GAFYX vs. QDSIX
Compare and contrast key facts about AlphaSimplex Global Alternatives Fund (GAFYX) and AQR Diversifying Strategies Fund (QDSIX).
GAFYX is managed by Natixis Funds. It was launched on Sep 29, 2008. QDSIX is managed by AQR Funds. It was launched on Jun 7, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GAFYX or QDSIX.
Correlation
The correlation between GAFYX and QDSIX 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.
Performance
GAFYX vs. QDSIX - Performance Comparison
Key characteristics
GAFYX:
0.23
QDSIX:
1.01
GAFYX:
0.41
QDSIX:
1.28
GAFYX:
1.06
QDSIX:
1.21
GAFYX:
0.25
QDSIX:
1.04
GAFYX:
0.88
QDSIX:
3.07
GAFYX:
2.71%
QDSIX:
2.35%
GAFYX:
8.62%
QDSIX:
7.02%
GAFYX:
-19.49%
QDSIX:
-7.06%
GAFYX:
-4.47%
QDSIX:
-1.74%
Returns By Period
In the year-to-date period, GAFYX achieves a -0.83% return, which is significantly lower than QDSIX's 5.36% return.
GAFYX
-0.83%
3.19%
-1.66%
2.00%
3.90%
1.23%
QDSIX
5.36%
3.02%
7.28%
7.02%
N/A
N/A
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GAFYX vs. QDSIX - Expense Ratio Comparison
GAFYX has a 1.24% expense ratio, which is higher than QDSIX's 0.20% expense ratio.
Risk-Adjusted Performance
GAFYX vs. QDSIX — Risk-Adjusted Performance Rank
GAFYX
QDSIX
GAFYX vs. QDSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AlphaSimplex Global Alternatives Fund (GAFYX) and AQR Diversifying Strategies Fund (QDSIX). 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
GAFYX vs. QDSIX - Dividend Comparison
GAFYX has not paid dividends to shareholders, while QDSIX's dividend yield for the trailing twelve months is around 3.05%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
GAFYX AlphaSimplex Global Alternatives Fund | 0.00% | 0.00% | 5.24% | 9.57% | 0.00% | 2.57% | 1.15% | 1.37% | 0.75% |
QDSIX AQR Diversifying Strategies Fund | 3.05% | 3.21% | 11.18% | 8.06% | 4.70% | 1.93% | 0.00% | 0.00% | 0.00% |
Drawdowns
GAFYX vs. QDSIX - Drawdown Comparison
The maximum GAFYX drawdown since its inception was -19.49%, which is greater than QDSIX's maximum drawdown of -7.06%. Use the drawdown chart below to compare losses from any high point for GAFYX and QDSIX. For additional features, visit the drawdowns tool.
Volatility
GAFYX vs. QDSIX - Volatility Comparison
The current volatility for AlphaSimplex Global Alternatives Fund (GAFYX) is 1.66%, while AQR Diversifying Strategies Fund (QDSIX) has a volatility of 1.77%. This indicates that GAFYX experiences smaller price fluctuations and is considered to be less risky than QDSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.