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AQMNX vs. BCSVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AQMNX vs. BCSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Managed Futures Strategy Fund Class N (AQMNX) and Brown Capital Management International Small Company Fund (BCSVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AQMNX achieves a 12.24% return, which is significantly higher than BCSVX's -12.20% return. Over the past 10 years, AQMNX has underperformed BCSVX with an annualized return of 4.71%, while BCSVX has yielded a comparatively higher 7.11% annualized return.


AQMNX

1D
-0.56%
1M
1.24%
YTD
12.24%
6M
14.33%
1Y
24.98%
3Y*
12.16%
5Y*
12.32%
10Y*
4.71%

BCSVX

1D
-1.98%
1M
-0.81%
YTD
-12.20%
6M
-13.19%
1Y
-21.09%
3Y*
0.19%
5Y*
-3.92%
10Y*
7.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AQMNX vs. BCSVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AQMNX
AQR Managed Futures Strategy Fund Class N
12.24%14.38%7.96%1.79%35.16%-1.31%-0.62%1.57%-9.12%-1.19%
BCSVX
Brown Capital Management International Small Company Fund
-12.20%-2.30%8.17%20.04%-31.56%12.69%44.75%26.41%-3.39%36.56%

Correlation

The correlation between AQMNX and BCSVX is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

-0.05

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

-0.20

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

-0.08

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

-0.09

The correlation between AQMNX and BCSVX shifts across timeframes, from -0.20 (5 years) to -0.05 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

AQMNX vs. BCSVX — Risk / Return Rank

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

AQMNX
AQMNX Risk / Return Rank: 9090
Overall Rank
AQMNX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AQMNX Sortino Ratio Rank: 8484
Sortino Ratio Rank
AQMNX Omega Ratio Rank: 8080
Omega Ratio Rank
AQMNX Calmar Ratio Rank: 9898
Calmar Ratio Rank
AQMNX Martin Ratio Rank: 9797
Martin Ratio Rank

BCSVX
BCSVX Risk / Return Rank: 11
Overall Rank
BCSVX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BCSVX Sortino Ratio Rank: 00
Sortino Ratio Rank
BCSVX Omega Ratio Rank: 00
Omega Ratio Rank
BCSVX Calmar Ratio Rank: 11
Calmar Ratio Rank
BCSVX Martin Ratio Rank: 11
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.

AQMNX vs. BCSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Managed Futures Strategy Fund Class N (AQMNX) and Brown Capital Management International Small Company Fund (BCSVX). 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.


AQMNXBCSVXDifference
Sharpe ratioReturn per unit of total volatility

+4.07

Sortino ratioReturn per unit of downside risk

+5.56

Omega ratioGain probability vs. loss probability

1.50

0.81

+0.70

Calmar ratioReturn relative to maximum drawdown

7.83

-0.65

+8.48

Martin ratioReturn relative to average drawdown

26.39

-1.23

+27.62

AQMNX vs. BCSVX - Sharpe Ratio Comparison

The current AQMNX Sharpe Ratio is 2.84, which is higher than the BCSVX Sharpe Ratio of -1.24. The chart below compares the historical Sharpe Ratios of AQMNX and BCSVX, 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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Sharpe Ratios by Period


AQMNXBCSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

-1.24

+4.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

-0.21

+1.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.42

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.44

-0.05

Drawdowns

AQMNX vs. BCSVX - Drawdown Comparison

The maximum AQMNX drawdown since its inception was -27.50%, smaller than the maximum BCSVX drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for AQMNX and BCSVX.


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Drawdown Indicators


AQMNXBCSVXDifference

Max Drawdown

Largest peak-to-trough decline

-27.50%

-43.93%

+16.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

-32.35%

+29.20%

Max Drawdown (3Y)

Largest decline over 3 years

-13.70%

-32.35%

+18.65%

Max Drawdown (5Y)

Largest decline over 5 years

-13.70%

-43.93%

+30.23%

Max Drawdown (10Y)

Largest decline over 10 years

-24.13%

-43.93%

+19.80%

Current Drawdown

Current decline from peak

-1.12%

-26.86%

+25.74%

Average Drawdown

Average peak-to-trough decline

-10.39%

-12.13%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

17.02%

-16.03%

Volatility

AQMNX vs. BCSVX - Volatility Comparison

The current volatility for AQR Managed Futures Strategy Fund Class N (AQMNX) is 2.61%, while Brown Capital Management International Small Company Fund (BCSVX) has a volatility of 5.37%. This indicates that AQMNX experiences smaller price fluctuations and is considered to be less risky than BCSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AQMNXBCSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

5.37%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

6.70%

13.96%

-7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

8.69%

17.02%

-8.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.55%

18.68%

-7.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.33%

17.14%

-6.81%

AQMNX vs. BCSVX - Expense Ratio Comparison

AQMNX has a 2.97% expense ratio, which is higher than BCSVX's 1.31% expense ratio.


Dividends

AQMNX vs. BCSVX - Dividend Comparison

AQMNX's dividend yield for the trailing twelve months is around 1.83%, more than BCSVX's 0.43% yield.


PositionTTM20252024202320222021202020192018201720162015
AQMNX
AQR Managed Futures Strategy Fund Class N
1.83%2.05%3.61%8.15%12.59%6.59%4.17%2.92%0.00%0.00%0.02%6.30%
BCSVX
Brown Capital Management International Small Company Fund
0.43%0.00%0.00%0.00%0.00%5.07%0.74%0.30%0.31%0.00%0.00%0.00%

Frequently Asked Questions


AQMNX and BCSVX have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCSVX has higher volatility (5.37%) compared to AQMNX (2.61%). In terms of maximum drawdown, AQMNX dropped -27.50% vs BCSVX's -43.93%.

AQMNX currently has the higher Sharpe Ratio (2.84 vs -1.24), 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.

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