AUEIX vs. IPOS
Compare and contrast key facts about AQR Large Cap Defensive Style Fund (AUEIX) and Renaissance International IPO ETF (IPOS).
AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012. IPOS is a passively managed fund by Renaissance Capital that tracks the performance of the Renaissance International IPO Index. It was launched on Oct 6, 2014.
Performance
AUEIX vs. IPOS - Performance Comparison
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AUEIX vs. IPOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IPOS Renaissance International IPO ETF | 7.91% | 39.93% | -12.34% | -16.49% | -33.46% | -30.62% | 50.71% | 30.93% | -22.33% | 36.83% |
Returns By Period
In the year-to-date period, AUEIX achieves a 0.79% return, which is significantly lower than IPOS's 7.91% return. Over the past 10 years, AUEIX has outperformed IPOS with an annualized return of 10.46%, while IPOS has yielded a comparatively lower 0.20% 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%
IPOS
- 1D
- 3.24%
- 1M
- -8.63%
- YTD
- 7.91%
- 6M
- 4.10%
- 1Y
- 44.00%
- 3Y*
- 4.31%
- 5Y*
- -12.01%
- 10Y*
- 0.20%
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AUEIX vs. IPOS - Expense Ratio Comparison
AUEIX has a 0.37% expense ratio, which is lower than IPOS's 0.80% expense ratio.
Return for Risk
AUEIX vs. IPOS — Risk / Return Rank
AUEIX
IPOS
AUEIX vs. IPOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and Renaissance International IPO ETF (IPOS). 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.
| AUEIX | IPOS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 1.52 | -1.19 |
Sortino ratioReturn per unit of downside risk | 0.54 | 1.95 | -1.40 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.30 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.34 | 2.49 | -2.15 |
Martin ratioReturn relative to average drawdown | 1.55 | 7.61 | -6.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AUEIX | IPOS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 1.52 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | -0.46 | +0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.01 | +0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | -0.00 | +0.84 |
Correlation
The correlation between AUEIX and IPOS is 0.38, 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
AUEIX vs. IPOS - Dividend Comparison
AUEIX's dividend yield for the trailing twelve months is around 22.52%, more than IPOS's 0.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IPOS Renaissance International IPO ETF | 0.88% | 1.04% | 0.93% | 0.33% | 0.00% | 0.00% | 0.25% | 0.89% | 1.12% | 0.87% | 1.73% | 1.08% |
Drawdowns
AUEIX vs. IPOS - Drawdown Comparison
The maximum AUEIX drawdown since its inception was -30.82%, smaller than the maximum IPOS drawdown of -73.09%. Use the drawdown chart below to compare losses from any high point for AUEIX and IPOS.
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Drawdown Indicators
| AUEIX | IPOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.82% | -73.09% | +42.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -17.17% | +8.23% |
Max Drawdown (5Y)Largest decline over 5 years | -22.08% | -70.33% | +48.25% |
Max Drawdown (10Y)Largest decline over 10 years | -30.82% | -73.09% | +42.27% |
Current DrawdownCurrent decline from peak | -5.22% | -54.15% | +48.93% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -31.77% | +28.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 5.62% | -3.67% |
Volatility
AUEIX vs. IPOS - Volatility Comparison
The current volatility for AQR Large Cap Defensive Style Fund (AUEIX) is 2.56%, while Renaissance International IPO ETF (IPOS) has a volatility of 17.95%. This indicates that AUEIX experiences smaller price fluctuations and is considered to be less risky than IPOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUEIX | IPOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 17.95% | -15.39% |
Volatility (6M)Calculated over the trailing 6-month period | 5.70% | 23.95% | -18.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 29.09% | -17.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 26.49% | -13.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 23.69% | -8.48% |