AQGIX vs. FTRIX
Compare and contrast key facts about AQR Global Equity Fund (AQGIX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX).
AQGIX is managed by AQR Funds. It was launched on Dec 30, 2009. FTRIX is managed by Fidelity. It was launched on Feb 5, 2008.
Performance
AQGIX vs. FTRIX - Performance Comparison
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AQGIX vs. FTRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AQGIX AQR Global Equity Fund | -6.63% | 31.64% | 24.56% | 22.92% | -14.14% | 18.32% | 9.33% | 22.55% | -14.50% | 25.44% |
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | -5.12% | 26.92% | 26.00% | 26.46% | -9.00% | 26.26% | 12.96% | 31.06% | -7.43% | 17.82% |
Returns By Period
In the year-to-date period, AQGIX achieves a -6.63% return, which is significantly lower than FTRIX's -5.12% return. Over the past 10 years, AQGIX has underperformed FTRIX with an annualized return of 11.48%, while FTRIX has yielded a comparatively higher 15.06% annualized return.
AQGIX
- 1D
- -0.52%
- 1M
- -8.87%
- YTD
- -6.63%
- 6M
- -3.39%
- 1Y
- 17.75%
- 3Y*
- 21.10%
- 5Y*
- 12.19%
- 10Y*
- 11.48%
FTRIX
- 1D
- -0.57%
- 1M
- -7.42%
- YTD
- -5.12%
- 6M
- -0.56%
- 1Y
- 23.01%
- 3Y*
- 21.19%
- 5Y*
- 14.53%
- 10Y*
- 15.06%
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AQGIX vs. FTRIX - Expense Ratio Comparison
AQGIX has a 0.80% expense ratio, which is higher than FTRIX's 0.65% expense ratio.
Return for Risk
AQGIX vs. FTRIX — Risk / Return Rank
AQGIX
FTRIX
AQGIX vs. FTRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Global Equity Fund (AQGIX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX). 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 | FTRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.30 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.86 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.30 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.73 | -0.72 |
Martin ratioReturn relative to average drawdown | 5.12 | 8.13 | -3.01 |
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 | FTRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.30 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.88 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.83 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.57 | -0.01 |
Correlation
The correlation between AQGIX and FTRIX is 0.90, 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. FTRIX - Dividend Comparison
AQGIX's dividend yield for the trailing twelve months is around 14.12%, more than FTRIX's 4.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQGIX AQR Global Equity Fund | 14.12% | 13.18% | 13.59% | 5.97% | 4.39% | 12.17% | 1.16% | 1.41% | 4.72% | 5.05% | 10.34% | 0.09% |
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | 4.12% | 3.91% | 2.68% | 2.09% | 4.38% | 4.75% | 8.02% | 12.76% | 21.72% | 16.33% | 1.96% | 4.15% |
Drawdowns
AQGIX vs. FTRIX - Drawdown Comparison
The maximum AQGIX drawdown since its inception was -35.47%, smaller than the maximum FTRIX drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for AQGIX and FTRIX.
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Drawdown Indicators
| AQGIX | FTRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.47% | -52.46% | +16.99% |
Max Drawdown (1Y)Largest decline over 1 year | -15.27% | -12.15% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -23.31% | -6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | -35.22% | -0.25% |
Current DrawdownCurrent decline from peak | -9.88% | -9.01% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -6.59% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.60% | +0.42% |
Volatility
AQGIX vs. FTRIX - Volatility Comparison
AQR Global Equity Fund (AQGIX) has a higher volatility of 5.03% compared to Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) at 4.35%. This indicates that AQGIX's price experiences larger fluctuations and is considered to be riskier than FTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AQGIX | FTRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 4.35% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 9.25% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.83% | 18.16% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 16.66% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 18.10% | -0.21% |