AQMIX vs. VOLSX

In the year-to-date period, AQMIX achieves a 1.76% return, which is significantly higher than VOLSX's -18.60% return.

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AQMIX has a 1.25% expense ratio, which is lower than VOLSX's 1.75% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Managed Futures Strategy Fund (AQMIX) and ABR 75/25 Volatility Fund (VOLSX). 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 -0.07, which is higher than the VOLSX Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of AQMIX and VOLSX, 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%, more than VOLSX's 2.76% yield.

The maximum AQMIX drawdown since its inception was -27.99%, smaller than the maximum VOLSX drawdown of -44.76%. Use the drawdown chart below to compare losses from any high point for AQMIX and VOLSX. For additional features, visit the drawdowns tool.

The current volatility for AQR Managed Futures Strategy Fund (AQMIX) is 2.79%, while ABR 75/25 Volatility Fund (VOLSX) has a volatility of 5.50%. This indicates that AQMIX experiences smaller price fluctuations and is considered to be less risky than VOLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.