ANDIX vs. KGIIX
Compare and contrast key facts about AQR International Defensive Style Fund (ANDIX) and Kopernik International Fund (KGIIX).
ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012. KGIIX is managed by Kopernik. It was launched on Jun 29, 2015.
Performance
ANDIX vs. KGIIX - Performance Comparison
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ANDIX vs. KGIIX - 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% |
KGIIX Kopernik International Fund | 5.93% | 54.97% | -7.01% | 13.86% | -14.05% | 16.62% | 18.94% | 16.37% | -6.24% | 10.50% |
Returns By Period
In the year-to-date period, ANDIX achieves a -0.25% return, which is significantly lower than KGIIX's 5.93% return. Over the past 10 years, ANDIX has underperformed KGIIX with an annualized return of 6.30%, while KGIIX has yielded a comparatively higher 10.58% 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%
KGIIX
- 1D
- 0.11%
- 1M
- -7.56%
- YTD
- 5.93%
- 6M
- 13.36%
- 1Y
- 44.47%
- 3Y*
- 17.90%
- 5Y*
- 10.31%
- 10Y*
- 10.58%
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ANDIX vs. KGIIX - Expense Ratio Comparison
ANDIX has a 0.55% expense ratio, which is lower than KGIIX's 1.04% expense ratio.
Return for Risk
ANDIX vs. KGIIX — Risk / Return Rank
ANDIX
KGIIX
ANDIX vs. KGIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Defensive Style Fund (ANDIX) and Kopernik International Fund (KGIIX). 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 | KGIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 3.30 | -2.31 |
Sortino ratioReturn per unit of downside risk | 1.40 | 4.05 | -2.65 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.60 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 4.99 | -3.57 |
Martin ratioReturn relative to average drawdown | 5.30 | 18.45 | -13.15 |
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 | KGIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 3.30 | -2.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.79 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.83 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.92 | -0.43 |
Correlation
The correlation between ANDIX and KGIIX is 0.60, 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. KGIIX - Dividend Comparison
ANDIX's dividend yield for the trailing twelve months is around 4.76%, less than KGIIX's 13.46% 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% |
KGIIX Kopernik International Fund | 13.46% | 14.26% | 0.48% | 12.56% | 2.46% | 5.77% | 2.89% | 2.50% | 1.19% | 1.35% | 0.33% | 0.00% |
Drawdowns
ANDIX vs. KGIIX - Drawdown Comparison
The maximum ANDIX drawdown since its inception was -27.59%, roughly equal to the maximum KGIIX drawdown of -27.81%. Use the drawdown chart below to compare losses from any high point for ANDIX and KGIIX.
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Drawdown Indicators
| ANDIX | KGIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.59% | -27.81% | +0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -8.76% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -27.59% | -27.81% | +0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -27.59% | -27.81% | +0.22% |
Current DrawdownCurrent decline from peak | -8.31% | -7.65% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -6.15% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.37% | -0.02% |
Volatility
ANDIX vs. KGIIX - Volatility Comparison
AQR International Defensive Style Fund (ANDIX) has a higher volatility of 5.12% compared to Kopernik International Fund (KGIIX) at 4.80%. This indicates that ANDIX's price experiences larger fluctuations and is considered to be riskier than KGIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANDIX | KGIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 4.80% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 10.77% | -2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 13.31% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.75% | 13.19% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.44% | 12.73% | +0.71% |