GAFYX vs. QSPIX

In the year-to-date period, GAFYX achieves a 0.37% return, which is significantly lower than QSPIX's 8.93% return. Over the past 10 years, GAFYX has underperformed QSPIX with an annualized return of 1.29%, while QSPIX has yielded a comparatively higher 6.48% annualized return.

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GAFYX has a 1.24% expense ratio, which is lower than QSPIX's 1.49% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AlphaSimplex Global Alternatives Fund (GAFYX) and AQR Style Premia Alternative Fund (QSPIX). 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.

The current GAFYX Sharpe Ratio is 0.39, which is lower than the QSPIX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of GAFYX and QSPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GAFYX has not paid dividends to shareholders, while QSPIX's dividend yield for the trailing twelve months is around 6.38%.

The maximum GAFYX drawdown since its inception was -19.49%, smaller than the maximum QSPIX drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for GAFYX and QSPIX.

AlphaSimplex Global Alternatives Fund (GAFYX) has a higher volatility of 1.53% compared to AQR Style Premia Alternative Fund (QSPIX) at 1.42%. This indicates that GAFYX's price experiences larger fluctuations and is considered to be riskier than QSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.