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ASMNX vs. QSPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASMNX vs. QSPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Small Cap Momentum Style Fund Class N (ASMNX) and AQR Style Premia Alternative Fund (QSPIX). The values are adjusted to include any dividend payments, if applicable.

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ASMNX vs. QSPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASMNX
AQR Small Cap Momentum Style Fund Class N
-3.27%16.62%16.62%18.09%-19.78%15.05%25.80%25.69%-12.36%17.21%
QSPIX
AQR Style Premia Alternative Fund
9.94%14.82%21.48%12.46%30.76%24.93%-21.96%-8.22%-12.35%12.12%

Returns By Period

In the year-to-date period, ASMNX achieves a -3.27% return, which is significantly lower than QSPIX's 9.94% return. Over the past 10 years, ASMNX has outperformed QSPIX with an annualized return of 10.66%, while QSPIX has yielded a comparatively lower 7.05% annualized return.


ASMNX

1D
-2.57%
1M
-9.77%
YTD
-3.27%
6M
-4.58%
1Y
25.01%
3Y*
15.55%
5Y*
5.26%
10Y*
10.66%

QSPIX

1D
-0.21%
1M
3.82%
YTD
9.94%
6M
12.16%
1Y
13.99%
3Y*
19.92%
5Y*
18.65%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASMNX vs. QSPIX - Expense Ratio Comparison

ASMNX has a 0.88% expense ratio, which is lower than QSPIX's 1.49% expense ratio.


Return for Risk

ASMNX vs. QSPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASMNX
ASMNX Risk / Return Rank: 5050
Overall Rank
ASMNX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ASMNX Sortino Ratio Rank: 4848
Sortino Ratio Rank
ASMNX Omega Ratio Rank: 3838
Omega Ratio Rank
ASMNX Calmar Ratio Rank: 6969
Calmar Ratio Rank
ASMNX Martin Ratio Rank: 4848
Martin Ratio Rank

QSPIX
QSPIX Risk / Return Rank: 7272
Overall Rank
QSPIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QSPIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
QSPIX Omega Ratio Rank: 7070
Omega Ratio Rank
QSPIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
QSPIX Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASMNX vs. QSPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Small Cap Momentum Style Fund Class N (ASMNX) and AQR Style Premia Alternative Fund (QSPIX). 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.


ASMNXQSPIXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.42

-0.48

Sortino ratio

Return per unit of downside risk

1.41

1.94

-0.52

Omega ratio

Gain probability vs. loss probability

1.18

1.26

-0.08

Calmar ratio

Return relative to maximum drawdown

1.60

1.76

-0.15

Martin ratio

Return relative to average drawdown

4.87

5.29

-0.43

ASMNX vs. QSPIX - Sharpe Ratio Comparison

The current ASMNX Sharpe Ratio is 0.94, which is lower than the QSPIX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of ASMNX and QSPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ASMNXQSPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.42

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.18

-0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.55

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.61

-0.20

Correlation

The correlation between ASMNX and QSPIX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ASMNX vs. QSPIX - Dividend Comparison

ASMNX's dividend yield for the trailing twelve months is around 8.32%, more than QSPIX's 2.34% yield.


TTM20252024202320222021202020192018201720162015
ASMNX
AQR Small Cap Momentum Style Fund Class N
8.32%8.05%19.09%3.54%0.27%24.51%5.45%3.83%29.34%9.61%0.00%0.97%
QSPIX
AQR Style Premia Alternative Fund
2.34%2.57%6.95%23.77%22.68%12.78%0.00%1.62%0.96%7.08%1.74%5.83%

Drawdowns

ASMNX vs. QSPIX - Drawdown Comparison

The maximum ASMNX drawdown since its inception was -42.57%, roughly equal to the maximum QSPIX drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for ASMNX and QSPIX.


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Drawdown Indicators


ASMNXQSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.57%

-41.37%

-1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-8.11%

-5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-40.27%

-17.13%

-23.14%

Max Drawdown (10Y)

Largest decline over 10 years

-42.57%

-41.37%

-1.20%

Current Drawdown

Current decline from peak

-13.75%

-0.21%

-13.54%

Average Drawdown

Average peak-to-trough decline

-11.67%

-9.54%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.53%

2.70%

+1.83%

Volatility

ASMNX vs. QSPIX - Volatility Comparison

AQR Small Cap Momentum Style Fund Class N (ASMNX) has a higher volatility of 8.62% compared to AQR Style Premia Alternative Fund (QSPIX) at 2.61%. This indicates that ASMNX's price experiences larger fluctuations and is considered to be riskier than QSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASMNXQSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.62%

2.61%

+6.01%

Volatility (6M)

Calculated over the trailing 6-month period

18.79%

6.62%

+12.17%

Volatility (1Y)

Calculated over the trailing 1-year period

26.63%

10.12%

+16.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.92%

15.98%

+11.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.39%

12.76%

+13.63%