ARCIX vs. VOO
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and Vanguard S&P 500 ETF (VOO).
ARCIX is managed by AQR Funds. It was launched on Jul 8, 2012. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARCIX or VOO.
Correlation
The correlation between ARCIX and VOO 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. VOO - Performance Comparison
Key characteristics
ARCIX:
1.79
VOO:
1.92
ARCIX:
2.51
VOO:
2.58
ARCIX:
1.31
VOO:
1.35
ARCIX:
1.51
VOO:
2.88
ARCIX:
3.87
VOO:
12.03
ARCIX:
6.27%
VOO:
2.02%
ARCIX:
13.59%
VOO:
12.69%
ARCIX:
-54.25%
VOO:
-33.99%
ARCIX:
0.00%
VOO:
0.00%
Returns By Period
In the year-to-date period, ARCIX achieves a 9.40% return, which is significantly higher than VOO's 4.36% return. Over the past 10 years, ARCIX has underperformed VOO with an annualized return of 8.47%, while VOO has yielded a comparatively higher 13.28% annualized return.
ARCIX
9.40%
4.03%
15.72%
22.87%
17.91%
8.47%
VOO
4.36%
2.34%
10.20%
24.11%
14.50%
13.28%
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ARCIX vs. VOO - Expense Ratio Comparison
ARCIX has a 1.00% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
ARCIX vs. VOO — Risk-Adjusted Performance Rank
ARCIX
VOO
ARCIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
ARCIX's dividend yield for the trailing twelve months is around 1.93%, more than VOO's 1.19% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 1.93% | 2.11% | 7.56% | 9.52% | 18.23% | 0.00% | 5.19% | 0.67% | 0.01% | 4.82% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
ARCIX vs. VOO - Drawdown Comparison
The maximum ARCIX drawdown since its inception was -54.25%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ARCIX and VOO. For additional features, visit the drawdowns tool.
Volatility
ARCIX vs. VOO - Volatility Comparison
AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.05% and 3.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.