ARCIX vs. VBR
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and Vanguard Small-Cap Value ETF (VBR).
ARCIX is managed by AQR Funds. It was launched on Jul 8, 2012. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARCIX or VBR.
Correlation
The correlation between ARCIX and VBR is 0.23, 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.
Performance
ARCIX vs. VBR - Performance Comparison
Key characteristics
ARCIX:
0.26
VBR:
0.08
ARCIX:
0.37
VBR:
0.27
ARCIX:
1.05
VBR:
1.04
ARCIX:
0.22
VBR:
0.07
ARCIX:
0.46
VBR:
0.22
ARCIX:
6.66%
VBR:
7.84%
ARCIX:
14.73%
VBR:
21.24%
ARCIX:
-54.25%
VBR:
-62.01%
ARCIX:
-5.64%
VBR:
-13.57%
Returns By Period
In the year-to-date period, ARCIX achieves a 3.56% return, which is significantly higher than VBR's -5.75% return. Both investments have delivered pretty close results over the past 10 years, with ARCIX having a 7.84% annualized return and VBR not far behind at 7.73%.
ARCIX
3.56%
5.61%
2.82%
3.74%
22.09%
7.84%
VBR
-5.75%
14.01%
-10.96%
1.75%
15.53%
7.73%
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ARCIX vs. VBR - Expense Ratio Comparison
ARCIX has a 1.00% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
ARCIX vs. VBR — Risk-Adjusted Performance Rank
ARCIX
VBR
ARCIX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and Vanguard Small-Cap Value ETF (VBR). 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
ARCIX vs. VBR - Dividend Comparison
ARCIX's dividend yield for the trailing twelve months is around 2.04%, less than VBR's 2.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 2.04% | 2.11% | 7.56% | 9.52% | 18.23% | 0.00% | 5.19% | 0.67% | 0.01% | 4.82% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 2.27% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
Drawdowns
ARCIX vs. VBR - Drawdown Comparison
The maximum ARCIX drawdown since its inception was -54.25%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for ARCIX and VBR. For additional features, visit the drawdowns tool.
Volatility
ARCIX vs. VBR - Volatility Comparison
The current volatility for AQR Risk-Balanced Commodities Strategy Fund (ARCIX) is 3.79%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 10.59%. This indicates that ARCIX experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.