AQGRX vs. FMIEX
Compare and contrast key facts about AQR Global Equity Fund Class R6 (AQGRX) and Wasatch Global Value Fund Investor Class Shares (FMIEX).
AQGRX 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 Jan 8, 2014. FMIEX is managed by Wasatch. It was launched on Sep 25, 1996.
Performance
AQGRX vs. FMIEX - Performance Comparison
Loading graphics...
AQGRX vs. FMIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AQGRX AQR Global Equity Fund Class R6 | -3.57% | 31.87% | 24.60% | 23.14% | -14.13% | 18.43% | 9.47% | 23.85% | -14.46% | 25.57% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 7.66% | 30.93% | 8.66% | 5.67% | -0.12% | 25.11% | 2.04% | 17.27% | -5.67% | 11.21% |
Returns By Period
In the year-to-date period, AQGRX achieves a -3.57% return, which is significantly lower than FMIEX's 7.66% return. Over the past 10 years, AQGRX has outperformed FMIEX with an annualized return of 12.07%, while FMIEX has yielded a comparatively lower 11.20% annualized return.
AQGRX
- 1D
- 3.21%
- 1M
- -5.41%
- YTD
- -3.57%
- 6M
- -0.47%
- 1Y
- 20.99%
- 3Y*
- 22.54%
- 5Y*
- 12.78%
- 10Y*
- 12.07%
FMIEX
- 1D
- 1.53%
- 1M
- -3.71%
- YTD
- 7.66%
- 6M
- 12.40%
- 1Y
- 26.75%
- 3Y*
- 17.27%
- 5Y*
- 11.77%
- 10Y*
- 11.20%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AQGRX vs. FMIEX - Expense Ratio Comparison
AQGRX has a 0.72% expense ratio, which is lower than FMIEX's 1.10% expense ratio.
Return for Risk
AQGRX vs. FMIEX — Risk / Return Rank
AQGRX
FMIEX
AQGRX vs. FMIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Global Equity Fund Class R6 (AQGRX) and Wasatch Global Value Fund Investor Class Shares (FMIEX). 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.
| AQGRX | FMIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 2.22 | -1.13 |
Sortino ratioReturn per unit of downside risk | 1.58 | 2.97 | -1.39 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.44 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 2.83 | -1.42 |
Martin ratioReturn relative to average drawdown | 7.08 | 13.12 | -6.03 |
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
| AQGRX | FMIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 2.22 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.93 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.71 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.59 | 0.00 |
Correlation
The correlation between AQGRX and FMIEX is 0.77, 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
AQGRX vs. FMIEX - Dividend Comparison
AQGRX's dividend yield for the trailing twelve months is around 13.61%, more than FMIEX's 4.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQGRX AQR Global Equity Fund Class R6 | 13.61% | 13.12% | 13.59% | 6.03% | 4.51% | 12.19% | 1.34% | 2.41% | 4.88% | 5.03% | 10.54% | 0.09% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 4.88% | 5.76% | 9.02% | 3.27% | 8.54% | 4.34% | 1.74% | 3.82% | 18.46% | 16.45% | 5.16% | 11.75% |
Drawdowns
AQGRX vs. FMIEX - Drawdown Comparison
The maximum AQGRX drawdown since its inception was -34.25%, smaller than the maximum FMIEX drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for AQGRX and FMIEX.
Loading graphics...
Drawdown Indicators
| AQGRX | FMIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.25% | -49.85% | +15.60% |
Max Drawdown (1Y)Largest decline over 1 year | -15.24% | -9.34% | -5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -29.59% | -18.63% | -10.96% |
Max Drawdown (10Y)Largest decline over 10 years | -34.25% | -39.33% | +5.08% |
Current DrawdownCurrent decline from peak | -6.89% | -4.40% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -6.61% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.06% | +0.98% |
Volatility
AQGRX vs. FMIEX - Volatility Comparison
AQR Global Equity Fund Class R6 (AQGRX) has a higher volatility of 6.25% compared to Wasatch Global Value Fund Investor Class Shares (FMIEX) at 3.91%. This indicates that AQGRX's price experiences larger fluctuations and is considered to be riskier than FMIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AQGRX | FMIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 3.91% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 6.85% | +3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.94% | 11.87% | +8.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.17% | 12.77% | +5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 15.73% | +2.06% |