.51

10.31

+28.20

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ADANX vs. SYMIX - Sharpe Ratio Comparison

The current ADANX Sharpe Ratio is 4.02, which is higher than the SYMIX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of ADANX and SYMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ADANXSYMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.02

1.54

+2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.65

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.52

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.57

+0.56

Correlation

The correlation between ADANX and SYMIX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ADANX vs. SYMIX - Dividend Comparison

ADANX's dividend yield for the trailing twelve months is around 1.84%, while SYMIX has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
ADANX
AQR Diversified Arbitrage Fund Class N		1.84%1.86%0.96%2.47%0.10%0.40%1.33%1.81%6.22%6.84%6.83%4.43%
SYMIX
AlphaCentric Symmetry Strategy Fund Class I		0.00%0.00%0.00%2.06%9.82%0.25%1.71%2.42%0.00%0.00%0.00%0.00%

Drawdowns

ADANX vs. SYMIX - Drawdown Comparison

The maximum ADANX drawdown since its inception was -14.73%, smaller than the maximum SYMIX drawdown of -17.44%. Use the drawdown chart below to compare losses from any high point for ADANX and SYMIX.

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Drawdown Indicators

ADANXSYMIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.73%

-17.44%

+2.71%

Max Drawdown (1Y)

Largest decline over 1 year

-0.64%

-7.06%

+6.42%

Max Drawdown (5Y)

Largest decline over 5 years

-7.48%

-12.20%

+4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-14.73%

—

—

Current Drawdown

Current decline from peak

-0.15%

-4.53%

+4.38%

Average Drawdown

Average peak-to-trough decline

-3.06%

-4.27%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.16%

1.92%

-1.76%

Volatility

ADANX vs. SYMIX - Volatility Comparison

The current volatility for AQR Diversified Arbitrage Fund Class N (ADANX) is 0.41%, while AlphaCentric Symmetry Strategy Fund Class I (SYMIX) has a volatility of 4.71%. This indicates that ADANX experiences smaller price fluctuations and is considered to be less risky than SYMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ADANXSYMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.41%

4.71%

-4.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.06%

9.51%

-8.45%

Volatility (1Y)

Calculated over the trailing 1-year period

1.53%

12.91%

-11.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.68%

10.87%

-8.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.29%

11.05%

-6.76%