AQRIX vs. AUEIX
Compare and contrast key facts about AQR Multi-Asset Fund (AQRIX) and AQR Large Cap Defensive Style Fund (AUEIX).
AQRIX is managed by AQR Funds. It was launched on Sep 29, 2010. AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AQRIX or AUEIX.
Correlation
The correlation between AQRIX and AUEIX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AQRIX vs. AUEIX - Performance Comparison
Key characteristics
AQRIX:
1.56
AUEIX:
-0.37
AQRIX:
2.24
AUEIX:
-0.28
AQRIX:
1.29
AUEIX:
0.91
AQRIX:
2.31
AUEIX:
-0.22
AQRIX:
7.35
AUEIX:
-0.83
AQRIX:
1.97%
AUEIX:
9.03%
AQRIX:
9.30%
AUEIX:
20.36%
AQRIX:
-24.06%
AUEIX:
-34.19%
AQRIX:
-1.07%
AUEIX:
-30.59%
Returns By Period
In the year-to-date period, AQRIX achieves a 6.22% return, which is significantly higher than AUEIX's 4.99% return. Over the past 10 years, AQRIX has underperformed AUEIX with an annualized return of 3.89%, while AUEIX has yielded a comparatively higher 4.91% annualized return.
AQRIX
6.22%
2.12%
6.37%
14.34%
7.23%
3.89%
AUEIX
4.99%
1.97%
-14.82%
-7.62%
0.39%
4.91%
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AQRIX vs. AUEIX - Expense Ratio Comparison
AQRIX has a 0.80% expense ratio, which is higher than AUEIX's 0.37% expense ratio.
Risk-Adjusted Performance
AQRIX vs. AUEIX — Risk-Adjusted Performance Rank
AQRIX
AUEIX
AQRIX vs. AUEIX - Risk-Adjusted Performance Comparison
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.
Dividends
AQRIX vs. AUEIX - Dividend Comparison
AQRIX's dividend yield for the trailing twelve months is around 1.61%, less than AUEIX's 1.70% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQRIX AQR Multi-Asset Fund | 1.61% | 1.71% | 2.41% | 6.82% | 5.39% | 1.09% | 9.59% | 3.33% | 1.95% | 2.52% | 0.00% | 4.29% |
AUEIX AQR Large Cap Defensive Style Fund | 1.70% | 1.78% | 2.37% | 1.39% | 1.06% | 1.29% | 1.10% | 1.22% | 1.44% | 1.45% | 0.95% | 1.98% |
Drawdowns
AQRIX vs. AUEIX - Drawdown Comparison
The maximum AQRIX drawdown since its inception was -24.06%, smaller than the maximum AUEIX drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for AQRIX and AUEIX. For additional features, visit the drawdowns tool.
Volatility
AQRIX vs. AUEIX - Volatility Comparison
AQR Multi-Asset Fund (AQRIX) and AQR Large Cap Defensive Style Fund (AUEIX) have volatilities of 2.52% and 2.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.