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AUEIX vs. FLCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AUEIX vs. FLCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Large Cap Defensive Style Fund (AUEIX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). The values are adjusted to include any dividend payments, if applicable.

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AUEIX vs. FLCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUEIX
AQR Large Cap Defensive Style Fund
0.79%6.95%13.85%9.49%-13.81%23.52%13.10%28.63%-0.27%22.14%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
-7.05%17.84%25.08%26.25%-18.06%28.61%18.24%31.59%-4.38%21.74%

Returns By Period

In the year-to-date period, AUEIX achieves a 0.79% return, which is significantly higher than FLCPX's -7.05% return. Over the past 10 years, AUEIX has underperformed FLCPX with an annualized return of 10.46%, while FLCPX has yielded a comparatively higher 13.75% annualized return.


AUEIX

1D
0.74%
1M
-5.02%
YTD
0.79%
6M
-1.36%
1Y
3.06%
3Y*
9.70%
5Y*
6.73%
10Y*
10.46%

FLCPX

1D
-0.39%
1M
-7.70%
YTD
-7.05%
6M
-4.58%
1Y
14.45%
3Y*
17.20%
5Y*
11.42%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AUEIX vs. FLCPX - Expense Ratio Comparison

AUEIX has a 0.37% expense ratio, which is higher than FLCPX's 0.02% expense ratio.


Return for Risk

AUEIX vs. FLCPX — Risk / Return Rank

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

AUEIX
AUEIX Risk / Return Rank: 1313
Overall Rank
AUEIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
AUEIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
AUEIX Omega Ratio Rank: 1313
Omega Ratio Rank
AUEIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
AUEIX Martin Ratio Rank: 1616
Martin Ratio Rank

FLCPX
FLCPX Risk / Return Rank: 4444
Overall Rank
FLCPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FLCPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FLCPX Omega Ratio Rank: 4949
Omega Ratio Rank
FLCPX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FLCPX Martin Ratio Rank: 4949
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.

AUEIX vs. FLCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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.


AUEIXFLCPXDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.84

-0.51

Sortino ratio

Return per unit of downside risk

0.54

1.30

-0.76

Omega ratio

Gain probability vs. loss probability

1.08

1.20

-0.12

Calmar ratio

Return relative to maximum drawdown

0.34

1.00

-0.66

Martin ratio

Return relative to average drawdown

1.55

4.86

-3.31

AUEIX vs. FLCPX - Sharpe Ratio Comparison

The current AUEIX Sharpe Ratio is 0.33, which is lower than the FLCPX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of AUEIX and FLCPX, 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


AUEIXFLCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.84

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.67

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.76

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.82

+0.01

Correlation

The correlation between AUEIX and FLCPX is 0.88, 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.


Dividends

AUEIX vs. FLCPX - Dividend Comparison

AUEIX's dividend yield for the trailing twelve months is around 22.52%, more than FLCPX's 0.60% yield.


TTM20252024202320222021202020192018201720162015
AUEIX
AQR Large Cap Defensive Style Fund
22.52%22.70%24.31%24.28%10.26%2.54%1.29%1.12%1.67%2.36%1.99%6.18%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
0.60%0.56%6.11%7.05%11.23%10.38%3.93%1.74%2.18%1.57%0.76%0.00%

Drawdowns

AUEIX vs. FLCPX - Drawdown Comparison

The maximum AUEIX drawdown since its inception was -30.82%, smaller than the maximum FLCPX drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for AUEIX and FLCPX.


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Drawdown Indicators


AUEIXFLCPXDifference

Max Drawdown

Largest peak-to-trough decline

-30.82%

-33.87%

+3.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-12.14%

+3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.08%

-24.40%

+2.32%

Max Drawdown (10Y)

Largest decline over 10 years

-30.82%

-33.87%

+3.05%

Current Drawdown

Current decline from peak

-5.22%

-8.89%

+3.67%

Average Drawdown

Average peak-to-trough decline

-3.44%

-4.24%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.56%

-0.61%

Volatility

AUEIX vs. FLCPX - Volatility Comparison

The current volatility for AQR Large Cap Defensive Style Fund (AUEIX) is 2.56%, while Fidelity SAI U.S. Large Cap Index Fund (FLCPX) has a volatility of 4.24%. This indicates that AUEIX experiences smaller price fluctuations and is considered to be less risky than FLCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUEIXFLCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

4.24%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

5.70%

9.09%

-3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

18.14%

-6.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.06%

17.03%

-3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

18.12%

-2.91%