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AUEIX vs. QMNNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUEIX vs. QMNNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Large Cap Defensive Style Fund (AUEIX) and AQR Equity Market Neutral Fund Class N (QMNNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AUEIX achieves a 8.16% return, which is significantly higher than QMNNX's -5.98% return. Over the past 10 years, AUEIX has outperformed QMNNX with an annualized return of 10.80%, while QMNNX has yielded a comparatively lower 5.93% 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%

QMNNX

1D
0.26%
1M
3.99%
6M
-3.86%
YTD
-5.98%
1Y
5.49%
3Y*
17.19%
5Y*
18.30%
10Y*
5.93%
ALL TIME*
6.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

AUEIX vs. QMNNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
QMNNX
AQR Equity Market Neutral Fund Class N
-5.98%26.19%25.43%16.30%27.07%17.38%-19.79%-11.55%-11.94%5.56%

Correlation

The correlation between AUEIX and QMNNX is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

-0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.12

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.01

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.01

The correlation between AUEIX and QMNNX shifts across timeframes, from -0.12 (5 years) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AUEIX vs. QMNNX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AUEIX
AUEIX Risk / Return Rank: 3434
Overall Rank
AUEIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AUEIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
AUEIX Omega Ratio Rank: 3333
Omega Ratio Rank
AUEIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
AUEIX Martin Ratio Rank: 3434
Martin Ratio Rank

QMNNX
QMNNX Risk / Return Rank: 1515
Overall Rank
QMNNX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
QMNNX Sortino Ratio Rank: 1919
Sortino Ratio Rank
QMNNX Omega Ratio Rank: 1818
Omega Ratio Rank
QMNNX Calmar Ratio Rank: 1111
Calmar Ratio Rank
QMNNX Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AUEIX vs. QMNNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and AQR Equity Market Neutral Fund Class N (QMNNX). 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.


AUEIXQMNNXDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.21

1.14

+0.07

Calmar ratioReturn relative to maximum drawdown

1.63

0.56

+1.07

Martin ratioReturn relative to average drawdown

5.41

1.17

+4.24

AUEIX vs. QMNNX - Sharpe Ratio Comparison

The current AUEIX Sharpe Ratio is 1.18, which is higher than the QMNNX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of AUEIX and QMNNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AUEIX vs. QMNNX - Drawdown Comparison

The maximum AUEIX drawdown since its inception was -30.82%, smaller than the maximum QMNNX drawdown of -39.22%. Use the drawdown chart below to compare losses from any high point for AUEIX and QMNNX.


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Drawdown Indicators


AUEIXQMNNXDifference

Max Drawdown

Largest peak-to-trough decline

-30.82%

-39.22%

+8.40%

Max Drawdown (1Y)

Largest decline over 1 year

-5.91%

-9.96%

+4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-10.27%

-9.96%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-22.08%

-13.98%

-8.10%

Max Drawdown (10Y)

Largest decline over 10 years

-30.82%

-39.22%

+8.40%

Current Drawdown

Current decline from peak

0.00%

-6.37%

+6.37%

Average Drawdown

Average peak-to-trough decline

-3.39%

-10.57%

+7.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

4.78%

-3.00%

Volatility

AUEIX vs. QMNNX - Volatility Comparison

The current volatility for AQR Large Cap Defensive Style Fund (AUEIX) is 1.83%, while AQR Equity Market Neutral Fund Class N (QMNNX) has a volatility of 2.56%. This indicates that AUEIX experiences smaller price fluctuations and is considered to be less risky than QMNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUEIXQMNNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

2.56%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

6.22%

5.66%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

8.22%

6.98%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.00%

9.30%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

8.34%

+6.83%

AUEIX vs. QMNNX - Expense Ratio Comparison

AUEIX has a 0.37% expense ratio, which is lower than QMNNX's 1.62% expense ratio.


Dividends

AUEIX vs. QMNNX - Dividend Comparison

AUEIX's dividend yield for the trailing twelve months is around 20.99%, more than QMNNX's 1.34% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
QMNNX
AQR Equity Market Neutral Fund Class N
1.34%1.26%6.06%21.67%5.77%1.41%17.64%3.86%0.49%3.37%1.19%2.51%

Frequently Asked Questions


AUEIX and QMNNX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QMNNX has higher volatility (2.56%) compared to AUEIX (1.83%). In terms of maximum drawdown, AUEIX dropped -30.82% vs QMNNX's -39.22%.

AUEIX currently has the higher Sharpe Ratio (1.18 vs 0.80), 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.

Portfolio Optimizer

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