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 0.85, 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:
-0.26
SPLG:
2.26
AUEIX:
-0.16
SPLG:
3.00
AUEIX:
0.95
SPLG:
1.42
AUEIX:
-0.22
SPLG:
3.32
AUEIX:
-1.74
SPLG:
14.73
AUEIX:
3.20%
SPLG:
1.90%
AUEIX:
21.27%
SPLG:
12.40%
AUEIX:
-33.57%
SPLG:
-54.50%
AUEIX:
-24.70%
SPLG:
-2.50%
Returns By Period
In the year-to-date period, AUEIX achieves a -7.15% return, which is significantly lower than SPLG's 26.00% return. Over the past 10 years, AUEIX has underperformed SPLG with an annualized return of 8.56%, while SPLG has yielded a comparatively higher 13.11% annualized return.
AUEIX
-7.15%
-21.30%
-15.25%
-6.30%
4.15%
8.56%
SPLG
26.00%
-0.14%
9.34%
26.48%
14.82%
13.11%
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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 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 has not paid dividends to shareholders, while SPLG's dividend yield for the trailing twelve months is around 0.92%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 0.00% | 2.38% | 1.39% | 1.06% | 1.29% | 1.10% | 1.22% | 1.44% | 1.45% | 0.95% | 1.98% | 0.63% |
SPLG SPDR Portfolio S&P 500 ETF | 0.92% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
AUEIX vs. SPLG - Drawdown Comparison
The maximum AUEIX drawdown since its inception was -33.57%, smaller than the maximum SPLG drawdown of -54.50%. 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
AQR Large Cap Defensive Style Fund (AUEIX) has a higher volatility of 21.83% compared to SPDR Portfolio S&P 500 ETF (SPLG) at 3.81%. This indicates that AUEIX's price experiences larger fluctuations and is considered to be riskier than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.