AUEIX vs. DFUSX

In the year-to-date period, AUEIX achieves a 5.48% return, which is significantly higher than DFUSX's 1.02% return. Over the past 10 years, AUEIX has underperformed DFUSX with an annualized return of 4.92%, while DFUSX has yielded a comparatively higher 10.80% annualized return.

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AUEIX has a 0.37% expense ratio, which is higher than DFUSX's 0.08% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and DFA U.S. Large Company Portfolio (DFUSX). 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.

The current AUEIX Sharpe Ratio is -0.32, which is lower than the DFUSX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of AUEIX and DFUSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AUEIX's dividend yield for the trailing twelve months is around 23.04%, more than DFUSX's 1.27% yield.

The maximum AUEIX drawdown since its inception was -36.80%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for AUEIX and DFUSX.

The current volatility for AQR Large Cap Defensive Style Fund (AUEIX) is 3.30%, while DFA U.S. Large Company Portfolio (DFUSX) has a volatility of 4.78%. This indicates that AUEIX experiences smaller price fluctuations and is considered to be less risky than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.