AUEIX vs. QMHIX
Compare and contrast key facts about AQR Large Cap Defensive Style Fund (AUEIX) and AQR Managed Futures Strategy HV Fund (QMHIX).
AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012. QMHIX is managed by AQR Funds. It was launched on Jul 15, 2013.
Performance
AUEIX vs. QMHIX - Performance Comparison
Loading graphics...
AUEIX vs. QMHIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QMHIX AQR Managed Futures Strategy HV Fund | 14.62% | 19.97% | 10.78% | -0.17% | 50.14% | -2.08% | -0.73% | 1.82% | -14.44% | -1.72% |
Returns By Period
In the year-to-date period, AUEIX achieves a 0.79% return, which is significantly lower than QMHIX's 14.62% return. Over the past 10 years, AUEIX has outperformed QMHIX with an annualized return of 10.46%, while QMHIX has yielded a comparatively lower 5.02% 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%
QMHIX
- 1D
- -0.62%
- 1M
- 2.92%
- YTD
- 14.62%
- 6M
- 19.29%
- 1Y
- 27.61%
- 3Y*
- 18.04%
- 5Y*
- 16.43%
- 10Y*
- 5.02%
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. QMHIX - Expense Ratio Comparison
AUEIX has a 0.37% expense ratio, which is lower than QMHIX's 1.65% expense ratio.
Return for Risk
AUEIX vs. QMHIX — Risk / Return Rank
AUEIX
QMHIX
AUEIX vs. QMHIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and AQR Managed Futures Strategy HV Fund (QMHIX). 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.
| AUEIX | QMHIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 2.01 | -1.68 |
Sortino ratioReturn per unit of downside risk | 0.54 | 2.45 | -1.91 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.36 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.34 | 3.29 | -2.96 |
Martin ratioReturn relative to average drawdown | 1.55 | 8.79 | -7.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AUEIX | QMHIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 2.01 | -1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.96 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.33 | +0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.37 | +0.46 |
Correlation
The correlation between AUEIX and QMHIX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
AUEIX vs. QMHIX - Dividend Comparison
AUEIX's dividend yield for the trailing twelve months is around 22.52%, more than QMHIX's 1.79% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QMHIX AQR Managed Futures Strategy HV Fund | 1.79% | 2.05% | 2.31% | 7.66% | 9.34% | 10.96% | 9.52% | 4.18% | 0.00% | 0.00% | 0.01% | 7.57% |
Drawdowns
AUEIX vs. QMHIX - Drawdown Comparison
The maximum AUEIX drawdown since its inception was -30.82%, smaller than the maximum QMHIX drawdown of -39.37%. Use the drawdown chart below to compare losses from any high point for AUEIX and QMHIX.
Loading graphics...
Drawdown Indicators
| AUEIX | QMHIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.82% | -39.37% | +8.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -8.34% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -22.08% | -19.06% | -3.02% |
Max Drawdown (10Y)Largest decline over 10 years | -30.82% | -34.54% | +3.72% |
Current DrawdownCurrent decline from peak | -5.22% | -0.62% | -4.60% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -18.05% | +14.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 3.13% | -1.18% |
Volatility
AUEIX vs. QMHIX - Volatility Comparison
The current volatility for AQR Large Cap Defensive Style Fund (AUEIX) is 2.56%, while AQR Managed Futures Strategy HV Fund (QMHIX) has a volatility of 3.98%. This indicates that AUEIX experiences smaller price fluctuations and is considered to be less risky than QMHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AUEIX | QMHIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 3.98% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 5.70% | 9.98% | -4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 14.16% | -2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 17.26% | -4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 15.50% | -0.29% |