Correlation
The correlation between AQGIX and JPM is 0.67, 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.
AQGIX vs. JPM
Compare and contrast key facts about AQR Global Equity Fund (AQGIX) and JPMorgan Chase & Co. (JPM).
AQGIX is managed by AQR Funds. It was launched on Dec 30, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AQGIX or JPM.
Performance
AQGIX vs. JPM - Performance Comparison
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Key characteristics
AQGIX:
0.34
JPM:
1.26
AQGIX:
0.53
JPM:
1.82
AQGIX:
1.09
JPM:
1.26
AQGIX:
0.32
JPM:
1.45
AQGIX:
0.99
JPM:
4.83
AQGIX:
7.10%
JPM:
7.32%
AQGIX:
23.62%
JPM:
28.36%
AQGIX:
-53.55%
JPM:
-74.02%
AQGIX:
-3.96%
JPM:
-5.12%
Returns By Period
In the year-to-date period, AQGIX achieves a 10.66% return, which is significantly lower than JPM's 11.38% return. Over the past 10 years, AQGIX has underperformed JPM with an annualized return of 4.88%, while JPM has yielded a comparatively higher 18.06% annualized return.
AQGIX
10.66%
6.99%
-1.98%
8.09%
10.02%
10.43%
4.88%
JPM
11.38%
7.92%
6.92%
35.52%
29.41%
25.54%
18.06%
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Risk-Adjusted Performance
AQGIX vs. JPM — Risk-Adjusted Performance Rank
AQGIX
JPM
AQGIX vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Global Equity Fund (AQGIX) and JPMorgan Chase & Co. (JPM). 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.
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Dividends
AQGIX vs. JPM - Dividend Comparison
AQGIX's dividend yield for the trailing twelve months is around 12.28%, more than JPM's 1.91% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQGIX AQR Global Equity Fund | 12.28% | 13.59% | 5.97% | 4.38% | 12.17% | 1.17% | 1.41% | 4.72% | 5.04% | 10.35% | 6.91% | 12.45% |
JPM JPMorgan Chase & Co. | 1.91% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
Drawdowns
AQGIX vs. JPM - Drawdown Comparison
The maximum AQGIX drawdown since its inception was -53.55%, smaller than the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for AQGIX and JPM.
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Volatility
AQGIX vs. JPM - Volatility Comparison
The current volatility for AQR Global Equity Fund (AQGIX) is 3.78%, while JPMorgan Chase & Co. (JPM) has a volatility of 5.18%. This indicates that AQGIX experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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