AQMIX vs. QAI

In the year-to-date period, AQMIX achieves a 2.81% return, which is significantly higher than QAI's 1.37% return. Over the past 10 years, AQMIX has outperformed QAI with an annualized return of 2.19%, while QAI has yielded a comparatively lower 2.08% annualized return.

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AQMIX has a 1.25% expense ratio, which is higher than QAI's 0.79% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Managed Futures Strategy Fund (AQMIX) and IQ Hedge Multi-Strategy Tracker ETF (QAI). 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 -0.13, which is lower than the QAI Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of AQMIX and QAI, 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%, more than QAI's 2.20% yield.

The maximum AQMIX drawdown since its inception was -26.54%, which is greater than QAI's maximum drawdown of -14.95%. Use the drawdown chart below to compare losses from any high point for AQMIX and QAI.

AQR Managed Futures Strategy Fund (AQMIX) has a higher volatility of 3.35% compared to IQ Hedge Multi-Strategy Tracker ETF (QAI) at 1.68%. This indicates that AQMIX's price experiences larger fluctuations and is considered to be riskier than QAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.