MAFIX vs. QSPRX
Compare and contrast key facts about Abbey Capital Multi Asset Fund Class I (MAFIX) and AQR Style Premia Alternative R6 (QSPRX).
MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018. QSPRX is an actively managed fund by AQR. It was launched on Sep 2, 2014.
Performance
MAFIX vs. QSPRX - Performance Comparison
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MAFIX vs. QSPRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MAFIX Abbey Capital Multi Asset Fund Class I | -0.62% | 8.41% | 8.99% | 5.02% | 4.08% | 14.79% | 24.89% | 21.63% | -1.46% |
QSPRX AQR Style Premia Alternative R6 | 9.99% | 14.94% | 21.60% | 12.50% | 30.90% | 25.14% | -21.91% | -8.10% | 0.19% |
Returns By Period
In the year-to-date period, MAFIX achieves a -0.62% return, which is significantly lower than QSPRX's 9.99% return.
MAFIX
- 1D
- -0.44%
- 1M
- -7.26%
- YTD
- -0.62%
- 6M
- 4.09%
- 1Y
- 14.51%
- 3Y*
- 7.40%
- 5Y*
- 6.27%
- 10Y*
- —
QSPRX
- 1D
- -0.10%
- 1M
- 3.90%
- YTD
- 9.99%
- 6M
- 12.27%
- 1Y
- 14.10%
- 3Y*
- 20.09%
- 5Y*
- 18.79%
- 10Y*
- 7.15%
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MAFIX vs. QSPRX - Expense Ratio Comparison
MAFIX has a 1.79% expense ratio, which is lower than QSPRX's 5.79% expense ratio.
Return for Risk
MAFIX vs. QSPRX — Risk / Return Rank
MAFIX
QSPRX
MAFIX vs. QSPRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Multi Asset Fund Class I (MAFIX) and AQR Style Premia Alternative R6 (QSPRX). 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.
| MAFIX | QSPRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.43 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.94 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.77 | -0.41 |
Martin ratioReturn relative to average drawdown | 4.34 | 5.37 | -1.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MAFIX | QSPRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.43 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 1.18 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.57 | +0.32 |
Correlation
The correlation between MAFIX and QSPRX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
MAFIX vs. QSPRX - Dividend Comparison
MAFIX's dividend yield for the trailing twelve months is around 11.85%, more than QSPRX's 2.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAFIX Abbey Capital Multi Asset Fund Class I | 11.85% | 11.78% | 4.57% | 3.80% | 4.12% | 10.65% | 10.29% | 12.30% | 9.36% | 0.00% | 0.00% | 0.00% |
QSPRX AQR Style Premia Alternative R6 | 2.39% | 2.63% | 6.99% | 23.75% | 22.67% | 12.85% | 0.00% | 1.62% | 1.09% | 7.15% | 1.74% | 5.87% |
Drawdowns
MAFIX vs. QSPRX - Drawdown Comparison
The maximum MAFIX drawdown since its inception was -19.21%, smaller than the maximum QSPRX drawdown of -41.22%. Use the drawdown chart below to compare losses from any high point for MAFIX and QSPRX.
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Drawdown Indicators
| MAFIX | QSPRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.21% | -41.22% | +22.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.44% | -8.17% | -1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -19.21% | -17.17% | -2.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.22% | — |
Current DrawdownCurrent decline from peak | -7.26% | -0.10% | -7.16% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -10.21% | +6.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.70% | +0.26% |
Volatility
MAFIX vs. QSPRX - Volatility Comparison
Abbey Capital Multi Asset Fund Class I (MAFIX) has a higher volatility of 3.04% compared to AQR Style Premia Alternative R6 (QSPRX) at 2.52%. This indicates that MAFIX's price experiences larger fluctuations and is considered to be riskier than QSPRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MAFIX | QSPRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 2.52% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.36% | 6.54% | +3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 10.13% | +4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.39% | 16.03% | -3.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.92% | 12.80% | +0.12% |