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:
0.11
VOO:
2.04
ARCIX:
0.25
VOO:
2.72
ARCIX:
1.03
VOO:
1.38
ARCIX:
0.10
VOO:
3.02
ARCIX:
0.24
VOO:
13.60
ARCIX:
6.55%
VOO:
1.88%
ARCIX:
13.66%
VOO:
12.52%
ARCIX:
-54.25%
VOO:
-33.99%
ARCIX:
-10.49%
VOO:
-3.52%
Returns By Period
In the year-to-date period, ARCIX achieves a 1.93% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, ARCIX has underperformed VOO with an annualized return of 6.41%, while VOO has yielded a comparatively higher 13.02% annualized return.
ARCIX
1.93%
-4.20%
-5.59%
2.05%
13.73%
6.41%
VOO
24.65%
-0.29%
7.63%
24.77%
14.57%
13.02%
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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 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 has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCIX AQR Risk-Balanced Commodities Strategy Fund | 0.00% | 7.56% | 9.52% | 18.23% | 0.00% | 5.19% | 0.67% | 0.01% | 4.82% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 0.92% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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) has a higher volatility of 4.13% compared to Vanguard S&P 500 ETF (VOO) at 3.56%. This indicates that ARCIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.