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IWP vs. AQMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWP vs. AQMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell Mid-Cap Growth ETF (IWP) and AQR Managed Futures Strategy Fund (AQMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWP achieves a 4.59% return, which is significantly lower than AQMIX's 13.79% return. Over the past 10 years, IWP has outperformed AQMIX with an annualized return of 12.43%, while AQMIX has yielded a comparatively lower 5.08% annualized return.


IWP

1D
0.80%
1M
4.11%
YTD
4.59%
6M
3.03%
1Y
6.41%
3Y*
16.22%
5Y*
6.76%
10Y*
12.43%

AQMIX

1D
0.74%
1M
1.78%
YTD
13.79%
6M
15.67%
1Y
25.86%
3Y*
12.79%
5Y*
12.87%
10Y*
5.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWP vs. AQMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWP
iShares Russell Mid-Cap Growth ETF
4.59%8.45%21.86%25.70%-26.90%12.60%35.25%35.04%-4.89%24.93%
AQMIX
AQR Managed Futures Strategy Fund
13.79%14.62%8.13%2.08%35.47%-1.04%-0.43%1.92%-8.88%-0.97%

Correlation

The correlation between IWP and AQMIX is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.13

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2010

0.03

The correlation between IWP and AQMIX shifts across timeframes, from -0.13 (5 years) to 0.07 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IWP vs. AQMIX — Risk / Return Rank

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

IWP
IWP Risk / Return Rank: 1515
Overall Rank
IWP Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IWP Sortino Ratio Rank: 1515
Sortino Ratio Rank
IWP Omega Ratio Rank: 1414
Omega Ratio Rank
IWP Calmar Ratio Rank: 1414
Calmar Ratio Rank
IWP Martin Ratio Rank: 1515
Martin Ratio Rank

AQMIX
AQMIX Risk / Return Rank: 9090
Overall Rank
AQMIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AQMIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
AQMIX Omega Ratio Rank: 8181
Omega Ratio Rank
AQMIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
AQMIX Martin Ratio Rank: 9797
Martin Ratio Rank
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.

IWP vs. AQMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Mid-Cap Growth ETF (IWP) and AQR Managed Futures Strategy Fund (AQMIX). 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.


IWPAQMIXDifference
Sharpe ratioReturn per unit of total volatility

-2.61

Sortino ratioReturn per unit of downside risk

-3.42

Omega ratioGain probability vs. loss probability

1.08

1.54

-0.46

Calmar ratioReturn relative to maximum drawdown

0.44

8.64

-8.21

Martin ratioReturn relative to average drawdown

1.27

26.76

-25.49

IWP vs. AQMIX - Sharpe Ratio Comparison

The current IWP Sharpe Ratio is 0.39, which is lower than the AQMIX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of IWP and AQMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IWPAQMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

3.00

-2.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

1.11

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.49

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.43

0.00

Drawdowns

IWP vs. AQMIX - Drawdown Comparison

The maximum IWP drawdown since its inception was -56.92%, which is greater than AQMIX's maximum drawdown of -26.52%. Use the drawdown chart below to compare losses from any high point for IWP and AQMIX.


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Drawdown Indicators


IWPAQMIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.92%

-26.52%

-30.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.79%

-3.02%

-11.77%

Max Drawdown (3Y)

Largest decline over 3 years

-25.20%

-13.57%

-11.63%

Max Drawdown (5Y)

Largest decline over 5 years

-38.62%

-13.57%

-25.05%

Max Drawdown (10Y)

Largest decline over 10 years

-38.62%

-23.34%

-15.28%

Current Drawdown

Current decline from peak

-1.32%

0.00%

-1.32%

Average Drawdown

Average peak-to-trough decline

-9.68%

-10.00%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

0.97%

+4.09%

Volatility

IWP vs. AQMIX - Volatility Comparison

iShares Russell Mid-Cap Growth ETF (IWP) has a higher volatility of 3.73% compared to AQR Managed Futures Strategy Fund (AQMIX) at 2.63%. This indicates that IWP's price experiences larger fluctuations and is considered to be riskier than AQMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWPAQMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

2.63%

+1.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

6.62%

+6.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.48%

8.69%

+7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.30%

11.63%

+10.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.67%

10.37%

+11.30%

IWP vs. AQMIX - Expense Ratio Comparison

IWP has a 0.23% expense ratio, which is lower than AQMIX's 1.25% expense ratio.


Dividends

IWP vs. AQMIX - Dividend Comparison

IWP's dividend yield for the trailing twelve months is around 0.32%, less than AQMIX's 1.99% yield.


PositionTTM20252024202320222021202020192018201720162015
AQMIX
AQR Managed Futures Strategy Fund
1.99%2.26%3.83%8.39%12.76%6.94%5.31%3.13%0.00%0.00%0.02%6.51%
IWP
iShares Russell Mid-Cap Growth ETF
0.32%0.37%0.40%0.54%0.77%0.30%0.38%0.59%1.02%0.78%1.16%0.98%

Frequently Asked Questions


IWP and AQMIX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IWP has higher volatility (3.73%) compared to AQMIX (2.63%). In terms of maximum drawdown, IWP dropped -56.92% vs AQMIX's -26.52%.

AQMIX currently has the higher Sharpe Ratio (3.00 vs 0.39), 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.

Portfolio Optimizer

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