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AQMIX vs. MCHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AQMIX vs. MCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Managed Futures Strategy Fund (AQMIX) and iShares MSCI China ETF (MCHI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AQMIX achieves a 11.18% return, which is significantly higher than MCHI's -8.72% return. Both investments have delivered pretty close results over the past 10 years, with AQMIX having a 4.69% annualized return and MCHI not far ahead at 4.76%.


AQMIX

1D
-0.37%
1M
-1.94%
YTD
11.18%
6M
13.01%
1Y
24.52%
3Y*
12.13%
5Y*
12.71%
10Y*
4.69%

MCHI

1D
0.90%
1M
-5.63%
YTD
-8.72%
6M
-9.79%
1Y
2.33%
3Y*
8.42%
5Y*
-5.82%
10Y*
4.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AQMIX vs. MCHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AQMIX
AQR Managed Futures Strategy Fund
11.18%14.62%8.13%2.08%35.47%-1.04%-0.43%1.92%-8.88%-0.97%
MCHI
iShares MSCI China ETF
-8.72%31.04%17.73%-11.94%-23.01%-21.74%27.78%23.72%-19.79%54.67%

Correlation

The correlation between AQMIX and MCHI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2011

0.00

Over the past year, AQMIX and MCHI have become more correlated (0.23) than their long-term average of 0.00, meaning their price movements have been converging.

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Return for Risk

AQMIX vs. MCHI — Risk / Return Rank

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

AQMIX
AQMIX Risk / Return Rank: 9393
Overall Rank
AQMIX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AQMIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
AQMIX Omega Ratio Rank: 8686
Omega Ratio Rank
AQMIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
AQMIX Martin Ratio Rank: 9898
Martin Ratio Rank

MCHI
MCHI Risk / Return Rank: 1010
Overall Rank
MCHI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MCHI Sortino Ratio Rank: 1010
Sortino Ratio Rank
MCHI Omega Ratio Rank: 1010
Omega Ratio Rank
MCHI Calmar Ratio Rank: 1010
Calmar Ratio Rank
MCHI Martin Ratio Rank: 1010
Martin Ratio Rank
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.

AQMIX vs. MCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Managed Futures Strategy Fund (AQMIX) and iShares MSCI China ETF (MCHI). 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.


AQMIXMCHIDifference
Sharpe ratioReturn per unit of total volatility

+2.81

Sortino ratioReturn per unit of downside risk

+3.69

Omega ratioGain probability vs. loss probability

1.50

1.02

+0.48

Calmar ratioReturn relative to maximum drawdown

8.20

0.03

+8.17

Martin ratioReturn relative to average drawdown

26.10

0.05

+26.05

AQMIX vs. MCHI - Sharpe Ratio Comparison

The current AQMIX Sharpe Ratio is 2.83, which is higher than the MCHI Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of AQMIX and MCHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AQMIX vs. MCHI - Drawdown Comparison

The maximum AQMIX drawdown since its inception was -26.52%, smaller than the maximum MCHI drawdown of -62.95%. Use the drawdown chart below to compare losses from any high point for AQMIX and MCHI.


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Drawdown Indicators


AQMIXMCHIDifference

Max Drawdown

Largest peak-to-trough decline

-26.52%

-62.95%

+36.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.02%

-18.51%

+15.49%

Max Drawdown (3Y)

Largest decline over 3 years

-13.57%

-25.85%

+12.28%

Max Drawdown (5Y)

Largest decline over 5 years

-13.57%

-56.98%

+43.41%

Max Drawdown (10Y)

Largest decline over 10 years

-23.34%

-62.95%

+39.61%

Current Drawdown

Current decline from peak

-2.30%

-37.76%

+35.46%

Average Drawdown

Average peak-to-trough decline

-9.99%

-24.54%

+14.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

8.81%

-7.87%

Volatility

AQMIX vs. MCHI - Volatility Comparison

The current volatility for AQR Managed Futures Strategy Fund (AQMIX) is 2.41%, while iShares MSCI China ETF (MCHI) has a volatility of 6.46%. This indicates that AQMIX experiences smaller price fluctuations and is considered to be less risky than MCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AQMIXMCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

6.46%

-4.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

14.62%

-7.90%

Volatility (1Y)

Calculated over the trailing 1-year period

8.74%

20.23%

-11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.62%

30.72%

-19.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.37%

27.38%

-17.01%

AQMIX vs. MCHI - Expense Ratio Comparison

AQMIX has a 1.25% expense ratio, which is higher than MCHI's 0.59% expense ratio.


Dividends

AQMIX vs. MCHI - Dividend Comparison

AQMIX's dividend yield for the trailing twelve months is around 2.03%, less than MCHI's 2.32% yield.


PositionTTM20252024202320222021202020192018201720162015
AQMIX
AQR Managed Futures Strategy Fund
2.03%2.26%3.83%8.39%12.76%6.94%5.31%3.13%0.00%0.00%0.02%6.51%
MCHI
iShares MSCI China ETF
2.32%2.12%2.31%2.66%1.78%1.04%1.04%1.45%1.60%1.56%1.66%2.76%

Frequently Asked Questions


AQMIX and MCHI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MCHI has higher volatility (6.46%) compared to AQMIX (2.41%). In terms of maximum drawdown, AQMIX dropped -26.52% vs MCHI's -62.95%.

AQMIX currently has the higher Sharpe Ratio (2.83 vs 0.02), 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.

Portfolio Optimizer

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