AUEIX vs. QUERX
Compare and contrast key facts about AQR Large Cap Defensive Style Fund (AUEIX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX).
AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012. QUERX is an actively managed fund by AQR Funds. It was launched on Jul 9, 2012.
Performance
AUEIX vs. QUERX - Performance Comparison
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AUEIX vs. QUERX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 1.76% | 6.98% | 13.98% | 9.55% | -13.73% | 23.56% | 13.20% | 28.82% | -0.21% | 22.22% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with AUEIX at 1.76% and QUERX at 1.76%. Both investments have delivered pretty close results over the past 10 years, with AUEIX having a 10.56% annualized return and QUERX not far ahead at 10.65%.
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%
QUERX
- 1D
- 0.96%
- 1M
- -4.33%
- YTD
- 1.76%
- 6M
- -0.27%
- 1Y
- 3.98%
- 3Y*
- 10.10%
- 5Y*
- 6.84%
- 10Y*
- 10.65%
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AUEIX vs. QUERX - Expense Ratio Comparison
AUEIX has a 0.37% expense ratio, which is higher than QUERX's 0.31% expense ratio.
Return for Risk
AUEIX vs. QUERX — Risk / Return Rank
AUEIX
QUERX
AUEIX vs. QUERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX). 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 | QUERX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 0.34 | 0.00 |
Sortino ratioReturn per unit of downside risk | 0.56 | 0.56 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.08 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.45 | +0.10 |
Martin ratioReturn relative to average drawdown | 2.51 | 2.06 | +0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AUEIX | QUERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.34 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.53 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.70 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.70 | +0.14 |
Correlation
The correlation between AUEIX and QUERX is 1.00, 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.
Dividends
AUEIX vs. QUERX - Dividend Comparison
AUEIX's dividend yield for the trailing twelve months is around 22.31%, which matches QUERX's 22.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QUERX AQR Large Cap Defensive Style Fund Class R6 | 22.46% | 22.86% | 24.47% | 24.43% | 10.37% | 2.62% | 1.37% | 1.18% | 1.74% | 2.45% | 2.06% | 6.28% |
Drawdowns
AUEIX vs. QUERX - Drawdown Comparison
The maximum AUEIX drawdown since its inception was -30.82%, roughly equal to the maximum QUERX drawdown of -30.81%. Use the drawdown chart below to compare losses from any high point for AUEIX and QUERX.
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Drawdown Indicators
| AUEIX | QUERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.82% | -30.81% | -0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -8.92% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -22.08% | -22.04% | -0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -30.82% | -30.81% | -0.01% |
Current DrawdownCurrent decline from peak | -4.32% | -4.33% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -3.44% | -3.95% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.95% | +0.01% |
Volatility
AUEIX vs. QUERX - Volatility Comparison
AQR Large Cap Defensive Style Fund (AUEIX) and AQR Large Cap Defensive Style Fund Class R6 (QUERX) have volatilities of 2.79% and 2.81%, 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.
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Volatility by Period
| AUEIX | QUERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 2.81% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 5.78% | 5.75% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 12.05% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.07% | 13.08% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 15.23% | -0.02% |