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.
Correlation
The correlation between ANDIX and SPY is 0.74, 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.
Performance
ANDIX vs. SPY - Performance Comparison
Key characteristics
ANDIX:
1.09
SPY:
0.50
ANDIX:
1.66
SPY:
0.88
ANDIX:
1.22
SPY:
1.13
ANDIX:
1.58
SPY:
0.56
ANDIX:
3.88
SPY:
2.17
ANDIX:
3.88%
SPY:
4.85%
ANDIX:
13.21%
SPY:
20.02%
ANDIX:
-28.99%
SPY:
-55.19%
ANDIX:
-0.87%
SPY:
-7.65%
Returns By Period
In the year-to-date period, ANDIX achieves a 14.13% return, which is significantly higher than SPY's -3.42% return. Over the past 10 years, ANDIX has underperformed SPY with an annualized return of 4.94%, while SPY has yielded a comparatively higher 12.35% annualized return.
ANDIX
14.13%
9.42%
9.91%
14.23%
8.60%
4.94%
SPY
-3.42%
2.87%
-5.06%
9.87%
15.76%
12.35%
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ANDIX vs. SPY - Expense Ratio Comparison
ANDIX has a 0.55% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
ANDIX vs. SPY — Risk-Adjusted Performance Rank
ANDIX
SPY
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 2.01%, more than SPY's 1.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | 2.01% | 2.30% | 3.01% | 1.99% | 2.53% | 1.73% | 2.51% | 2.40% | 2.17% | 1.47% | 2.09% | 2.75% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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 3.45%, while SPDR S&P 500 ETF (SPY) has a volatility of 7.48%. 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.