AUEIX vs. SPLG
Compare and contrast key facts about AQR Large Cap Defensive Style Fund (AUEIX) and SPDR Portfolio S&P 500 ETF (SPLG).
AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUEIX or SPLG.
Correlation
The correlation between AUEIX and SPLG is 0.91, 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.
Performance
AUEIX vs. SPLG - Performance Comparison
Key characteristics
AUEIX:
-0.45
SPLG:
0.52
AUEIX:
-0.37
SPLG:
0.89
AUEIX:
0.91
SPLG:
1.13
AUEIX:
-0.26
SPLG:
0.56
AUEIX:
-0.74
SPLG:
2.18
AUEIX:
13.08%
SPLG:
4.85%
AUEIX:
22.44%
SPLG:
19.21%
AUEIX:
-36.80%
SPLG:
-54.52%
AUEIX:
-31.44%
SPLG:
-7.63%
Returns By Period
In the year-to-date period, AUEIX achieves a 3.71% return, which is significantly higher than SPLG's -3.40% return. Over the past 10 years, AUEIX has underperformed SPLG with an annualized return of 4.82%, while SPLG has yielded a comparatively higher 12.38% annualized return.
AUEIX
3.71%
2.94%
-19.27%
-10.03%
0.77%
4.82%
SPLG
-3.40%
3.83%
-5.04%
9.94%
15.86%
12.38%
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AUEIX vs. SPLG - Expense Ratio Comparison
AUEIX has a 0.37% expense ratio, which is higher than SPLG's 0.03% expense ratio.
Risk-Adjusted Performance
AUEIX vs. SPLG — Risk-Adjusted Performance Rank
AUEIX
SPLG
AUEIX vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and SPDR Portfolio S&P 500 ETF (SPLG). 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.
Dividends
AUEIX vs. SPLG - Dividend Comparison
AUEIX's dividend yield for the trailing twelve months is around 23.44%, more than SPLG's 1.35% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 23.44% | 24.31% | 24.26% | 10.26% | 2.54% | 1.29% | 1.12% | 1.66% | 2.36% | 1.99% | 6.18% | 4.90% |
SPLG SPDR Portfolio S&P 500 ETF | 1.35% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
Drawdowns
AUEIX vs. SPLG - Drawdown Comparison
The maximum AUEIX drawdown since its inception was -36.80%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for AUEIX and SPLG. For additional features, visit the drawdowns tool.
Volatility
AUEIX vs. SPLG - Volatility Comparison
The current volatility for AQR Large Cap Defensive Style Fund (AUEIX) is 4.33%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 6.84%. This indicates that AUEIX experiences smaller price fluctuations and is considered to be less risky than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.