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AIONX vs. QSPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIONX vs. QSPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR International Momentum Style Fund Class N (AIONX) and AQR Style Premia Alternative Fund (QSPIX). The values are adjusted to include any dividend payments, if applicable.

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AIONX vs. QSPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIONX
AQR International Momentum Style Fund Class N
0.00%34.58%8.41%16.39%-19.64%11.72%16.32%22.29%-15.50%24.99%
QSPIX
AQR Style Premia Alternative Fund
9.83%14.82%21.48%12.46%30.76%24.93%-21.96%-8.22%-12.35%12.12%

Returns By Period

Over the past 10 years, AIONX has outperformed QSPIX with an annualized return of 8.58%, while QSPIX has yielded a comparatively lower 7.03% annualized return.


AIONX

1D
3.56%
1M
-6.89%
YTD
0.00%
6M
3.63%
1Y
23.28%
3Y*
17.24%
5Y*
8.40%
10Y*
8.58%

QSPIX

1D
-0.11%
1M
3.04%
YTD
9.83%
6M
13.08%
1Y
12.95%
3Y*
19.88%
5Y*
18.87%
10Y*
7.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIONX vs. QSPIX - Expense Ratio Comparison

AIONX has a 0.88% expense ratio, which is lower than QSPIX's 1.49% expense ratio.


Return for Risk

AIONX vs. QSPIX — Risk / Return Rank

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

AIONX
AIONX Risk / Return Rank: 6969
Overall Rank
AIONX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AIONX Sortino Ratio Rank: 6767
Sortino Ratio Rank
AIONX Omega Ratio Rank: 6565
Omega Ratio Rank
AIONX Calmar Ratio Rank: 7575
Calmar Ratio Rank
AIONX Martin Ratio Rank: 7171
Martin Ratio Rank

QSPIX
QSPIX Risk / Return Rank: 6868
Overall Rank
QSPIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QSPIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
QSPIX Omega Ratio Rank: 6565
Omega Ratio Rank
QSPIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
QSPIX Martin Ratio Rank: 5252
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.

AIONX vs. QSPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR International Momentum Style Fund Class N (AIONX) and AQR Style Premia Alternative Fund (QSPIX). 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.


AIONXQSPIXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.38

-0.04

Sortino ratio

Return per unit of downside risk

1.85

1.89

-0.04

Omega ratio

Gain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratio

Return relative to maximum drawdown

1.99

1.74

+0.25

Martin ratio

Return relative to average drawdown

7.80

5.25

+2.56

AIONX vs. QSPIX - Sharpe Ratio Comparison

The current AIONX Sharpe Ratio is 1.34, which is comparable to the QSPIX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of AIONX and QSPIX, 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


AIONXQSPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.38

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

1.19

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.55

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.61

-0.19

Correlation

The correlation between AIONX and QSPIX is 0.01, 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

AIONX vs. QSPIX - Dividend Comparison

AIONX's dividend yield for the trailing twelve months is around 14.62%, more than QSPIX's 2.34% yield.


TTM20252024202320222021202020192018201720162015
AIONX
AQR International Momentum Style Fund Class N
14.62%14.62%21.87%11.32%2.62%1.77%0.95%2.12%1.85%1.96%2.23%1.30%
QSPIX
AQR Style Premia Alternative Fund
2.34%2.57%6.95%23.77%22.68%12.78%0.00%1.62%0.96%7.08%1.74%5.83%

Drawdowns

AIONX vs. QSPIX - Drawdown Comparison

The maximum AIONX drawdown since its inception was -32.32%, smaller than the maximum QSPIX drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for AIONX and QSPIX.


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Drawdown Indicators


AIONXQSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.32%

-41.37%

+9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-7.79%

-3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-32.32%

-17.13%

-15.19%

Max Drawdown (10Y)

Largest decline over 10 years

-32.32%

-41.37%

+9.05%

Current Drawdown

Current decline from peak

-8.56%

-0.31%

-8.25%

Average Drawdown

Average peak-to-trough decline

-7.75%

-9.54%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.70%

+0.28%

Volatility

AIONX vs. QSPIX - Volatility Comparison

AQR International Momentum Style Fund Class N (AIONX) has a higher volatility of 8.64% compared to AQR Style Premia Alternative Fund (QSPIX) at 2.57%. This indicates that AIONX's price experiences larger fluctuations and is considered to be riskier than QSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIONXQSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.64%

2.57%

+6.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

6.59%

+5.81%

Volatility (1Y)

Calculated over the trailing 1-year period

18.00%

10.11%

+7.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

15.95%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

12.76%

+3.97%