AUEIX vs. VFLO
Compare and contrast key facts about AQR Large Cap Defensive Style Fund (AUEIX) and Victoryshares Free Cash Flow ETF (VFLO).
AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012. VFLO is a passively managed fund by VictoryShares that tracks the performance of the Victory U.S. Large Cap Free Cash Flow Index. It was launched on Jun 21, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUEIX or VFLO.
Correlation
The correlation between AUEIX and VFLO is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AUEIX vs. VFLO - Performance Comparison
Key characteristics
AUEIX:
-0.26
VFLO:
1.72
AUEIX:
-0.16
VFLO:
2.47
AUEIX:
0.95
VFLO:
1.30
AUEIX:
-0.22
VFLO:
2.63
AUEIX:
-1.74
VFLO:
8.34
AUEIX:
3.20%
VFLO:
2.70%
AUEIX:
21.27%
VFLO:
13.05%
AUEIX:
-33.57%
VFLO:
-8.54%
AUEIX:
-24.70%
VFLO:
-7.31%
Returns By Period
In the year-to-date period, AUEIX achieves a -7.15% return, which is significantly lower than VFLO's 21.12% return.
AUEIX
-7.15%
-21.30%
-15.25%
-6.30%
4.15%
8.56%
VFLO
21.12%
-6.44%
9.60%
20.84%
N/A
N/A
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AUEIX vs. VFLO - Expense Ratio Comparison
AUEIX has a 0.37% expense ratio, which is lower than VFLO's 0.39% expense ratio.
Risk-Adjusted Performance
AUEIX vs. VFLO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and Victoryshares Free Cash Flow ETF (VFLO). 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. VFLO - Dividend Comparison
AUEIX has not paid dividends to shareholders, while VFLO's dividend yield for the trailing twelve months is around 1.18%.
| 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% |
VFLO Victoryshares Free Cash Flow ETF | 1.18% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AUEIX vs. VFLO - Drawdown Comparison
The maximum AUEIX drawdown since its inception was -33.57%, which is greater than VFLO's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for AUEIX and VFLO. For additional features, visit the drawdowns tool.
Volatility
AUEIX vs. VFLO - Volatility Comparison
AQR Large Cap Defensive Style Fund (AUEIX) has a higher volatility of 21.83% compared to Victoryshares Free Cash Flow ETF (VFLO) at 4.44%. This indicates that AUEIX's price experiences larger fluctuations and is considered to be riskier than VFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.