AUEIX vs. DFUSX
Compare and contrast key facts about AQR Large Cap Defensive Style Fund (AUEIX) and DFA U.S. Large Company Portfolio (DFUSX).
AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012. DFUSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 23, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUEIX or DFUSX.
Correlation
The correlation between AUEIX and DFUSX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AUEIX vs. DFUSX - Performance Comparison
Key characteristics
AUEIX:
-0.26
DFUSX:
2.18
AUEIX:
-0.16
DFUSX:
2.90
AUEIX:
0.95
DFUSX:
1.40
AUEIX:
-0.22
DFUSX:
3.23
AUEIX:
-1.74
DFUSX:
14.22
AUEIX:
3.20%
DFUSX:
1.92%
AUEIX:
21.27%
DFUSX:
12.56%
AUEIX:
-33.57%
DFUSX:
-54.96%
AUEIX:
-24.70%
DFUSX:
-2.94%
Returns By Period
In the year-to-date period, AUEIX achieves a -7.15% return, which is significantly lower than DFUSX's 25.42% return. Over the past 10 years, AUEIX has underperformed DFUSX with an annualized return of 8.56%, while DFUSX has yielded a comparatively higher 12.99% annualized return.
AUEIX
-7.15%
-21.30%
-15.25%
-6.30%
4.15%
8.56%
DFUSX
25.42%
-0.03%
8.79%
26.06%
14.66%
12.99%
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AUEIX vs. DFUSX - Expense Ratio Comparison
AUEIX has a 0.37% expense ratio, which is higher than DFUSX's 0.08% expense ratio.
Risk-Adjusted Performance
AUEIX vs. DFUSX - Risk-Adjusted Performance Comparison
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.
Dividends
AUEIX vs. DFUSX - Dividend Comparison
AUEIX has not paid dividends to shareholders, while DFUSX's dividend yield for the trailing twelve months is around 0.84%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 0.00% | 2.38% | 1.39% | 1.06% | 1.29% | 1.10% | 1.22% | 1.44% | 1.45% | 0.95% | 1.98% | 0.63% |
DFUSX DFA U.S. Large Company Portfolio | 0.84% | 1.34% | 1.58% | 1.14% | 1.60% | 1.76% | 1.95% | 1.86% | 2.08% | 2.02% | 1.81% | 1.79% |
Drawdowns
AUEIX vs. DFUSX - Drawdown Comparison
The maximum AUEIX drawdown since its inception was -33.57%, 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. For additional features, visit the drawdowns tool.
Volatility
AUEIX vs. DFUSX - Volatility Comparison
AQR Large Cap Defensive Style Fund (AUEIX) has a higher volatility of 21.83% compared to DFA U.S. Large Company Portfolio (DFUSX) at 3.83%. This indicates that AUEIX's price experiences larger fluctuations and is considered to be riskier than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.