AQRIX vs. SPY
Compare and contrast key facts about AQR Multi-Asset Fund (AQRIX) and SPDR S&P 500 ETF (SPY).
AQRIX is managed by AQR Funds. It was launched on Sep 29, 2010. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AQRIX or SPY.
Correlation
The correlation between AQRIX and SPY is -0.80. 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. SPY - Performance Comparison
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Key characteristics
AQRIX:
6.38%
SPY:
20.02%
AQRIX:
-0.55%
SPY:
-55.19%
AQRIX:
-0.37%
SPY:
-7.65%
Returns By Period
AQRIX
N/A
N/A
N/A
N/A
N/A
N/A
SPY
-3.42%
5.69%
-5.06%
9.73%
16.26%
12.24%
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AQRIX vs. SPY - Expense Ratio Comparison
AQRIX has a 0.80% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
AQRIX vs. SPY — Risk-Adjusted Performance Rank
AQRIX
SPY
AQRIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Multi-Asset Fund (AQRIX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
AQRIX's dividend yield for the trailing twelve months is around 1.66%, more than SPY's 1.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
AQRIX vs. SPY - Drawdown Comparison
The maximum AQRIX drawdown since its inception was -0.55%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AQRIX and SPY. For additional features, visit the drawdowns tool.
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Volatility
AQRIX vs. SPY - Volatility Comparison
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