AQGIX vs. AQRIX
Compare and contrast key facts about AQR Global Equity Fund (AQGIX) and AQR Multi-Asset Fund (AQRIX).
AQGIX is managed by AQR Funds. It was launched on Dec 30, 2009. AQRIX is managed by AQR Funds. It was launched on Sep 29, 2010.
Performance
AQGIX vs. AQRIX - Performance Comparison
Loading graphics...
AQGIX vs. AQRIX - 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% |
AQRIX AQR Multi-Asset Fund | 2.01% | 18.71% | 10.45% | 11.59% | -10.54% | 14.35% | 2.68% | 21.03% | -6.95% | 16.34% |
Returns By Period
In the year-to-date period, AQGIX achieves a -3.52% return, which is significantly lower than AQRIX's 2.01% return. Over the past 10 years, AQGIX has outperformed AQRIX with an annualized return of 11.85%, while AQRIX has yielded a comparatively lower 8.00% 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%
AQRIX
- 1D
- 1.75%
- 1M
- -4.47%
- YTD
- 2.01%
- 6M
- 4.67%
- 1Y
- 14.84%
- 3Y*
- 12.69%
- 5Y*
- 8.26%
- 10Y*
- 8.00%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AQGIX vs. AQRIX - Expense Ratio Comparison
Both AQGIX and AQRIX have an expense ratio of 0.80%.
Return for Risk
AQGIX vs. AQRIX — Risk / Return Rank
AQGIX
AQRIX
AQGIX vs. AQRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Global Equity Fund (AQGIX) and AQR Multi-Asset Fund (AQRIX). 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 | AQRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.31 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.77 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.71 | -0.31 |
Martin ratioReturn relative to average drawdown | 7.04 | 7.30 | -0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AQGIX | AQRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.31 | -0.22 |
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 | 0.82 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.75 | -0.18 |
Correlation
The correlation between AQGIX and AQRIX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AQGIX vs. AQRIX - Dividend Comparison
AQGIX's dividend yield for the trailing twelve months is around 13.66%, more than AQRIX's 3.78% 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% |
AQRIX AQR Multi-Asset Fund | 3.78% | 3.85% | 1.72% | 2.40% | 6.82% | 6.39% | 1.09% | 6.65% | 7.36% | 10.49% | 7.08% | 2.51% |
Drawdowns
AQGIX vs. AQRIX - Drawdown Comparison
The maximum AQGIX drawdown since its inception was -35.47%, which is greater than AQRIX's maximum drawdown of -19.37%. Use the drawdown chart below to compare losses from any high point for AQGIX and AQRIX.
Loading graphics...
Drawdown Indicators
| AQGIX | AQRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.47% | -19.37% | -16.10% |
Max Drawdown (1Y)Largest decline over 1 year | -15.27% | -9.52% | -5.75% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -19.37% | -10.25% |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | -19.37% | -16.10% |
Current DrawdownCurrent decline from peak | -6.88% | -5.14% | -1.74% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -4.86% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.24% | +0.81% |
Volatility
AQGIX vs. AQRIX - Volatility Comparison
AQR Global Equity Fund (AQGIX) has a higher volatility of 6.26% compared to AQR Multi-Asset Fund (AQRIX) at 4.72%. This indicates that AQGIX's price experiences larger fluctuations and is considered to be riskier than AQRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AQGIX | AQRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 4.72% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 7.83% | +2.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.06% | 12.04% | +8.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.18% | 10.64% | +7.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 9.76% | +8.16% |