AUEIX vs. POGSX
AUEIX (AQR Large Cap Defensive Style Fund) and POGSX (Pin Oak Equity) are both Large Cap Blend Equities funds. Over the past 10 years, AUEIX returned 10.80%/yr vs 14.10%/yr for POGSX. Their correlation of 0.83 means they have usually moved in the same direction. AUEIX charges 0.37%/yr vs 0.91%/yr for POGSX.
Performance
AUEIX vs. POGSX - Performance Comparison
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Returns By Period
In the year-to-date period, AUEIX achieves a 8.16% return, which is significantly lower than POGSX's 20.40% return. Over the past 10 years, AUEIX has underperformed POGSX with an annualized return of 10.80%, while POGSX has yielded a comparatively higher 14.10% annualized return.
AUEIX
- 1D
- 0.32%
- 1M
- 1.60%
- 6M
- 4.60%
- YTD
- 8.16%
- 1Y
- 10.60%
- 3Y*
- 10.89%
- 5Y*
- 5.99%
- 10Y*
- 10.80%
- ALL TIME*
- 12.11%
POGSX
- 1D
- 1.78%
- 1M
- 1.38%
- 6M
- 6.04%
- YTD
- 20.40%
- 1Y
- 35.78%
- 3Y*
- 25.70%
- 5Y*
- 11.96%
- 10Y*
- 14.10%
- ALL TIME*
- 8.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
POGSX Pin Oak Equity | $0.00 | $0.00 | $0.00 |
AUEIX vs. POGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 8.16% | 6.95% | 13.85% | 9.49% | -13.81% | 23.52% | 13.10% | 28.63% | -0.27% | 22.14% |
POGSX Pin Oak Equity | 20.40% | 27.41% | 18.99% | 27.16% | -25.10% | 21.42% | 10.60% | 27.72% | -6.15% | 15.14% |
Correlation
The correlation between AUEIX and POGSX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2012 | 0.83 |
The correlation between AUEIX and POGSX shifts across timeframes, from 0.65 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AUEIX vs. POGSX — Risk / Return Rank
AUEIX
POGSX
AUEIX vs. POGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and Pin Oak Equity (POGSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AUEIX | POGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.45 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 4.20 | -2.56 |
| Martin ratioReturn relative to average drawdown | 5.41 | 14.82 | -9.41 |
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Drawdowns
AUEIX vs. POGSX - Drawdown Comparison
The maximum AUEIX drawdown since its inception was -30.82%, smaller than the maximum POGSX drawdown of -89.46%. Use the drawdown chart below to compare losses from any high point for AUEIX and POGSX.
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Drawdown Indicators
| AUEIX | POGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.82% | -89.46% | +58.64% |
Max Drawdown (1Y)Largest decline over 1 year | -5.91% | -8.03% | +2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -10.27% | -15.76% | +5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -22.08% | -29.81% | +7.73% |
Max Drawdown (10Y)Largest decline over 10 years | -30.82% | -33.05% | +2.23% |
Current DrawdownCurrent decline from peak | 0.00% | -0.12% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -3.39% | -36.55% | +33.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 2.27% | -0.49% |
Volatility
AUEIX vs. POGSX - Volatility Comparison
The current volatility for AQR Large Cap Defensive Style Fund (AUEIX) is 1.83%, while Pin Oak Equity (POGSX) has a volatility of 2.98%. This indicates that AUEIX experiences smaller price fluctuations and is considered to be less risky than POGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUEIX | POGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 2.98% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 6.22% | 9.08% | -2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.22% | 15.55% | -7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.00% | 17.78% | -4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.17% | 18.43% | -3.26% |
AUEIX vs. POGSX - Expense Ratio Comparison
AUEIX has a 0.37% expense ratio, which is lower than POGSX's 0.91% expense ratio.
Dividends
AUEIX vs. POGSX - Dividend Comparison
AUEIX's dividend yield for the trailing twelve months is around 20.99%, more than POGSX's 15.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 20.99% | 22.70% | 24.31% | 24.28% | 10.26% | 2.54% | 1.29% | 1.12% | 1.67% | 2.36% | 1.99% | 6.18% |
POGSX Pin Oak Equity | 15.78% | 8.85% | 17.87% | 8.21% | 0.15% | 10.93% | 4.60% | 3.22% | 2.94% | 1.79% | 2.03% | 3.83% |
Frequently Asked Questions
AUEIX and POGSX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
POGSX has higher volatility (2.98%) compared to AUEIX (1.83%). In terms of maximum drawdown, AUEIX dropped -30.82% vs POGSX's -89.46%.
POGSX currently has the higher Sharpe Ratio (2.17 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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