DVRIX vs. AQMIX
Compare and contrast key facts about MFS Global Alternative Strategy Fund (DVRIX) and AQR Managed Futures Strategy Fund (AQMIX).
DVRIX is managed by MFS. It was launched on Dec 19, 2007. AQMIX is managed by AQR Funds. It was launched on Jan 5, 2010.
Performance
DVRIX vs. AQMIX - Performance Comparison
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DVRIX vs. AQMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DVRIX MFS Global Alternative Strategy Fund | -0.42% | 10.87% | 9.66% | 9.22% | -5.10% | 3.67% | 4.66% | 13.01% | -0.39% | 6.40% |
AQMIX AQR Managed Futures Strategy Fund | 10.24% | 14.62% | 8.13% | 2.08% | 35.47% | -1.04% | -0.43% | 1.92% | -8.88% | -0.97% |
Returns By Period
In the year-to-date period, DVRIX achieves a -0.42% return, which is significantly lower than AQMIX's 10.24% return. Over the past 10 years, DVRIX has outperformed AQMIX with an annualized return of 4.85%, while AQMIX has yielded a comparatively lower 4.48% annualized return.
DVRIX
- 1D
- 0.28%
- 1M
- -2.81%
- YTD
- -0.42%
- 6M
- 0.45%
- 1Y
- 5.69%
- 3Y*
- 8.70%
- 5Y*
- 5.55%
- 10Y*
- 4.85%
AQMIX
- 1D
- -0.47%
- 1M
- 1.83%
- YTD
- 10.24%
- 6M
- 13.71%
- 1Y
- 21.11%
- 3Y*
- 13.50%
- 5Y*
- 12.65%
- 10Y*
- 4.48%
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DVRIX vs. AQMIX - Expense Ratio Comparison
DVRIX has a 1.05% expense ratio, which is lower than AQMIX's 1.25% expense ratio.
Return for Risk
DVRIX vs. AQMIX — Risk / Return Rank
DVRIX
AQMIX
DVRIX vs. AQMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Alternative Strategy Fund (DVRIX) and AQR Managed Futures Strategy Fund (AQMIX). 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.
| DVRIX | AQMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 2.26 | -1.02 |
Sortino ratioReturn per unit of downside risk | 1.72 | 2.83 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.42 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 3.87 | -2.22 |
Martin ratioReturn relative to average drawdown | 7.05 | 11.40 | -4.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DVRIX | AQMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.26 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 1.10 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.43 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.41 | +0.01 |
Correlation
The correlation between DVRIX and AQMIX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DVRIX vs. AQMIX - Dividend Comparison
DVRIX's dividend yield for the trailing twelve months is around 1.15%, less than AQMIX's 2.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVRIX MFS Global Alternative Strategy Fund | 1.15% | 1.15% | 1.65% | 1.15% | 0.60% | 0.60% | 0.64% | 1.14% | 1.11% | 2.17% | 2.87% | 1.15% |
AQMIX AQR Managed Futures Strategy Fund | 2.05% | 2.26% | 3.83% | 8.39% | 12.76% | 6.94% | 5.31% | 3.13% | 0.00% | 0.00% | 0.02% | 6.51% |
Drawdowns
DVRIX vs. AQMIX - Drawdown Comparison
The maximum DVRIX drawdown since its inception was -36.61%, which is greater than AQMIX's maximum drawdown of -26.52%. Use the drawdown chart below to compare losses from any high point for DVRIX and AQMIX.
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Drawdown Indicators
| DVRIX | AQMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.61% | -26.52% | -10.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.45% | -5.45% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -9.88% | -13.57% | +3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -12.80% | -23.34% | +10.54% |
Current DrawdownCurrent decline from peak | -2.81% | -0.47% | -2.34% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -10.10% | +5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 1.85% | -1.04% |
Volatility
DVRIX vs. AQMIX - Volatility Comparison
The current volatility for MFS Global Alternative Strategy Fund (DVRIX) is 1.43%, while AQR Managed Futures Strategy Fund (AQMIX) has a volatility of 2.54%. This indicates that DVRIX experiences smaller price fluctuations and is considered to be less risky than AQMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVRIX | AQMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 2.54% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 2.69% | 6.69% | -4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.76% | 9.62% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.83% | 11.55% | -6.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.21% | 10.36% | -5.15% |