AUEIX vs. MOAT
Compare and contrast key facts about AQR Large Cap Defensive Style Fund (AUEIX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT).
AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012. MOAT is a passively managed fund by VanEck that tracks the performance of the Morningstar Wide Moat Focus Index. It was launched on Apr 24, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUEIX or MOAT.
Correlation
The correlation between AUEIX and MOAT is 0.82, 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. MOAT - Performance Comparison
Key characteristics
AUEIX:
-0.26
MOAT:
1.17
AUEIX:
-0.16
MOAT:
1.63
AUEIX:
0.95
MOAT:
1.21
AUEIX:
-0.22
MOAT:
2.10
AUEIX:
-1.74
MOAT:
5.91
AUEIX:
3.20%
MOAT:
2.35%
AUEIX:
21.27%
MOAT:
11.87%
AUEIX:
-33.57%
MOAT:
-33.31%
AUEIX:
-24.70%
MOAT:
-3.92%
Returns By Period
In the year-to-date period, AUEIX achieves a -7.15% return, which is significantly lower than MOAT's 11.77% return. Over the past 10 years, AUEIX has underperformed MOAT with an annualized return of 8.56%, while MOAT has yielded a comparatively higher 13.07% annualized return.
AUEIX
-7.15%
-21.30%
-15.25%
-6.30%
4.15%
8.56%
MOAT
11.77%
-0.51%
9.00%
12.43%
12.61%
13.07%
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AUEIX vs. MOAT - Expense Ratio Comparison
AUEIX has a 0.37% expense ratio, which is lower than MOAT's 0.48% expense ratio.
Risk-Adjusted Performance
AUEIX vs. MOAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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. MOAT - Dividend Comparison
Neither AUEIX nor MOAT has paid dividends to shareholders.
| 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% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.00% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
Drawdowns
AUEIX vs. MOAT - Drawdown Comparison
The maximum AUEIX drawdown since its inception was -33.57%, roughly equal to the maximum MOAT drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for AUEIX and MOAT. For additional features, visit the drawdowns tool.
Volatility
AUEIX vs. MOAT - Volatility Comparison
AQR Large Cap Defensive Style Fund (AUEIX) has a higher volatility of 21.83% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 4.17%. This indicates that AUEIX's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.