AQRIX vs. AUEIX

The year-to-date returns for both stocks are quite close, with AQRIX having a 5.65% return and AUEIX slightly lower at 5.48%. Over the past 10 years, AQRIX has outperformed AUEIX with an annualized return of 6.01%, while AUEIX has yielded a comparatively lower 4.92% annualized return.

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AQRIX has a 0.80% expense ratio, which is higher than AUEIX's 0.37% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Multi-Asset Fund (AQRIX) and AQR Large Cap Defensive Style Fund (AUEIX). 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 AQRIX Sharpe Ratio is 0.59, which is higher than the AUEIX Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of AQRIX and AUEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AQRIX's dividend yield for the trailing twelve months is around 1.62%, less than AUEIX's 23.04% yield.

The maximum AQRIX drawdown since its inception was -17.66%, smaller than the maximum AUEIX drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for AQRIX and AUEIX.

The current volatility for AQR Multi-Asset Fund (AQRIX) is 2.10%, while AQR Large Cap Defensive Style Fund (AUEIX) has a volatility of 3.30%. This indicates that AQRIX experiences smaller price fluctuations and is considered to be less risky than AUEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.