HAVGX vs. AUEIX

Last updated Jun 3, 2026

HAVGX (Haverford Quality Growth Stock Fund) and AUEIX (AQR Large Cap Defensive Style Fund) are both Large Cap Blend Equities funds. Over the past 10 years, HAVGX returned 11.52%/yr vs 11.02%/yr for AUEIX. Their correlation of 0.90 suggests significant overlap in exposure. HAVGX charges 0.80%/yr vs 0.37%/yr for AUEIX.

Performance

HAVGX vs. AUEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Haverford Quality Growth Stock Fund (HAVGX) and AQR Large Cap Defensive Style Fund (AUEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HAVGX achieves a 2.09% return, which is significantly lower than AUEIX's 7.03% return. Both investments have delivered pretty close results over the past 10 years, with HAVGX having a 11.52% annualized return and AUEIX not far behind at 11.02%.

HAVGX

• 1D: -0.42%
• 1M: 0.90%
• YTD: 2.09%
• 6M: 2.35%
• 1Y: 15.67%
• 3Y*: 12.41%
• 5Y*: 8.83%
• 10Y*: 11.52%

AUEIX

• 1D: 0.64%
• 1M: 2.55%
• YTD: 7.03%
• 6M: 6.62%
• 1Y: 8.26%
• 3Y*: 11.85%
• 5Y*: 6.88%
• 10Y*: 11.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HAVGX vs. AUEIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HAVGX Haverford Quality Growth Stock Fund	2.09%	13.22%	15.58%	9.26%	-7.97%	24.40%	15.35%	33.26%	-5.90%	18.46%
AUEIX AQR Large Cap Defensive Style Fund	7.03%	6.95%	13.85%	9.49%	-13.81%	23.52%	13.10%	28.63%	-0.27%	22.14%

Correlation

The correlation between HAVGX and AUEIX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Jul 10, 2012	0.90

The correlation between HAVGX and AUEIX shifts across timeframes, from 0.71 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

HAVGX vs. AUEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HAVGX

HAVGX Risk / Return Rank: 31
HAVGX Sharpe Ratio Rank: 32
HAVGX Sortino Ratio Rank: 33
HAVGX Omega Ratio Rank: 30
HAVGX Calmar Ratio Rank: 24
HAVGX Martin Ratio Rank: 35

AUEIX

AUEIX Risk / Return Rank: 15
AUEIX Sharpe Ratio Rank: 14
AUEIX Sortino Ratio Rank: 14
AUEIX Omega Ratio Rank: 13
AUEIX Calmar Ratio Rank: 17
AUEIX Martin Ratio Rank: 18

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HAVGX vs. AUEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Haverford Quality Growth Stock Fund (HAVGX) and AQR Large Cap Defensive Style Fund (AUEIX). 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.

	HAVGX	AUEIX	Difference
Sharpe ratio Return per unit of total volatility	1.64	1.08	+0.56
Sortino ratio Return per unit of downside risk	2.40	1.59	+0.81
Omega ratio Gain probability vs. loss probability	1.29	1.19	+0.10
Calmar ratio Return relative to maximum drawdown	1.86	1.56	+0.30
Martin ratio Return relative to average drawdown	7.92	5.22	+2.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HAVGX vs. AUEIX - Sharpe Ratio Comparison

The current HAVGX Sharpe Ratio is 1.64, which is higher than the AUEIX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of HAVGX and AUEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HAVGX	AUEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.64	1.08	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.53	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.73	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.86	-0.40

Drawdowns

HAVGX vs. AUEIX - Drawdown Comparison

The maximum HAVGX drawdown since its inception was -50.37%, which is greater than AUEIX's maximum drawdown of -30.82%. Use the drawdown chart below to compare losses from any high point for HAVGX and AUEIX.

Drawdown Indicators

	HAVGX	AUEIX	Difference
Max Drawdown Largest peak-to-trough decline	-50.37%	-30.82%	-19.55%
Max Drawdown (1Y) Largest decline over 1 year	-8.90%	-5.91%	-2.99%
Max Drawdown (3Y) Largest decline over 3 years	-15.85%	-10.27%	-5.58%
Max Drawdown (5Y) Largest decline over 5 years	-21.65%	-22.08%	+0.43%
Max Drawdown (10Y) Largest decline over 10 years	-34.50%	-30.82%	-3.68%
Current Drawdown Current decline from peak	-0.80%	0.00%	-0.80%
Average Drawdown Average peak-to-trough decline	-6.47%	-3.42%	-3.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	1.77%	+0.32%

Volatility

HAVGX vs. AUEIX - Volatility Comparison

Haverford Quality Growth Stock Fund (HAVGX) and AQR Large Cap Defensive Style Fund (AUEIX) have volatilities of 1.95% and 1.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HAVGX	AUEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.95%	1.90%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	7.29%	5.61%	+1.68%
Volatility (1Y) Calculated over the trailing 1-year period	9.73%	7.93%	+1.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.69%	12.99%	+1.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.02%	15.19%	+1.83%

HAVGX vs. AUEIX - Expense Ratio Comparison

HAVGX has a 0.80% expense ratio, which is higher than AUEIX's 0.37% expense ratio.

Dividends

HAVGX vs. AUEIX - Dividend Comparison

HAVGX's dividend yield for the trailing twelve months is around 8.09%, less than AUEIX's 21.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AUEIX AQR Large Cap Defensive Style Fund	21.21%	22.70%	24.31%	24.28%	10.26%	2.54%	1.29%	1.12%	1.67%	2.36%	1.99%	6.18%
HAVGX Haverford Quality Growth Stock Fund	8.09%	8.28%	8.54%	4.76%	10.14%	5.65%	0.84%	1.39%	6.38%	2.65%	1.18%	1.26%

Frequently Asked Questions

Can I hold both HAVGX and AUEIX in my portfolio?

HAVGX and AUEIX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HAVGX or AUEIX?

HAVGX has higher volatility (1.95%) compared to AUEIX (1.90%). In terms of maximum drawdown, HAVGX dropped -50.37% vs AUEIX's -30.82%.

Which has better risk-adjusted returns?

HAVGX currently has the higher Sharpe Ratio (1.64 vs 1.08), 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.