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 0.75, 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.
Performance
ANDIX vs. SPY - Performance Comparison
Key characteristics
ANDIX:
0.09
SPY:
2.12
ANDIX:
0.19
SPY:
2.83
ANDIX:
1.02
SPY:
1.40
ANDIX:
0.09
SPY:
3.15
ANDIX:
0.29
SPY:
13.87
ANDIX:
3.23%
SPY:
1.91%
ANDIX:
10.75%
SPY:
12.51%
ANDIX:
-28.99%
SPY:
-55.19%
ANDIX:
-9.89%
SPY:
-1.78%
Returns By Period
In the year-to-date period, ANDIX achieves a 1.23% return, which is significantly lower than SPY's 26.79% return. Over the past 10 years, ANDIX has underperformed SPY with an annualized return of 4.14%, while SPY has yielded a comparatively higher 13.08% annualized return.
ANDIX
1.23%
-4.17%
-0.71%
1.23%
2.49%
4.14%
SPY
26.79%
-0.30%
10.04%
26.42%
14.75%
13.08%
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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 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 has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANDIX AQR International Defensive Style Fund | 0.00% | 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 | 1.19% | 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
AQR International Defensive Style Fund (ANDIX) and SPDR S&P 500 ETF (SPY) have volatilities of 3.89% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.