AQRIX vs. AQGRX
Compare and contrast key facts about AQR Multi-Asset Fund (AQRIX) and AQR Global Equity Fund Class R6 (AQGRX).
AQRIX is managed by AQR Funds. It was launched on Sep 29, 2010. AQGRX is a passively managed fund by AQR Funds that tracks the performance of the MSCI World Net Total Return USD Index. It was launched on Jan 8, 2014.
Performance
AQRIX vs. AQGRX - Performance Comparison
Loading graphics...
AQRIX vs. AQGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AQRIX AQR Multi-Asset Fund | 2.01% | 18.71% | 10.45% | 11.59% | -10.54% | 14.35% | 2.68% | 21.03% | -6.95% | 16.34% |
AQGRX AQR Global Equity Fund Class R6 | -3.57% | 31.87% | 24.60% | 23.14% | -14.13% | 18.43% | 9.47% | 23.85% | -14.46% | 25.57% |
Returns By Period
In the year-to-date period, AQRIX achieves a 2.01% return, which is significantly higher than AQGRX's -3.57% return. Over the past 10 years, AQRIX has underperformed AQGRX with an annualized return of 8.00%, while AQGRX has yielded a comparatively higher 12.07% annualized return.
AQRIX
- 1D
- 1.75%
- 1M
- -4.47%
- YTD
- 2.01%
- 6M
- 4.67%
- 1Y
- 14.84%
- 3Y*
- 12.69%
- 5Y*
- 8.26%
- 10Y*
- 8.00%
AQGRX
- 1D
- 3.21%
- 1M
- -5.41%
- YTD
- -3.57%
- 6M
- -0.47%
- 1Y
- 20.99%
- 3Y*
- 22.54%
- 5Y*
- 12.78%
- 10Y*
- 12.07%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AQRIX vs. AQGRX - Expense Ratio Comparison
AQRIX has a 0.80% expense ratio, which is higher than AQGRX's 0.72% expense ratio.
Return for Risk
AQRIX vs. AQGRX — Risk / Return Rank
AQRIX
AQGRX
AQRIX vs. AQGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Multi-Asset Fund (AQRIX) and AQR Global Equity Fund Class R6 (AQGRX). 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.
| AQRIX | AQGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.10 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.58 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.41 | +0.30 |
Martin ratioReturn relative to average drawdown | 7.30 | 7.08 | +0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AQRIX | AQGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.10 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.71 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.68 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.58 | +0.16 |
Correlation
The correlation between AQRIX and AQGRX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AQRIX vs. AQGRX - Dividend Comparison
AQRIX's dividend yield for the trailing twelve months is around 3.78%, less than AQGRX's 13.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQRIX AQR Multi-Asset Fund | 3.78% | 3.85% | 1.72% | 2.40% | 6.82% | 6.39% | 1.09% | 6.65% | 7.36% | 10.49% | 7.08% | 2.51% |
AQGRX AQR Global Equity Fund Class R6 | 13.61% | 13.12% | 13.59% | 6.03% | 4.51% | 12.19% | 1.34% | 2.41% | 4.88% | 5.03% | 10.54% | 0.09% |
Drawdowns
AQRIX vs. AQGRX - Drawdown Comparison
The maximum AQRIX drawdown since its inception was -19.37%, smaller than the maximum AQGRX drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for AQRIX and AQGRX.
Loading graphics...
Drawdown Indicators
| AQRIX | AQGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.37% | -34.25% | +14.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -15.24% | +5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -19.37% | -29.59% | +10.22% |
Max Drawdown (10Y)Largest decline over 10 years | -19.37% | -34.25% | +14.88% |
Current DrawdownCurrent decline from peak | -5.14% | -6.89% | +1.75% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -6.97% | +2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 3.04% | -0.80% |
Volatility
AQRIX vs. AQGRX - Volatility Comparison
The current volatility for AQR Multi-Asset Fund (AQRIX) is 4.72%, while AQR Global Equity Fund Class R6 (AQGRX) has a volatility of 6.25%. This indicates that AQRIX experiences smaller price fluctuations and is considered to be less risky than AQGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AQRIX | AQGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 6.25% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 10.43% | -2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 19.94% | -7.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.64% | 18.17% | -7.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.76% | 17.79% | -8.03% |