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.
Performance
AUEIX vs. VFLO - Performance Comparison
Returns By Period
In the year-to-date period, AUEIX achieves a 17.53% return, which is significantly lower than VFLO's 26.22% return.
AUEIX
17.53%
-0.88%
8.13%
22.27%
9.94%
11.44%
VFLO
26.22%
4.84%
12.22%
34.88%
N/A
N/A
Key characteristics
| AUEIX | VFLO | |
|---|---|---|
| Sharpe Ratio | 0.72 | 2.82 |
| Sortino Ratio | 1.25 | 4.02 |
| Omega Ratio | 1.43 | 1.49 |
| Calmar Ratio | 1.10 | 5.62 |
| Martin Ratio | 1.91 | 14.67 |
| Ulcer Index | 11.66% | 2.46% |
| Daily Std Dev | 31.14% | 12.81% |
| Max Drawdown | -33.57% | -8.36% |
| Current Drawdown | -4.69% | -1.94% |
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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.
Correlation
The correlation between AUEIX and VFLO is 0.69, 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.
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's dividend yield for the trailing twelve months is around 2.02%, more than VFLO's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEIX AQR Large Cap Defensive Style Fund | 2.02% | 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 | 1.07% | 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 -8.36%. 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
The current volatility for AQR Large Cap Defensive Style Fund (AUEIX) is 3.24%, while Victoryshares Free Cash Flow ETF (VFLO) has a volatility of 4.60%. This indicates that AUEIX experiences smaller price fluctuations and is considered to be less risky than VFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.