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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUEIX or IPOS.
Correlation
The correlation between AUEIX and IPOS is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AUEIX vs. IPOS - Performance Comparison
Key characteristics
AUEIX:
-0.45
IPOS:
-0.23
AUEIX:
-0.37
IPOS:
-0.24
AUEIX:
0.91
IPOS:
0.97
AUEIX:
-0.26
IPOS:
-0.09
AUEIX:
-0.74
IPOS:
-0.56
AUEIX:
13.08%
IPOS:
12.24%
AUEIX:
22.44%
IPOS:
23.67%
AUEIX:
-36.80%
IPOS:
-73.09%
AUEIX:
-31.44%
IPOS:
-66.07%
Returns By Period
In the year-to-date period, AUEIX achieves a 3.71% return, which is significantly lower than IPOS's 11.74% return. Over the past 10 years, AUEIX has outperformed IPOS with an annualized return of 4.82%, while IPOS has yielded a comparatively lower -5.13% annualized return.
AUEIX
3.71%
2.94%
-19.27%
-10.03%
0.77%
4.82%
IPOS
11.74%
18.08%
9.48%
-5.34%
-10.73%
-5.13%
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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.
Risk-Adjusted Performance
AUEIX vs. IPOS — Risk-Adjusted Performance Rank
AUEIX
IPOS
AUEIX vs. IPOS - Risk-Adjusted Performance 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.
Dividends
AUEIX vs. IPOS - Dividend Comparison
AUEIX's dividend yield for the trailing twelve months is around 23.44%, more than IPOS's 0.94% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 23.44% | 24.31% | 24.26% | 10.26% | 2.54% | 1.29% | 1.12% | 1.66% | 2.36% | 1.99% | 6.18% | 4.90% |
IPOS Renaissance International IPO ETF | 0.94% | 0.93% | 0.33% | 0.00% | 0.00% | 0.25% | 0.89% | 5.40% | 0.87% | 1.73% | 1.08% | 0.16% |
Drawdowns
AUEIX vs. IPOS - Drawdown Comparison
The maximum AUEIX drawdown since its inception was -36.80%, 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. For additional features, visit the drawdowns tool.
Volatility
AUEIX vs. IPOS - Volatility Comparison
The current volatility for AQR Large Cap Defensive Style Fund (AUEIX) is 4.33%, while Renaissance International IPO ETF (IPOS) has a volatility of 7.11%. 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.