AQMIX vs. AUEIX

In the year-to-date period, AQMIX achieves a 2.81% return, which is significantly lower than AUEIX's 5.48% return. Over the past 10 years, AQMIX has underperformed AUEIX with an annualized return of 2.31%, while AUEIX has yielded a comparatively higher 4.92% annualized return.

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AQMIX has a 1.25% expense ratio, which is higher than AUEIX's 0.37% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Managed Futures Strategy Fund (AQMIX) and AQR Large Cap Defensive Style Fund (AUEIX). 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.

The current AQMIX Sharpe Ratio is -0.06, which is higher than the AUEIX Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of AQMIX and AUEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AQMIX's dividend yield for the trailing twelve months is around 3.72%, less than AUEIX's 23.04% yield.

The maximum AQMIX drawdown since its inception was -26.54%, smaller than the maximum AUEIX drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for AQMIX and AUEIX.

AQR Managed Futures Strategy Fund (AQMIX) and AQR Large Cap Defensive Style Fund (AUEIX) have volatilities of 3.34% and 3.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.