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ADGAX vs. QUERX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ADGAX vs. QUERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Core Opportunities Fund (ADGAX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). The values are adjusted to include any dividend payments, if applicable.

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ADGAX vs. QUERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ADGAX
AB Core Opportunities Fund
-9.72%17.36%22.49%20.93%-15.73%24.34%12.97%26.94%-2.89%22.46%
QUERX
AQR Large Cap Defensive Style Fund Class R6
0.80%6.98%13.98%9.55%-13.73%23.56%13.20%28.82%-0.21%22.22%

Returns By Period

In the year-to-date period, ADGAX achieves a -9.72% return, which is significantly lower than QUERX's 0.80% return. Over the past 10 years, ADGAX has outperformed QUERX with an annualized return of 11.76%, while QUERX has yielded a comparatively lower 10.54% annualized return.


ADGAX

1D
-0.19%
1M
-7.90%
YTD
-9.72%
6M
-8.14%
1Y
10.32%
3Y*
14.43%
5Y*
9.11%
10Y*
11.76%

QUERX

1D
0.74%
1M
-5.03%
YTD
0.80%
6M
-1.35%
1Y
3.09%
3Y*
9.75%
5Y*
6.80%
10Y*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ADGAX vs. QUERX - Expense Ratio Comparison

ADGAX has a 1.09% expense ratio, which is higher than QUERX's 0.31% expense ratio.


Return for Risk

ADGAX vs. QUERX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADGAX
ADGAX Risk / Return Rank: 2424
Overall Rank
ADGAX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
ADGAX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ADGAX Omega Ratio Rank: 2626
Omega Ratio Rank
ADGAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
ADGAX Martin Ratio Rank: 2323
Martin Ratio Rank

QUERX
QUERX Risk / Return Rank: 1313
Overall Rank
QUERX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
QUERX Sortino Ratio Rank: 1111
Sortino Ratio Rank
QUERX Omega Ratio Rank: 1212
Omega Ratio Rank
QUERX Calmar Ratio Rank: 1313
Calmar Ratio Rank
QUERX Martin Ratio Rank: 1717
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.

ADGAX vs. QUERX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Core Opportunities Fund (ADGAX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). 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.


ADGAXQUERXDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.33

+0.27

Sortino ratio

Return per unit of downside risk

0.98

0.55

+0.43

Omega ratio

Gain probability vs. loss probability

1.14

1.08

+0.06

Calmar ratio

Return relative to maximum drawdown

0.68

0.38

+0.29

Martin ratio

Return relative to average drawdown

2.47

1.77

+0.70

ADGAX vs. QUERX - Sharpe Ratio Comparison

The current ADGAX Sharpe Ratio is 0.60, which is higher than the QUERX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of ADGAX and QUERX, 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


ADGAXQUERXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.33

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.52

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.70

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.70

-0.22

Correlation

The correlation between ADGAX and QUERX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ADGAX vs. QUERX - Dividend Comparison

ADGAX's dividend yield for the trailing twelve months is around 17.33%, less than QUERX's 22.68% yield.


TTM20252024202320222021202020192018201720162015
ADGAX
AB Core Opportunities Fund
17.33%15.65%10.29%4.69%10.73%15.80%4.24%5.63%17.66%11.05%4.72%7.20%
QUERX
AQR Large Cap Defensive Style Fund Class R6
22.68%22.86%24.47%24.43%10.37%2.62%1.37%1.18%1.74%2.45%2.06%6.28%

Drawdowns

ADGAX vs. QUERX - Drawdown Comparison

The maximum ADGAX drawdown since its inception was -53.65%, which is greater than QUERX's maximum drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for ADGAX and QUERX.


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Drawdown Indicators


ADGAXQUERXDifference

Max Drawdown

Largest peak-to-trough decline

-53.65%

-30.81%

-22.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-8.92%

-2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-22.04%

-2.19%

Max Drawdown (10Y)

Largest decline over 10 years

-31.10%

-30.81%

-0.29%

Current Drawdown

Current decline from peak

-11.76%

-5.24%

-6.52%

Average Drawdown

Average peak-to-trough decline

-7.84%

-3.95%

-3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

1.94%

+1.29%

Volatility

ADGAX vs. QUERX - Volatility Comparison

AB Core Opportunities Fund (ADGAX) has a higher volatility of 4.52% compared to AQR Large Cap Defensive Style Fund Class R6 (QUERX) at 2.58%. This indicates that ADGAX's price experiences larger fluctuations and is considered to be riskier than QUERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADGAXQUERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

2.58%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

5.73%

+3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

12.03%

+6.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

13.07%

+5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

15.23%

+2.42%