IPOS vs. AUEIX
Compare and contrast key facts about Renaissance International IPO ETF (IPOS) and AQR Large Cap Defensive Style Fund (AUEIX).
IPOS is a passively managed fund by Renaissance Capital that tracks the performance of the Renaissance International IPO Index. It was launched on Oct 6, 2014. AUEIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Performance
IPOS vs. AUEIX - Performance Comparison
Loading graphics...
IPOS vs. AUEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IPOS Renaissance International IPO ETF | 7.91% | 39.93% | -12.34% | -16.49% | -33.46% | -30.62% | 50.71% | 30.93% | -22.33% | 36.83% |
AUEIX AQR Large Cap Defensive Style Fund | 0.79% | 6.95% | 13.85% | 9.49% | -13.81% | 23.52% | 13.10% | 28.63% | -0.27% | 22.14% |
Returns By Period
In the year-to-date period, IPOS achieves a 7.91% return, which is significantly higher than AUEIX's 0.79% return. Over the past 10 years, IPOS has underperformed AUEIX with an annualized return of 0.20%, while AUEIX has yielded a comparatively higher 10.46% annualized return.
IPOS
- 1D
- 3.24%
- 1M
- -8.63%
- YTD
- 7.91%
- 6M
- 4.10%
- 1Y
- 44.00%
- 3Y*
- 4.31%
- 5Y*
- -12.01%
- 10Y*
- 0.20%
AUEIX
- 1D
- 0.74%
- 1M
- -5.02%
- YTD
- 0.79%
- 6M
- -1.36%
- 1Y
- 3.06%
- 3Y*
- 9.70%
- 5Y*
- 6.73%
- 10Y*
- 10.46%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IPOS vs. AUEIX - Expense Ratio Comparison
IPOS has a 0.80% expense ratio, which is higher than AUEIX's 0.37% expense ratio.
Return for Risk
IPOS vs. AUEIX — Risk / Return Rank
IPOS
AUEIX
IPOS vs. AUEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Renaissance International IPO ETF (IPOS) 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.
| IPOS | AUEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.33 | +1.19 |
Sortino ratioReturn per unit of downside risk | 1.95 | 0.54 | +1.40 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.08 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 0.34 | +2.15 |
Martin ratioReturn relative to average drawdown | 7.61 | 1.55 | +6.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IPOS | AUEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 0.33 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.46 | 0.52 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.69 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.83 | -0.84 |
Correlation
The correlation between IPOS and AUEIX is 0.38, 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
IPOS vs. AUEIX - Dividend Comparison
IPOS's dividend yield for the trailing twelve months is around 0.88%, less than AUEIX's 22.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPOS Renaissance International IPO ETF | 0.88% | 1.04% | 0.93% | 0.33% | 0.00% | 0.00% | 0.25% | 0.89% | 1.12% | 0.87% | 1.73% | 1.08% |
AUEIX AQR Large Cap Defensive Style Fund | 22.52% | 22.70% | 24.31% | 24.28% | 10.26% | 2.54% | 1.29% | 1.12% | 1.67% | 2.36% | 1.99% | 6.18% |
Drawdowns
IPOS vs. AUEIX - Drawdown Comparison
The maximum IPOS drawdown since its inception was -73.09%, which is greater than AUEIX's maximum drawdown of -30.82%. Use the drawdown chart below to compare losses from any high point for IPOS and AUEIX.
Loading graphics...
Drawdown Indicators
| IPOS | AUEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.09% | -30.82% | -42.27% |
Max Drawdown (1Y)Largest decline over 1 year | -17.17% | -8.94% | -8.23% |
Max Drawdown (5Y)Largest decline over 5 years | -70.33% | -22.08% | -48.25% |
Max Drawdown (10Y)Largest decline over 10 years | -73.09% | -30.82% | -42.27% |
Current DrawdownCurrent decline from peak | -54.15% | -5.22% | -48.93% |
Average DrawdownAverage peak-to-trough decline | -31.77% | -3.44% | -28.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 1.95% | +3.67% |
Volatility
IPOS vs. AUEIX - Volatility Comparison
Renaissance International IPO ETF (IPOS) has a higher volatility of 17.95% compared to AQR Large Cap Defensive Style Fund (AUEIX) at 2.56%. This indicates that IPOS's price experiences larger fluctuations and is considered to be riskier than AUEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IPOS | AUEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.95% | 2.56% | +15.39% |
Volatility (6M)Calculated over the trailing 6-month period | 23.95% | 5.70% | +18.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.09% | 12.05% | +17.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.49% | 13.06% | +13.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 15.21% | +8.48% |