ARCNX vs. GOLDX
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) and Gabelli Gold Fund (GOLDX).
ARCNX is managed by AQR. GOLDX is managed by Gabelli. It was launched on Jul 10, 1994.
Performance
ARCNX vs. GOLDX - Performance Comparison
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ARCNX vs. GOLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 17.04% | 20.76% | 7.19% | -0.50% | 20.97% | 39.48% | 8.11% | 17.68% | -17.83% | 10.20% |
GOLDX Gabelli Gold Fund | -0.94% | 165.59% | 14.92% | 7.85% | -11.02% | -8.97% | 26.30% | 43.94% | -14.80% | 6.22% |
Returns By Period
In the year-to-date period, ARCNX achieves a 17.04% return, which is significantly higher than GOLDX's -0.94% return. Over the past 10 years, ARCNX has underperformed GOLDX with an annualized return of 12.71%, while GOLDX has yielded a comparatively higher 16.72% annualized return.
ARCNX
- 1D
- 0.67%
- 1M
- 6.12%
- YTD
- 17.04%
- 6M
- 26.24%
- 1Y
- 30.47%
- 3Y*
- 14.14%
- 5Y*
- 18.43%
- 10Y*
- 12.71%
GOLDX
- 1D
- 0.00%
- 1M
- -27.25%
- YTD
- -0.94%
- 6M
- 19.76%
- 1Y
- 98.89%
- 3Y*
- 43.60%
- 5Y*
- 25.06%
- 10Y*
- 16.72%
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ARCNX vs. GOLDX - Expense Ratio Comparison
ARCNX has a 1.28% expense ratio, which is lower than GOLDX's 1.51% expense ratio.
Return for Risk
ARCNX vs. GOLDX — Risk / Return Rank
ARCNX
GOLDX
ARCNX vs. GOLDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) and Gabelli Gold Fund (GOLDX). 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.
| ARCNX | GOLDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 2.38 | -0.42 |
Sortino ratioReturn per unit of downside risk | 2.45 | 2.59 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.38 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.25 | -0.18 |
Martin ratioReturn relative to average drawdown | 9.67 | 12.71 | -3.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARCNX | GOLDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 2.38 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.79 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.52 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.23 | +0.06 |
Correlation
The correlation between ARCNX and GOLDX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ARCNX vs. GOLDX - Dividend Comparison
ARCNX's dividend yield for the trailing twelve months is around 11.59%, less than GOLDX's 15.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 11.59% | 13.57% | 1.89% | 7.45% | 9.45% | 18.31% | 0.09% | 4.98% | 0.29% | 0.01% | 4.69% |
GOLDX Gabelli Gold Fund | 15.72% | 15.57% | 2.11% | 1.13% | 0.00% | 0.00% | 1.69% | 0.83% | 0.34% | 0.51% | 2.18% |
Drawdowns
ARCNX vs. GOLDX - Drawdown Comparison
The maximum ARCNX drawdown since its inception was -55.17%, smaller than the maximum GOLDX drawdown of -73.40%. Use the drawdown chart below to compare losses from any high point for ARCNX and GOLDX.
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Drawdown Indicators
| ARCNX | GOLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.17% | -73.40% | +18.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -31.96% | +21.86% |
Max Drawdown (5Y)Largest decline over 5 years | -20.30% | -44.73% | +24.43% |
Max Drawdown (10Y)Largest decline over 10 years | -32.80% | -49.42% | +16.62% |
Current DrawdownCurrent decline from peak | -1.03% | -27.41% | +26.38% |
Average DrawdownAverage peak-to-trough decline | -26.27% | -34.58% | +8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 8.18% | -4.97% |
Volatility
ARCNX vs. GOLDX - Volatility Comparison
The current volatility for AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) is 5.36%, while Gabelli Gold Fund (GOLDX) has a volatility of 15.86%. This indicates that ARCNX experiences smaller price fluctuations and is considered to be less risky than GOLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARCNX | GOLDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 15.86% | -10.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 35.05% | -22.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 42.34% | -26.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 31.76% | -12.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 32.17% | -14.70% |