ARCNX vs. QSPNX
Compare and contrast key facts about AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) and AQR Style Premia Alternative Fund Class N (QSPNX).
ARCNX is managed by AQR. QSPNX is an actively managed fund by AQR. It was launched on Oct 30, 2013.
Performance
ARCNX vs. QSPNX - Performance Comparison
Loading graphics...
ARCNX vs. QSPNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 17.59% | 20.76% | 7.19% | -0.50% | 20.97% | 39.48% | 8.11% | 17.68% | -17.83% | 10.20% |
QSPNX AQR Style Premia Alternative Fund Class N | 9.85% | 14.35% | 21.33% | 12.14% | 30.40% | 24.63% | -22.17% | -8.35% | -12.60% | 11.74% |
Returns By Period
In the year-to-date period, ARCNX achieves a 17.59% return, which is significantly higher than QSPNX's 9.85% return. Over the past 10 years, ARCNX has outperformed QSPNX with an annualized return of 12.76%, while QSPNX has yielded a comparatively lower 6.77% annualized return.
ARCNX
- 1D
- 0.47%
- 1M
- 5.67%
- YTD
- 17.59%
- 6M
- 26.30%
- 1Y
- 30.38%
- 3Y*
- 14.32%
- 5Y*
- 18.41%
- 10Y*
- 12.76%
QSPNX
- 1D
- -0.11%
- 1M
- 3.08%
- YTD
- 9.85%
- 6M
- 12.90%
- 1Y
- 12.64%
- 3Y*
- 19.61%
- 5Y*
- 18.57%
- 10Y*
- 6.77%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ARCNX vs. QSPNX - Expense Ratio Comparison
ARCNX has a 1.28% expense ratio, which is lower than QSPNX's 6.14% expense ratio.
Return for Risk
ARCNX vs. QSPNX — Risk / Return Rank
ARCNX
QSPNX
ARCNX vs. QSPNX - 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 AQR Style Premia Alternative Fund Class N (QSPNX). 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 | QSPNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.35 | +0.61 |
Sortino ratioReturn per unit of downside risk | 2.45 | 1.85 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.25 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.14 | 1.68 | +1.45 |
Martin ratioReturn relative to average drawdown | 9.87 | 5.06 | +4.81 |
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
| ARCNX | QSPNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.35 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 1.17 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.53 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.59 | -0.30 |
Correlation
The correlation between ARCNX and QSPNX is 0.00, 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
ARCNX vs. QSPNX - Dividend Comparison
ARCNX's dividend yield for the trailing twelve months is around 11.54%, more than QSPNX's 2.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 11.54% | 13.57% | 1.89% | 7.45% | 9.45% | 18.31% | 0.09% | 4.98% | 0.29% | 0.01% | 4.69% | 0.00% |
QSPNX AQR Style Premia Alternative Fund Class N | 2.18% | 2.39% | 6.80% | 23.73% | 22.62% | 12.61% | 0.00% | 1.63% | 0.51% | 6.81% | 1.75% | 5.68% |
Drawdowns
ARCNX vs. QSPNX - Drawdown Comparison
The maximum ARCNX drawdown since its inception was -55.17%, which is greater than QSPNX's maximum drawdown of -41.79%. Use the drawdown chart below to compare losses from any high point for ARCNX and QSPNX.
Loading graphics...
Drawdown Indicators
| ARCNX | QSPNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.17% | -41.79% | -13.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -7.78% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.30% | -17.17% | -3.13% |
Max Drawdown (10Y)Largest decline over 10 years | -32.80% | -41.79% | +8.99% |
Current DrawdownCurrent decline from peak | -0.56% | -0.21% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -26.26% | -9.72% | -16.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.74% | +0.47% |
Volatility
ARCNX vs. QSPNX - Volatility Comparison
AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) has a higher volatility of 5.33% compared to AQR Style Premia Alternative Fund Class N (QSPNX) at 2.64%. This indicates that ARCNX's price experiences larger fluctuations and is considered to be riskier than QSPNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ARCNX | QSPNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 2.64% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 6.59% | +6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 10.11% | +5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.16% | 15.93% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 12.76% | +4.70% |