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AUEIX vs. QMNNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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 N (QMNNX). The values are adjusted to include any dividend payments, if applicable.

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AUEIX vs. QMNNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUEIX
AQR Large Cap Defensive Style Fund
1.76%6.95%13.85%9.49%-13.81%23.52%13.10%28.63%-0.27%22.14%
QMNNX
AQR Equity Market Neutral Fund N
-3.52%26.19%25.43%16.30%27.07%17.38%-19.79%-11.55%-11.94%5.56%

Returns By Period

In the year-to-date period, AUEIX achieves a 1.76% return, which is significantly higher than QMNNX's -3.52% return. Over the past 10 years, AUEIX has outperformed QMNNX with an annualized return of 10.56%, while QMNNX has yielded a comparatively lower 6.07% annualized return.


AUEIX

1D
0.96%
1M
-4.32%
YTD
1.76%
6M
-0.28%
1Y
3.95%
3Y*
10.04%
5Y*
6.77%
10Y*
10.56%

QMNNX

1D
-0.17%
1M
0.43%
YTD
-3.52%
6M
1.87%
1Y
10.76%
3Y*
20.68%
5Y*
18.37%
10Y*
6.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AUEIX vs. QMNNX - Expense Ratio Comparison

AUEIX has a 0.37% expense ratio, which is lower than QMNNX's 5.28% expense ratio.


Return for Risk

AUEIX vs. QMNNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AUEIX
AUEIX Risk / Return Rank: 1414
Overall Rank
AUEIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
AUEIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
AUEIX Omega Ratio Rank: 1111
Omega Ratio Rank
AUEIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
AUEIX Martin Ratio Rank: 2121
Martin Ratio Rank

QMNNX
QMNNX Risk / Return Rank: 7878
Overall Rank
QMNNX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QMNNX Sortino Ratio Rank: 8787
Sortino Ratio Rank
QMNNX Omega Ratio Rank: 8282
Omega Ratio Rank
QMNNX Calmar Ratio Rank: 8282
Calmar Ratio Rank
QMNNX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 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.


AUEIXQMNNXDifference

Sharpe ratio

Return per unit of total volatility

0.34

1.77

-1.43

Sortino ratio

Return per unit of downside risk

0.56

2.40

-1.84

Omega ratio

Gain probability vs. loss probability

1.08

1.33

-0.25

Calmar ratio

Return relative to maximum drawdown

0.55

2.06

-1.51

Martin ratio

Return relative to average drawdown

2.51

5.15

-2.63

AUEIX vs. QMNNX - Sharpe Ratio Comparison

The current AUEIX Sharpe Ratio is 0.34, which is lower than the QMNNX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of AUEIX and QMNNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AUEIXQMNNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

1.77

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

1.94

-1.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.74

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.87

-0.04

Correlation

The correlation between AUEIX and QMNNX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AUEIX vs. QMNNX - Dividend Comparison

AUEIX's dividend yield for the trailing twelve months is around 22.31%, more than QMNNX's 1.30% yield.


TTM20252024202320222021202020192018201720162015
AUEIX
AQR Large Cap Defensive Style Fund
22.31%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 N
1.30%1.26%6.06%21.67%5.77%1.41%17.64%3.86%0.49%3.37%1.19%2.51%

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

-8.94%

-5.47%

-3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.08%

-14.23%

-7.85%

Max Drawdown (10Y)

Largest decline over 10 years

-30.82%

-39.22%

+8.40%

Current Drawdown

Current decline from peak

-4.32%

-3.92%

-0.40%

Average Drawdown

Average peak-to-trough decline

-3.44%

-10.67%

+7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.19%

-0.23%

Volatility

AUEIX vs. QMNNX - Volatility Comparison

AQR Large Cap Defensive Style Fund (AUEIX) has a higher volatility of 2.79% compared to AQR Equity Market Neutral Fund N (QMNNX) at 1.36%. This indicates that AUEIX's price experiences larger fluctuations and is considered to be riskier 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

2.79%

1.36%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

4.07%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

12.06%

6.29%

+5.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.07%

9.53%

+3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

8.23%

+6.98%