AQMIX vs. AUEIX
Compare and contrast key facts about AQR Managed Futures Strategy Fund (AQMIX) and AQR Large Cap Defensive Style Fund (AUEIX).
AQMIX is managed by AQR Funds. It was launched on Jan 5, 2010. AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AQMIX or AUEIX.
Correlation
The correlation between AQMIX and AUEIX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AQMIX vs. AUEIX - Performance Comparison
Key characteristics
AQMIX:
0.78
AUEIX:
-0.24
AQMIX:
1.07
AUEIX:
-0.14
AQMIX:
1.14
AUEIX:
0.96
AQMIX:
0.58
AUEIX:
-0.14
AQMIX:
1.21
AUEIX:
-0.69
AQMIX:
6.45%
AUEIX:
7.18%
AQMIX:
10.11%
AUEIX:
20.43%
AQMIX:
-27.99%
AUEIX:
-34.19%
AQMIX:
-7.26%
AUEIX:
-31.28%
Returns By Period
In the year-to-date period, AQMIX achieves a -2.11% return, which is significantly lower than AUEIX's 3.95% return. Over the past 10 years, AQMIX has underperformed AUEIX with an annualized return of 1.49%, while AUEIX has yielded a comparatively higher 5.29% annualized return.
AQMIX
-2.11%
-1.88%
2.60%
6.77%
7.82%
1.49%
AUEIX
3.95%
2.94%
-12.69%
-5.37%
-1.41%
5.29%
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AQMIX vs. AUEIX - Expense Ratio Comparison
AQMIX has a 1.25% expense ratio, which is higher than AUEIX's 0.37% expense ratio.
Risk-Adjusted Performance
AQMIX vs. AUEIX — Risk-Adjusted Performance Rank
AQMIX
AUEIX
AQMIX vs. AUEIX - Risk-Adjusted Performance Comparison
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.
Dividends
AQMIX vs. AUEIX - Dividend Comparison
AQMIX's dividend yield for the trailing twelve months is around 3.91%, more than AUEIX's 1.72% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQMIX AQR Managed Futures Strategy Fund | 3.91% | 3.83% | 8.41% | 12.76% | 6.94% | 5.31% | 3.13% | 0.00% | 0.00% | 0.02% | 4.49% | 4.50% |
AUEIX AQR Large Cap Defensive Style Fund | 1.72% | 1.78% | 2.37% | 1.39% | 1.06% | 1.29% | 1.10% | 1.22% | 1.44% | 1.45% | 0.95% | 1.98% |
Drawdowns
AQMIX vs. AUEIX - Drawdown Comparison
The maximum AQMIX drawdown since its inception was -27.99%, smaller than the maximum AUEIX drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for AQMIX and AUEIX. For additional features, visit the drawdowns tool.
Volatility
AQMIX vs. AUEIX - Volatility Comparison
AQR Managed Futures Strategy Fund (AQMIX) has a higher volatility of 2.98% compared to AQR Large Cap Defensive Style Fund (AUEIX) at 2.70%. This indicates that AQMIX's price experiences larger fluctuations and is considered to be riskier than AUEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.