AQMIX vs. QSPIX

In the year-to-date period, AQMIX achieves a 1.87% return, which is significantly lower than QSPIX's 7.37% return. Over the past 10 years, AQMIX has underperformed QSPIX with an annualized return of 2.01%, while QSPIX has yielded a comparatively higher 6.54% annualized return.

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AQMIX has a 1.25% expense ratio, which is lower than QSPIX's 1.49% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Managed Futures Strategy Fund (AQMIX) and AQR Style Premia Alternative Fund (QSPIX). 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 -0.05, which is lower than the QSPIX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of AQMIX and QSPIX, 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 3.76%, less than QSPIX's 6.47% yield.

The maximum AQMIX drawdown since its inception was -27.99%, smaller than the maximum QSPIX drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for AQMIX and QSPIX. For additional features, visit the drawdowns tool.

AQR Managed Futures Strategy Fund (AQMIX) has a higher volatility of 2.64% compared to AQR Style Premia Alternative Fund (QSPIX) at 2.40%. This indicates that AQMIX's price experiences larger fluctuations and is considered to be riskier than QSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.