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.
Performance
ARCIX vs. VOO - Performance Comparison
Loading graphics...
ARCIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 17.04% | 20.99% | 7.43% | -0.22% | 21.39% | 39.74% | 8.15% | 18.15% | -17.56% | 10.41% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, ARCIX achieves a 17.04% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, ARCIX has underperformed VOO with an annualized return of 12.98%, while VOO has yielded a comparatively higher 14.05% annualized return.
ARCIX
- 1D
- 0.56%
- 1M
- 6.06%
- YTD
- 17.04%
- 6M
- 26.39%
- 1Y
- 30.67%
- 3Y*
- 14.38%
- 5Y*
- 18.72%
- 10Y*
- 12.98%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ARCIX vs. VOO - Expense Ratio Comparison
ARCIX has a 1.00% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
ARCIX vs. VOO — Risk / Return Rank
ARCIX
VOO
ARCIX vs. VOO - Risk-Adjusted Trends 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.
| ARCIX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 0.98 | +1.00 |
Sortino ratioReturn per unit of downside risk | 2.48 | 1.50 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.23 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.53 | +1.54 |
Martin ratioReturn relative to average drawdown | 9.79 | 7.29 | +2.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ARCIX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 0.98 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.70 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.78 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.83 | -0.52 |
Correlation
The correlation between ARCIX and VOO is 0.21, 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
ARCIX vs. VOO - Dividend Comparison
ARCIX's dividend yield for the trailing twelve months is around 11.48%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 11.48% | 13.44% | 2.11% | 7.56% | 9.51% | 18.23% | 0.09% | 5.19% | 0.67% | 0.01% | 4.82% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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.
Loading graphics...
Drawdown Indicators
| ARCIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -33.99% | -20.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -11.98% | +1.79% |
Max Drawdown (5Y)Largest decline over 5 years | -20.29% | -24.52% | +4.23% |
Max Drawdown (10Y)Largest decline over 10 years | -32.45% | -33.99% | +1.54% |
Current DrawdownCurrent decline from peak | -1.09% | -6.29% | +5.20% |
Average DrawdownAverage peak-to-trough decline | -25.68% | -3.72% | -21.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.52% | +0.69% |
Volatility
ARCIX vs. VOO - Volatility Comparison
AQR Risk-Balanced Commodities Strategy Fund (ARCIX) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.41% and 5.29%, 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.
Loading graphics...
Volatility by Period
| ARCIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 5.29% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 9.44% | +3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 18.10% | -2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 16.82% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 17.99% | -0.53% |