ANDIX vs. IGAAX
Compare and contrast key facts about AQR International Defensive Style Fund (ANDIX) and American Funds International Growth and Income Fund Class A (IGAAX).
ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012. IGAAX is managed by American Funds. It was launched on Oct 1, 2008.
Performance
ANDIX vs. IGAAX - Performance Comparison
Loading graphics...
ANDIX vs. IGAAX - 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% |
IGAAX American Funds International Growth and Income Fund Class A | -0.77% | 35.09% | 3.28% | 15.25% | -15.47% | 9.80% | 7.78% | 27.11% | -14.38% | 26.08% |
Returns By Period
In the year-to-date period, ANDIX achieves a -0.25% return, which is significantly higher than IGAAX's -0.77% return. Over the past 10 years, ANDIX has underperformed IGAAX with an annualized return of 6.30%, while IGAAX has yielded a comparatively higher 8.52% 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%
IGAAX
- 1D
- -0.02%
- 1M
- -10.90%
- YTD
- -0.77%
- 6M
- 4.93%
- 1Y
- 24.81%
- 3Y*
- 14.07%
- 5Y*
- 7.18%
- 10Y*
- 8.52%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ANDIX vs. IGAAX - Expense Ratio Comparison
ANDIX has a 0.55% expense ratio, which is lower than IGAAX's 0.91% expense ratio.
Return for Risk
ANDIX vs. IGAAX — Risk / Return Rank
ANDIX
IGAAX
ANDIX vs. IGAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Defensive Style Fund (ANDIX) and American Funds International Growth and Income Fund Class A (IGAAX). 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 | IGAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.66 | -0.67 |
Sortino ratioReturn per unit of downside risk | 1.40 | 2.12 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.33 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.06 | -0.64 |
Martin ratioReturn relative to average drawdown | 5.30 | 8.18 | -2.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ANDIX | IGAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.66 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.50 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.54 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.43 | +0.06 |
Correlation
The correlation between ANDIX and IGAAX is 0.88, 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
ANDIX vs. IGAAX - Dividend Comparison
ANDIX's dividend yield for the trailing twelve months is around 4.76%, less than IGAAX's 8.31% 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% |
IGAAX American Funds International Growth and Income Fund Class A | 8.31% | 8.14% | 3.37% | 2.29% | 4.00% | 6.91% | 1.37% | 2.40% | 2.81% | 1.85% | 2.35% | 3.25% |
Drawdowns
ANDIX vs. IGAAX - Drawdown Comparison
The maximum ANDIX drawdown since its inception was -27.59%, smaller than the maximum IGAAX drawdown of -35.79%. Use the drawdown chart below to compare losses from any high point for ANDIX and IGAAX.
Loading graphics...
Drawdown Indicators
| ANDIX | IGAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.59% | -35.79% | +8.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -10.92% | +2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -27.59% | -30.57% | +2.98% |
Max Drawdown (10Y)Largest decline over 10 years | -27.59% | -35.79% | +8.20% |
Current DrawdownCurrent decline from peak | -8.31% | -10.92% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -7.96% | +2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.75% | -0.40% |
Volatility
ANDIX vs. IGAAX - Volatility Comparison
The current volatility for AQR International Defensive Style Fund (ANDIX) is 5.12%, while American Funds International Growth and Income Fund Class A (IGAAX) has a volatility of 5.76%. This indicates that ANDIX experiences smaller price fluctuations and is considered to be less risky than IGAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ANDIX | IGAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 5.76% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 9.41% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 14.41% | -1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.75% | 14.40% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.44% | 15.81% | -2.37% |