AQGNX vs. VMVFX
Compare and contrast key facts about AQR Global Equity Fund Class N (AQGNX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).
AQGNX is a passively managed fund by AQR Funds that tracks the performance of the MSCI World Net Total Return USD Index. It was launched on Dec 31, 2009. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
AQGNX vs. VMVFX - Performance Comparison
Loading graphics...
AQGNX vs. VMVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AQGNX AQR Global Equity Fund Class N | -3.59% | 31.37% | 24.14% | 22.74% | -14.45% | 18.04% | 8.96% | 22.24% | -14.69% | 25.02% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 2.85% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.93% |
Returns By Period
In the year-to-date period, AQGNX achieves a -3.59% return, which is significantly lower than VMVFX's 2.85% return. Over the past 10 years, AQGNX has outperformed VMVFX with an annualized return of 11.55%, while VMVFX has yielded a comparatively lower 9.14% annualized return.
AQGNX
- 1D
- 3.31%
- 1M
- -5.40%
- YTD
- -3.59%
- 6M
- -0.62%
- 1Y
- 20.60%
- 3Y*
- 22.14%
- 5Y*
- 12.38%
- 10Y*
- 11.55%
VMVFX
- 1D
- 1.12%
- 1M
- -4.98%
- YTD
- 2.85%
- 6M
- 4.18%
- 1Y
- 9.22%
- 3Y*
- 11.81%
- 5Y*
- 10.02%
- 10Y*
- 9.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AQGNX vs. VMVFX - Expense Ratio Comparison
AQGNX has a 1.07% expense ratio, which is higher than VMVFX's 0.21% expense ratio.
Return for Risk
AQGNX vs. VMVFX — Risk / Return Rank
AQGNX
VMVFX
AQGNX vs. VMVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Global Equity Fund Class N (AQGNX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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.
| AQGNX | VMVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.93 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.34 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.29 | +0.10 |
Martin ratioReturn relative to average drawdown | 6.92 | 6.16 | +0.76 |
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
| AQGNX | VMVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.93 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.94 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.73 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.79 | -0.27 |
Correlation
The correlation between AQGNX and VMVFX is 0.80, 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
AQGNX vs. VMVFX - Dividend Comparison
AQGNX's dividend yield for the trailing twelve months is around 13.77%, more than VMVFX's 9.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQGNX AQR Global Equity Fund Class N | 13.77% | 13.27% | 13.26% | 5.82% | 4.30% | 12.07% | 1.08% | 1.26% | 4.74% | 4.75% | 10.16% | 0.00% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.70% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Drawdowns
AQGNX vs. VMVFX - Drawdown Comparison
The maximum AQGNX drawdown since its inception was -35.76%, which is greater than VMVFX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for AQGNX and VMVFX.
Loading graphics...
Drawdown Indicators
| AQGNX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.76% | -33.09% | -2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -15.24% | -7.96% | -7.28% |
Max Drawdown (5Y)Largest decline over 5 years | -29.72% | -13.02% | -16.70% |
Max Drawdown (10Y)Largest decline over 10 years | -35.76% | -33.09% | -2.67% |
Current DrawdownCurrent decline from peak | -6.92% | -4.98% | -1.94% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -2.84% | -4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 1.66% | +1.40% |
Volatility
AQGNX vs. VMVFX - Volatility Comparison
AQR Global Equity Fund Class N (AQGNX) has a higher volatility of 6.26% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.93%. This indicates that AQGNX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AQGNX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 2.93% | +3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 4.99% | +5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.95% | 10.06% | +9.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 10.76% | +7.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 12.49% | +5.37% |