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AQGIX vs. QAI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AQGIX vs. QAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Global Equity Fund (AQGIX) and IQ Hedge Multi-Strategy Tracker ETF (QAI). The values are adjusted to include any dividend payments, if applicable.

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AQGIX vs. QAI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
QAI
IQ Hedge Multi-Strategy Tracker ETF
2.21%8.29%6.67%10.07%-8.68%-0.16%5.73%8.68%-3.32%6.17%

Returns By Period

In the year-to-date period, AQGIX achieves a -3.52% return, which is significantly lower than QAI's 2.21% return. Over the past 10 years, AQGIX has outperformed QAI with an annualized return of 11.85%, while QAI has yielded a comparatively lower 3.34% 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%

QAI

1D
0.38%
1M
-1.58%
YTD
2.21%
6M
3.27%
1Y
10.68%
3Y*
8.18%
5Y*
3.48%
10Y*
3.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AQGIX vs. QAI - Expense Ratio Comparison

AQGIX has a 0.80% expense ratio, which is higher than QAI's 0.79% expense ratio.


Return for Risk

AQGIX vs. QAI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AQGIX
AQGIX Risk / Return Rank: 6161
Overall Rank
AQGIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AQGIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
AQGIX Omega Ratio Rank: 6363
Omega Ratio Rank
AQGIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
AQGIX Martin Ratio Rank: 7272
Martin Ratio Rank

QAI
QAI Risk / Return Rank: 7777
Overall Rank
QAI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QAI Sortino Ratio Rank: 7676
Sortino Ratio Rank
QAI Omega Ratio Rank: 7979
Omega Ratio Rank
QAI Calmar Ratio Rank: 7575
Calmar Ratio Rank
QAI Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AQGIX vs. QAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Global Equity Fund (AQGIX) and IQ Hedge Multi-Strategy Tracker ETF (QAI). 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.


AQGIXQAIDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.42

-0.33

Sortino ratio

Return per unit of downside risk

1.57

2.00

-0.43

Omega ratio

Gain probability vs. loss probability

1.25

1.31

-0.06

Calmar ratio

Return relative to maximum drawdown

1.40

2.03

-0.63

Martin ratio

Return relative to average drawdown

7.04

9.34

-2.30

AQGIX vs. QAI - Sharpe Ratio Comparison

The current AQGIX Sharpe Ratio is 1.09, which is comparable to the QAI Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of AQGIX and QAI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AQGIXQAIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.42

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.54

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.55

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.52

+0.06

Correlation

The correlation between AQGIX and QAI 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.


Dividends

AQGIX vs. QAI - Dividend Comparison

AQGIX's dividend yield for the trailing twelve months is around 13.66%, more than QAI's 1.47% yield.


TTM20252024202320222021202020192018201720162015
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%
QAI
IQ Hedge Multi-Strategy Tracker ETF
1.47%1.50%2.22%4.08%2.00%0.28%1.98%1.91%1.90%0.00%0.00%0.48%

Drawdowns

AQGIX vs. QAI - Drawdown Comparison

The maximum AQGIX drawdown since its inception was -35.47%, which is greater than QAI's maximum drawdown of -14.95%. Use the drawdown chart below to compare losses from any high point for AQGIX and QAI.


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Drawdown Indicators


AQGIXQAIDifference

Max Drawdown

Largest peak-to-trough decline

-35.47%

-14.95%

-20.52%

Max Drawdown (1Y)

Largest decline over 1 year

-15.27%

-5.43%

-9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-29.62%

-14.32%

-15.30%

Max Drawdown (10Y)

Largest decline over 10 years

-35.47%

-14.95%

-20.52%

Current Drawdown

Current decline from peak

-6.88%

-2.14%

-4.74%

Average Drawdown

Average peak-to-trough decline

-6.61%

-2.60%

-4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

1.18%

+1.87%

Volatility

AQGIX vs. QAI - Volatility Comparison

AQR Global Equity Fund (AQGIX) has a higher volatility of 6.26% compared to IQ Hedge Multi-Strategy Tracker ETF (QAI) at 2.69%. This indicates that AQGIX's price experiences larger fluctuations and is considered to be riskier than QAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AQGIXQAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

2.69%

+3.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

4.96%

+5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

20.06%

7.56%

+12.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

6.51%

+11.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

6.12%

+11.80%