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.
Performance
AUEIX vs. MOAT - Performance Comparison
Returns By Period
In the year-to-date period, AUEIX achieves a 17.53% return, which is significantly higher than MOAT's 11.98% return. Over the past 10 years, AUEIX has underperformed MOAT with an annualized return of 11.44%, while MOAT has yielded a comparatively higher 12.94% annualized return.
AUEIX
17.53%
-0.88%
8.13%
22.27%
9.94%
11.44%
MOAT
11.98%
-2.65%
6.00%
23.81%
13.49%
12.94%
Key characteristics
| AUEIX | MOAT | |
|---|---|---|
| Sharpe Ratio | 0.72 | 2.05 |
| Sortino Ratio | 1.25 | 2.80 |
| Omega Ratio | 1.43 | 1.36 |
| Calmar Ratio | 1.10 | 3.45 |
| Martin Ratio | 1.91 | 10.68 |
| Ulcer Index | 11.66% | 2.27% |
| Daily Std Dev | 31.14% | 11.83% |
| Max Drawdown | -33.57% | -33.31% |
| Current Drawdown | -4.69% | -3.01% |
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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.
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.
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
AUEIX's dividend yield for the trailing twelve months is around 2.02%, more than MOAT's 0.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 2.02% | 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 | 0.77% | 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) and VanEck Vectors Morningstar Wide Moat ETF (MOAT) have volatilities of 3.24% and 3.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.