ANDIX vs. PEQUX
Compare and contrast key facts about AQR International Defensive Style Fund (ANDIX) and Putnam Focused International Equity Fund (PEQUX).
ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012. PEQUX is managed by Putnam. It was launched on Jul 1, 1994.
Performance
ANDIX vs. PEQUX - Performance Comparison
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ANDIX vs. PEQUX - 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% |
PEQUX Putnam Focused International Equity Fund | -4.32% | 36.14% | 3.56% | 19.05% | -18.17% | 10.46% | 10.12% | 26.66% | -12.63% | 28.08% |
Returns By Period
In the year-to-date period, ANDIX achieves a -0.25% return, which is significantly higher than PEQUX's -4.32% return. Over the past 10 years, ANDIX has underperformed PEQUX with an annualized return of 6.30%, while PEQUX has yielded a comparatively higher 9.07% 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%
PEQUX
- 1D
- -0.11%
- 1M
- -11.71%
- YTD
- -4.32%
- 6M
- 1.00%
- 1Y
- 23.40%
- 3Y*
- 13.47%
- 5Y*
- 6.63%
- 10Y*
- 9.07%
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ANDIX vs. PEQUX - Expense Ratio Comparison
ANDIX has a 0.55% expense ratio, which is lower than PEQUX's 1.07% expense ratio.
Return for Risk
ANDIX vs. PEQUX — Risk / Return Rank
ANDIX
PEQUX
ANDIX vs. PEQUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Defensive Style Fund (ANDIX) and Putnam Focused International Equity Fund (PEQUX). 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 | PEQUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.41 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.93 | -0.53 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.81 | -0.39 |
Martin ratioReturn relative to average drawdown | 5.30 | 8.49 | -3.19 |
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 | PEQUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.41 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.43 | -0.03 |
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 | 0.14 | +0.35 |
Correlation
The correlation between ANDIX and PEQUX is 0.82, 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. PEQUX - Dividend Comparison
ANDIX's dividend yield for the trailing twelve months is around 4.76%, less than PEQUX's 7.28% 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% |
PEQUX Putnam Focused International Equity Fund | 7.28% | 6.96% | 3.75% | 1.01% | 2.79% | 34.47% | 0.53% | 0.05% | 0.00% | 0.35% | 1.59% | 0.56% |
Drawdowns
ANDIX vs. PEQUX - Drawdown Comparison
The maximum ANDIX drawdown since its inception was -27.59%, smaller than the maximum PEQUX drawdown of -83.68%. Use the drawdown chart below to compare losses from any high point for ANDIX and PEQUX.
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Drawdown Indicators
| ANDIX | PEQUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.59% | -83.68% | +56.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -11.80% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -27.59% | -33.42% | +5.83% |
Max Drawdown (10Y)Largest decline over 10 years | -27.59% | -35.75% | +8.16% |
Current DrawdownCurrent decline from peak | -8.31% | -11.80% | +3.49% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -34.10% | +28.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 2.51% | -0.16% |
Volatility
ANDIX vs. PEQUX - Volatility Comparison
The current volatility for AQR International Defensive Style Fund (ANDIX) is 5.12%, while Putnam Focused International Equity Fund (PEQUX) has a volatility of 7.27%. This indicates that ANDIX experiences smaller price fluctuations and is considered to be less risky than PEQUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ANDIX | PEQUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 7.27% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 11.48% | -3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.93% | 16.14% | -3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.75% | 15.69% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.44% | 16.87% | -3.43% |