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AQRNX vs. QSPNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AQRNX vs. QSPNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Multi-Asset Fund Class N (AQRNX) and AQR Style Premia Alternative Fund Class N (QSPNX). The values are adjusted to include any dividend payments, if applicable.

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AQRNX vs. QSPNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AQRNX
AQR Multi-Asset Fund Class N
1.93%18.46%10.07%11.38%-10.73%14.06%2.41%21.98%-7.22%16.12%
QSPNX
AQR Style Premia Alternative Fund Class N
9.85%14.35%21.33%12.14%30.40%24.63%-22.17%-8.35%-12.60%11.74%

Returns By Period

In the year-to-date period, AQRNX achieves a 1.93% return, which is significantly lower than QSPNX's 9.85% return. Over the past 10 years, AQRNX has outperformed QSPNX with an annualized return of 7.84%, while QSPNX has yielded a comparatively lower 6.77% annualized return.


AQRNX

1D
1.76%
1M
-4.49%
YTD
1.93%
6M
4.49%
1Y
14.48%
3Y*
12.42%
5Y*
7.99%
10Y*
7.84%

QSPNX

1D
-0.11%
1M
3.08%
YTD
9.85%
6M
12.90%
1Y
12.64%
3Y*
19.61%
5Y*
18.57%
10Y*
6.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AQRNX vs. QSPNX - Expense Ratio Comparison

AQRNX has a 1.31% expense ratio, which is lower than QSPNX's 6.14% expense ratio.


Return for Risk

AQRNX vs. QSPNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AQRNX
AQRNX Risk / Return Rank: 5959
Overall Rank
AQRNX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AQRNX Sortino Ratio Rank: 5858
Sortino Ratio Rank
AQRNX Omega Ratio Rank: 5858
Omega Ratio Rank
AQRNX Calmar Ratio Rank: 5757
Calmar Ratio Rank
AQRNX Martin Ratio Rank: 6161
Martin Ratio Rank

QSPNX
QSPNX Risk / Return Rank: 5757
Overall Rank
QSPNX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QSPNX Sortino Ratio Rank: 6464
Sortino Ratio Rank
QSPNX Omega Ratio Rank: 5555
Omega Ratio Rank
QSPNX Calmar Ratio Rank: 5959
Calmar Ratio Rank
QSPNX Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AQRNX vs. QSPNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Multi-Asset Fund Class N (AQRNX) and AQR Style Premia Alternative Fund Class N (QSPNX). 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.


AQRNXQSPNXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.35

-0.06

Sortino ratio

Return per unit of downside risk

1.74

1.85

-0.11

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

1.67

1.68

-0.01

Martin ratio

Return relative to average drawdown

7.10

5.06

+2.04

AQRNX vs. QSPNX - Sharpe Ratio Comparison

The current AQRNX Sharpe Ratio is 1.29, which is comparable to the QSPNX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of AQRNX and QSPNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AQRNXQSPNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.35

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

1.17

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.53

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.59

+0.14

Correlation

The correlation between AQRNX and QSPNX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AQRNX vs. QSPNX - Dividend Comparison

AQRNX's dividend yield for the trailing twelve months is around 3.60%, more than QSPNX's 2.18% yield.


TTM20252024202320222021202020192018201720162015
AQRNX
AQR Multi-Asset Fund Class N
3.60%3.67%1.44%2.18%6.67%6.21%0.72%7.45%7.08%10.27%6.78%2.51%
QSPNX
AQR Style Premia Alternative Fund Class N
2.18%2.39%6.80%23.73%22.62%12.61%0.00%1.63%0.51%6.81%1.75%5.68%

Drawdowns

AQRNX vs. QSPNX - Drawdown Comparison

The maximum AQRNX drawdown since its inception was -19.37%, smaller than the maximum QSPNX drawdown of -41.79%. Use the drawdown chart below to compare losses from any high point for AQRNX and QSPNX.


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Drawdown Indicators


AQRNXQSPNXDifference

Max Drawdown

Largest peak-to-trough decline

-19.37%

-41.79%

+22.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-7.78%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-19.37%

-17.17%

-2.20%

Max Drawdown (10Y)

Largest decline over 10 years

-19.37%

-41.79%

+22.42%

Current Drawdown

Current decline from peak

-5.16%

-0.21%

-4.95%

Average Drawdown

Average peak-to-trough decline

-4.93%

-9.72%

+4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

2.74%

-0.49%

Volatility

AQRNX vs. QSPNX - Volatility Comparison

AQR Multi-Asset Fund Class N (AQRNX) has a higher volatility of 4.73% compared to AQR Style Premia Alternative Fund Class N (QSPNX) at 2.64%. This indicates that AQRNX's price experiences larger fluctuations and is considered to be riskier than QSPNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AQRNXQSPNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

2.64%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.92%

6.59%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.03%

10.11%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.62%

15.93%

-5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.74%

12.76%

-3.02%