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AQRIX vs. PRWCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

AQRIX vs. PRWCX

Last updated May 12, 2025

Compare and contrast key facts about AQR Multi-Asset Fund (AQRIX) and T. Rowe Price Capital Appreciation Fund (PRWCX).

AQRIX is managed by AQR Funds. It was launched on Sep 29, 2010. PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AQRIX or PRWCX.

Correlation

The correlation between AQRIX and PRWCX is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

AQRIX vs. PRWCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Multi-Asset Fund (AQRIX) and T. Rowe Price Capital Appreciation Fund (PRWCX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

AQRIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

PRWCX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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AQRIX vs. PRWCX - Expense Ratio Comparison

AQRIX has a 0.80% expense ratio, which is higher than PRWCX's 0.68% expense ratio.

AQRIX
AQR Multi-Asset Fund
PRWCX
T. Rowe Price Capital Appreciation Fund

Risk-Adjusted Performance

AQRIX vs. PRWCX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AQRIX
The Risk-Adjusted Performance Rank of AQRIX is 6161
Overall Rank
The Sharpe Ratio Rank of AQRIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AQRIX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of AQRIX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of AQRIX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of AQRIX is 6363
Martin Ratio Rank
PRWCX
The Risk-Adjusted Performance Rank of PRWCX is 7777
Overall Rank
The Sharpe Ratio Rank of PRWCX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of PRWCX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of PRWCX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of PRWCX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of PRWCX is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AQRIX vs. PRWCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Multi-Asset Fund (AQRIX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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.

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Dividends

AQRIX vs. PRWCX - Dividend Comparison

AQRIX's dividend yield for the trailing twelve months is around 1.66%, while PRWCX has not paid dividends to shareholders.

TTM20242023202220212020201920182017201620152014
AQRIX
AQR Multi-Asset Fund		1.66%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRWCX
T. Rowe Price Capital Appreciation Fund		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AQRIX vs. PRWCX - Drawdown Comparison

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Volatility

AQRIX vs. PRWCX - Volatility Comparison

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