EPI vs. QDSNX
EPI (WisdomTree India Earnings Fund) and QDSNX (AQR Diversifying Strategies Fund Class N) are both funds - EPI is a India Equities fund tracking the WisdomTree India Earnings Index, while QDSNX is a Tactical Allocation fund actively managed by AQR Funds. EPI is passively managed, while QDSNX is actively managed. Over the past 5 years, EPI returned 5.95%/yr vs 10.88%/yr for QDSNX. At a 0.13 correlation, their price movements are largely independent. EPI charges 0.84%/yr vs 3.30%/yr for QDSNX.
Performance
EPI vs. QDSNX - Performance Comparison
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Returns By Period
In the year-to-date period, EPI achieves a -8.90% return, which is significantly lower than QDSNX's 4.30% return.
EPI
- 1D
- -0.35%
- 1M
- -1.98%
- 6M
- -7.05%
- YTD
- -8.90%
- 1Y
- -9.35%
- 3Y*
- 5.70%
- 5Y*
- 5.95%
- 10Y*
- 8.57%
- ALL TIME*
- 3.81%
QDSNX
- 1D
- 0.07%
- 1M
- -0.61%
- 6M
- 4.15%
- YTD
- 4.30%
- 1Y
- 13.19%
- 3Y*
- 11.84%
- 5Y*
- 10.88%
- 10Y*
- —
- ALL TIME*
- 11.28%
EPI vs. QDSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | -8.90% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 49.15% |
QDSNX AQR Diversifying Strategies Fund Class N | 4.30% | 16.14% | 9.56% | 8.62% | 14.48% | 10.35% | 5.40% |
Correlation
The correlation between EPI and QDSNX is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2020 | 0.13 |
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Return for Risk
EPI vs. QDSNX — Risk / Return Rank
EPI
QDSNX
EPI vs. QDSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and AQR Diversifying Strategies Fund Class N (QDSNX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EPI | QDSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.19 | ||
| Sortino ratioReturn per unit of downside risk | -4.59 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.48 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.60 | 4.31 | -4.90 |
| Martin ratioReturn relative to average drawdown | -1.41 | 14.46 | -15.88 |
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Drawdowns
EPI vs. QDSNX - Drawdown Comparison
The maximum EPI drawdown since its inception was -66.21%, which is greater than QDSNX's maximum drawdown of -7.15%. Use the drawdown chart below to compare losses from any high point for EPI and QDSNX.
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Drawdown Indicators
| EPI | QDSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.21% | -7.15% | -59.06% |
Max Drawdown (1Y)Largest decline over 1 year | -15.69% | -3.10% | -12.59% |
Max Drawdown (3Y)Largest decline over 3 years | -21.89% | -6.93% | -14.96% |
Max Drawdown (5Y)Largest decline over 5 years | -21.89% | -7.15% | -14.74% |
Max Drawdown (10Y)Largest decline over 10 years | -50.29% | — | — |
Current DrawdownCurrent decline from peak | -16.80% | -1.95% | -14.85% |
Average DrawdownAverage peak-to-trough decline | -18.63% | -1.46% | -17.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.64% | 0.92% | +5.72% |
Volatility
EPI vs. QDSNX - Volatility Comparison
WisdomTree India Earnings Fund (EPI) has a higher volatility of 3.67% compared to AQR Diversifying Strategies Fund Class N (QDSNX) at 1.76%. This indicates that EPI's price experiences larger fluctuations and is considered to be riskier than QDSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPI | QDSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 1.76% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 13.03% | 3.92% | +9.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.25% | 5.18% | +10.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 7.62% | +8.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.27% | 7.28% | +12.99% |
EPI vs. QDSNX - Expense Ratio Comparison
EPI has a 0.84% expense ratio, which is lower than QDSNX's 3.30% expense ratio.
Dividends
EPI vs. QDSNX - Dividend Comparison
EPI has not paid dividends to shareholders, while QDSNX's dividend yield for the trailing twelve months is around 1.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | 0.00% | 0.00% | 0.27% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.05% | 1.20% |
QDSNX AQR Diversifying Strategies Fund Class N | 1.91% | 1.99% | 0.00% | 11.18% | 8.01% | 5.99% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EPI and QDSNX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPI has higher volatility (3.67%) compared to QDSNX (1.76%). In terms of maximum drawdown, EPI dropped -66.21% vs QDSNX's -7.15%.
QDSNX currently has the higher Sharpe Ratio (2.58 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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