ANDIX vs. AQRIX
Compare and contrast key facts about AQR International Defensive Style Fund (ANDIX) and AQR Multi-Asset Fund (AQRIX).
ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012. AQRIX is managed by AQR Funds. It was launched on Sep 29, 2010.
Performance
ANDIX vs. AQRIX - Performance Comparison
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ANDIX vs. AQRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | -0.25% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 18.39% | -10.35% | 22.86% |
AQRIX AQR Multi-Asset Fund | 0.25% | 18.71% | 10.45% | 11.59% | -10.54% | 14.35% | 2.68% | 21.03% | -6.95% | 16.34% |
Returns By Period
In the year-to-date period, ANDIX achieves a -0.25% return, which is significantly lower than AQRIX's 0.25% return. Over the past 10 years, ANDIX has underperformed AQRIX with an annualized return of 6.30%, while AQRIX has yielded a comparatively higher 7.81% annualized return.
ANDIX
- 1D
- 0.50%
- 1M
- -8.31%
- YTD
- -0.25%
- 6M
- 2.13%
- 1Y
- 13.15%
- 3Y*
- 9.32%
- 5Y*
- 4.98%
- 10Y*
- 6.30%
AQRIX
- 1D
- 0.76%
- 1M
- -6.78%
- YTD
- 0.25%
- 6M
- 3.29%
- 1Y
- 13.68%
- 3Y*
- 12.04%
- 5Y*
- 8.08%
- 10Y*
- 7.81%
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ANDIX vs. AQRIX - Expense Ratio Comparison
ANDIX has a 0.55% expense ratio, which is lower than AQRIX's 0.80% expense ratio.
Return for Risk
ANDIX vs. AQRIX — Risk / Return Rank
ANDIX
AQRIX
ANDIX vs. AQRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Defensive Style Fund (ANDIX) and AQR Multi-Asset Fund (AQRIX). 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.
| ANDIX | AQRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.21 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.63 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.47 | -0.05 |
Martin ratioReturn relative to average drawdown | 5.30 | 6.33 | -1.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ANDIX | AQRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.21 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.77 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.80 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.74 | -0.25 |
Correlation
The correlation between ANDIX and AQRIX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ANDIX vs. AQRIX - Dividend Comparison
ANDIX's dividend yield for the trailing twelve months is around 4.76%, more than AQRIX's 3.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | 4.76% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
AQRIX AQR Multi-Asset Fund | 3.84% | 3.85% | 1.72% | 2.40% | 6.82% | 6.39% | 1.09% | 6.65% | 7.36% | 10.49% | 7.08% | 2.51% |
Drawdowns
ANDIX vs. AQRIX - Drawdown Comparison
The maximum ANDIX drawdown since its inception was -27.59%, which is greater than AQRIX's maximum drawdown of -19.37%. Use the drawdown chart below to compare losses from any high point for ANDIX and AQRIX.
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Drawdown Indicators
| ANDIX | AQRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.59% | -19.37% | -8.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -9.52% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -27.59% | -19.37% | -8.22% |
Max Drawdown (10Y)Largest decline over 10 years | -27.59% | -19.37% | -8.22% |
Current DrawdownCurrent decline from peak | -8.31% | -6.78% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -4.86% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.21% | +0.14% |
Volatility
ANDIX vs. AQRIX - Volatility Comparison
AQR International Defensive Style Fund (ANDIX) has a higher volatility of 5.12% compared to AQR Multi-Asset Fund (AQRIX) at 4.26%. This indicates that ANDIX's price experiences larger fluctuations and is considered to be riskier than AQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANDIX | AQRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 4.26% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 7.65% | +0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 11.94% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.75% | 10.61% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.44% | 9.74% | +3.70% |