AQGIX vs. VT

Last updated Jun 23, 2026

AQGIX (AQR Global Equity Fund) and VT (Vanguard Total World Stock ETF) are both Global Equities funds. Over the past 10 years, AQGIX returned 13.55%/yr vs 13.20%/yr for VT. With a 0.95 correlation, they move nearly in lockstep. AQGIX charges 0.80%/yr vs 0.06%/yr for VT.

Performance

AQGIX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Global Equity Fund (AQGIX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with AQGIX having a 12.94% return and VT slightly lower at 12.36%. Both investments have delivered pretty close results over the past 10 years, with AQGIX having a 13.55% annualized return and VT not far behind at 13.20%.

AQGIX

• 1D: 1.10%
• 1M: 2.45%
• YTD: 12.94%
• 6M: 12.39%
• 1Y: 33.78%
• 3Y*: 26.07%
• 5Y*: 16.07%
• 10Y*: 13.55%

VT

• 1D: -0.06%
• 1M: 1.64%
• YTD: 12.36%
• 6M: 12.14%
• 1Y: 29.57%
• 3Y*: 20.75%
• 5Y*: 11.13%
• 10Y*: 13.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AQGIX vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AQGIX AQR Global Equity Fund	12.94%	31.64%	24.56%	22.92%	-14.14%	18.32%	9.33%	22.55%	-14.50%	25.44%
VT Vanguard Total World Stock ETF	12.36%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	26.81%	-9.76%	24.50%

Correlation

The correlation between AQGIX and VT is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 4, 2010	0.95

The correlation between AQGIX and VT has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

AQGIX vs. VT — Risk / Return Rank

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

AQGIX

AQGIX Risk / Return Rank: 76
AQGIX Sharpe Ratio Rank: 77
AQGIX Sortino Ratio Rank: 73
AQGIX Omega Ratio Rank: 68
AQGIX Calmar Ratio Rank: 78
AQGIX Martin Ratio Rank: 85

VT

VT Risk / Return Rank: 70
VT Sharpe Ratio Rank: 71
VT Sortino Ratio Rank: 70
VT Omega Ratio Rank: 71
VT Calmar Ratio Rank: 64
VT Martin Ratio Rank: 73

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. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Global Equity Fund (AQGIX) and Vanguard Total World Stock ETF (VT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	AQGIX	VT	Difference
Sharpe ratio: Return per unit of total volatility	2.36	2.21	+0.14
Sortino ratio: Return per unit of downside risk	3.24	3.03	+0.21
Omega ratio: Gain probability vs. loss probability	1.42	1.40	+0.01
Calmar ratio: Return relative to maximum drawdown	3.34	3.07	+0.27
Martin ratio: Return relative to average drawdown	14.80	13.35	+1.45

AQGIX vs. VT - Sharpe Ratio Comparison

The current AQGIX Sharpe Ratio is 2.36, which is comparable to the VT Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of AQGIX and VT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AQGIX vs. VT - Drawdown Comparison

The maximum AQGIX drawdown since its inception was -35.47%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for AQGIX and VT.

Drawdown Indicators

	AQGIX	VT	Difference
Max Drawdown Largest peak-to-trough decline	-35.47%	-50.27%	+14.80%
Max Drawdown (1Y) Largest decline over 1 year	-9.88%	-9.67%	-0.21%
Max Drawdown (3Y) Largest decline over 3 years	-18.50%	-16.51%	-1.99%
Max Drawdown (5Y) Largest decline over 5 years	-29.62%	-26.38%	-3.24%
Max Drawdown (10Y) Largest decline over 10 years	-35.47%	-34.24%	-1.23%
Current Drawdown Current decline from peak	-0.86%	-0.77%	-0.09%
Average Drawdown Average peak-to-trough decline	-6.54%	-7.00%	+0.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	2.22%	+0.01%

Volatility

AQGIX vs. VT - Volatility Comparison

AQR Global Equity Fund (AQGIX) has a higher volatility of 5.53% compared to Vanguard Total World Stock ETF (VT) at 5.23%. This indicates that AQGIX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AQGIX	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.53%	5.23%	+0.30%
Volatility (6M) Calculated over the trailing 6-month period	11.19%	11.12%	+0.07%
Volatility (1Y) Calculated over the trailing 1-year period	14.01%	13.44%	+0.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.35%	16.16%	+2.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.00%	17.27%	+0.73%

AQGIX vs. VT - Expense Ratio Comparison

AQGIX has a 0.80% expense ratio, which is higher than VT's 0.06% expense ratio.

Dividends

AQGIX vs. VT - Dividend Comparison

AQGIX's dividend yield for the trailing twelve months is around 11.67%, more than VT's 1.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AQGIX AQR Global Equity Fund	11.67%	13.18%	13.59%	5.97%	4.39%	12.17%	1.16%	1.41%	4.72%	5.05%	10.34%	0.09%
VT Vanguard Total World Stock ETF	1.58%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

Can I hold both AQGIX and VT in my portfolio?

With a correlation of 0.93, AQGIX and VT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AQGIX or VT?

AQGIX has higher volatility (5.53%) compared to VT (5.23%). In terms of maximum drawdown, AQGIX dropped -35.47% vs VT's -50.27%.

Which has better risk-adjusted returns?

AQGIX currently has the higher Sharpe Ratio (2.36 vs 2.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.