ANDIX vs. SPY
Compare and contrast key facts about AQR International Defensive Style Fund (ANDIX) and SPDR S&P 500 ETF (SPY).
ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ANDIX or SPY.
Performance
ANDIX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, ANDIX achieves a 3.61% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, ANDIX has underperformed SPY with an annualized return of 3.99%, while SPY has yielded a comparatively higher 13.04% annualized return.
ANDIX
3.61%
-5.09%
-0.83%
10.15%
3.51%
3.99%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| ANDIX | SPY | |
|---|---|---|
| Sharpe Ratio | 0.88 | 2.64 |
| Sortino Ratio | 1.34 | 3.53 |
| Omega Ratio | 1.16 | 1.49 |
| Calmar Ratio | 0.83 | 3.81 |
| Martin Ratio | 4.28 | 17.21 |
| Ulcer Index | 2.33% | 1.86% |
| Daily Std Dev | 11.40% | 12.15% |
| Max Drawdown | -28.99% | -55.19% |
| Current Drawdown | -7.77% | -2.17% |
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. SPY - Expense Ratio Comparison
ANDIX has a 0.55% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between ANDIX and SPY is 0.75, 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.
Risk-Adjusted Performance
ANDIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Defensive Style Fund (ANDIX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
ANDIX vs. SPY - Dividend Comparison
ANDIX's dividend yield for the trailing twelve months is around 2.91%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | 2.91% | 3.02% | 1.99% | 2.53% | 1.73% | 2.51% | 2.40% | 2.17% | 1.47% | 2.09% | 2.75% | 1.43% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ANDIX vs. SPY - Drawdown Comparison
The maximum ANDIX drawdown since its inception was -28.99%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ANDIX and SPY. For additional features, visit the drawdowns tool.
Volatility
ANDIX vs. SPY - Volatility Comparison
The current volatility for AQR International Defensive Style Fund (ANDIX) is 3.16%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.08%. This indicates that ANDIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.