PortfoliosLab logoPortfoliosLab logo
AUEIX vs. IPOS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AUEIX vs. IPOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Large Cap Defensive Style Fund (AUEIX) and Renaissance International IPO ETF (IPOS). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AUEIX vs. IPOS - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

IPOS
IPOS Risk / Return Rank: 7979
Overall Rank
IPOS Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IPOS Sortino Ratio Rank: 7676
Sortino Ratio Rank
IPOS Omega Ratio Rank: 7979
Omega Ratio Rank
IPOS Calmar Ratio Rank: 8484
Calmar Ratio Rank
IPOS Martin Ratio Rank: 7474
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. 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.


AUEIXIPOSDifference

Sharpe ratio

Return per unit of total volatility

0.33

1.52

-1.19

Sortino ratio

Return per unit of downside risk

0.54

1.95

-1.40

Omega ratio

Gain probability vs. loss probability

1.08

1.30

-0.22

Calmar ratio

Return relative to maximum drawdown

0.34

2.49

-2.15

Martin ratio

Return relative to average drawdown

1.55

7.61

-6.06

AUEIX vs. IPOS - Sharpe Ratio Comparison

The current AUEIX Sharpe Ratio is 0.33, which is lower than the IPOS Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of AUEIX and IPOS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AUEIXIPOSDifference

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.


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%
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.


Loading graphics...

Drawdown Indicators


AUEIXIPOSDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.22%

-54.15%

+48.93%

Average Drawdown

Average peak-to-trough decline

-3.44%

-31.77%

+28.33%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


AUEIXIPOSDifference

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%