AQGIX vs. AIVSX
Compare and contrast key facts about AQR Global Equity Fund (AQGIX) and American Funds Investment Company of America Class A (AIVSX).
AQGIX is managed by AQR Funds. It was launched on Dec 30, 2009. AIVSX is managed by American Funds. It was launched on Jan 1, 1934.
Performance
AQGIX vs. AIVSX - Performance Comparison
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AQGIX vs. AIVSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AQGIX AQR Global Equity Fund | -3.52% | 31.64% | 24.56% | 22.92% | -14.14% | 18.32% | 9.33% | 22.55% | -14.50% | 25.44% |
AIVSX American Funds Investment Company of America Class A | -4.87% | 20.47% | 24.90% | 28.56% | -15.50% | 25.10% | 14.47% | 24.10% | -8.21% | 19.54% |
Returns By Period
In the year-to-date period, AQGIX achieves a -3.52% return, which is significantly higher than AIVSX's -4.87% return. Over the past 10 years, AQGIX has underperformed AIVSX with an annualized return of 11.85%, while AIVSX has yielded a comparatively higher 12.88% annualized return.
AQGIX
- 1D
- 3.33%
- 1M
- -5.38%
- YTD
- -3.52%
- 6M
- -0.46%
- 1Y
- 20.90%
- 3Y*
- 22.43%
- 5Y*
- 12.68%
- 10Y*
- 11.85%
AIVSX
- 1D
- 3.05%
- 1M
- -5.90%
- YTD
- -4.87%
- 6M
- -3.21%
- 1Y
- 17.66%
- 3Y*
- 20.05%
- 5Y*
- 12.46%
- 10Y*
- 12.88%
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AQGIX vs. AIVSX - Expense Ratio Comparison
AQGIX has a 0.80% expense ratio, which is higher than AIVSX's 0.57% expense ratio.
Return for Risk
AQGIX vs. AIVSX — Risk / Return Rank
AQGIX
AIVSX
AQGIX vs. AIVSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Global Equity Fund (AQGIX) and American Funds Investment Company of America Class A (AIVSX). 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.
| AQGIX | AIVSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.04 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.59 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.72 | -0.32 |
Martin ratioReturn relative to average drawdown | 7.04 | 7.16 | -0.11 |
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
| AQGIX | AIVSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.04 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.78 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.78 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.67 | -0.10 |
Correlation
The correlation between AQGIX and AIVSX is 0.92, 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
AQGIX vs. AIVSX - Dividend Comparison
AQGIX's dividend yield for the trailing twelve months is around 13.66%, more than AIVSX's 11.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQGIX AQR Global Equity Fund | 13.66% | 13.18% | 13.59% | 5.97% | 4.39% | 12.17% | 1.16% | 1.41% | 4.72% | 5.05% | 10.34% | 0.09% |
AIVSX American Funds Investment Company of America Class A | 11.17% | 10.60% | 9.29% | 4.96% | 6.12% | 6.94% | 1.65% | 6.15% | 9.61% | 7.08% | 5.48% | 8.95% |
Drawdowns
AQGIX vs. AIVSX - Drawdown Comparison
The maximum AQGIX drawdown since its inception was -35.47%, smaller than the maximum AIVSX drawdown of -50.90%. Use the drawdown chart below to compare losses from any high point for AQGIX and AIVSX.
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Drawdown Indicators
| AQGIX | AIVSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.47% | -50.90% | +15.43% |
Max Drawdown (1Y)Largest decline over 1 year | -15.27% | -10.76% | -4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -24.31% | -5.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | -31.09% | -4.38% |
Current DrawdownCurrent decline from peak | -6.88% | -7.34% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -5.93% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.59% | +0.46% |
Volatility
AQGIX vs. AIVSX - Volatility Comparison
AQR Global Equity Fund (AQGIX) has a higher volatility of 6.26% compared to American Funds Investment Company of America Class A (AIVSX) at 5.75%. This indicates that AQGIX's price experiences larger fluctuations and is considered to be riskier than AIVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AQGIX | AIVSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 5.75% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 9.93% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.06% | 17.56% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.18% | 15.96% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 16.55% | +1.37% |