AQRIX vs. VGT
Compare and contrast key facts about AQR Multi-Asset Fund (AQRIX) and Vanguard Information Technology ETF (VGT).
AQRIX is managed by AQR Funds. It was launched on Sep 29, 2010. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Mar 25, 2004.
Performance
AQRIX vs. VGT - Performance Comparison
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AQRIX vs. VGT - 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% |
VGT Vanguard Information Technology ETF | -6.16% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Returns By Period
In the year-to-date period, AQRIX achieves a 2.01% return, which is significantly higher than VGT's -6.16% return. Over the past 10 years, AQRIX has underperformed VGT with an annualized return of 8.00%, while VGT has yielded a comparatively higher 21.51% 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%
VGT
- 1D
- 1.28%
- 1M
- -3.61%
- YTD
- -6.16%
- 6M
- -5.90%
- 1Y
- 29.76%
- 3Y*
- 23.10%
- 5Y*
- 14.83%
- 10Y*
- 21.51%
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AQRIX vs. VGT - Expense Ratio Comparison
AQRIX has a 0.80% expense ratio, which is higher than VGT's 0.09% expense ratio.
Return for Risk
AQRIX vs. VGT — Risk / Return Rank
AQRIX
VGT
AQRIX vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Multi-Asset Fund (AQRIX) and Vanguard Information Technology ETF (VGT). 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 | VGT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.10 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.67 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.88 | -0.17 |
Martin ratioReturn relative to average drawdown | 7.30 | 5.77 | +1.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AQRIX | VGT | 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 | 0.59 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.88 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.61 | +0.14 |
Correlation
The correlation between AQRIX and VGT is 0.55, 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.
Dividends
AQRIX vs. VGT - Dividend Comparison
AQRIX's dividend yield for the trailing twelve months is around 3.78%, more than VGT's 0.43% 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% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Drawdowns
AQRIX vs. VGT - Drawdown Comparison
The maximum AQRIX drawdown since its inception was -19.37%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for AQRIX and VGT.
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Drawdown Indicators
| AQRIX | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.37% | -54.63% | +35.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -16.40% | +6.88% |
Max Drawdown (5Y)Largest decline over 5 years | -19.37% | -35.07% | +15.70% |
Max Drawdown (10Y)Largest decline over 10 years | -19.37% | -35.07% | +15.70% |
Current DrawdownCurrent decline from peak | -5.14% | -11.66% | +6.52% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -8.00% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 5.35% | -3.11% |
Volatility
AQRIX vs. VGT - Volatility Comparison
The current volatility for AQR Multi-Asset Fund (AQRIX) is 4.72%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.03%. This indicates that AQRIX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AQRIX | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.72% | 8.03% | -3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 16.35% | -8.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 27.27% | -15.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.64% | 25.06% | -14.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.76% | 24.48% | -14.72% |