AUEIX vs. SPY
Compare and contrast key facts about AQR Large Cap Defensive Style Fund (AUEIX) and SPDR S&P 500 ETF (SPY).
AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUEIX or SPY.
Correlation
The correlation between AUEIX and SPY 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. SPY - Performance Comparison
Key characteristics
AUEIX:
-0.43
SPY:
0.30
AUEIX:
-0.36
SPY:
0.56
AUEIX:
0.90
SPY:
1.08
AUEIX:
-0.26
SPY:
0.31
AUEIX:
-0.79
SPY:
1.40
AUEIX:
12.06%
SPY:
4.18%
AUEIX:
22.21%
SPY:
19.64%
AUEIX:
-36.80%
SPY:
-55.19%
AUEIX:
-33.14%
SPY:
-13.86%
Returns By Period
In the year-to-date period, AUEIX achieves a 1.14% return, which is significantly higher than SPY's -9.91% return. Over the past 10 years, AUEIX has underperformed SPY with an annualized return of 4.53%, while SPY has yielded a comparatively higher 11.59% annualized return.
AUEIX
1.14%
-2.34%
-20.28%
-9.50%
0.45%
4.53%
SPY
-9.91%
-6.90%
-9.38%
6.72%
14.62%
11.59%
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AUEIX vs. SPY - Expense Ratio Comparison
AUEIX has a 0.37% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
AUEIX vs. SPY — Risk-Adjusted Performance Rank
AUEIX
SPY
AUEIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
AUEIX's dividend yield for the trailing twelve months is around 1.76%, more than SPY's 1.36% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 1.76% | 1.78% | 2.37% | 1.39% | 1.06% | 1.29% | 1.10% | 1.22% | 1.44% | 1.45% | 0.95% | 1.98% |
SPY SPDR S&P 500 ETF | 1.36% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
AUEIX vs. SPY - Drawdown Comparison
The maximum AUEIX drawdown since its inception was -36.80%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AUEIX and SPY. For additional features, visit the drawdowns tool.
Volatility
AUEIX vs. SPY - Volatility Comparison
The current volatility for AQR Large Cap Defensive Style Fund (AUEIX) is 8.91%, while SPDR S&P 500 ETF (SPY) has a volatility of 14.52%. This indicates that AUEIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.