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QCELX vs. POGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QCELX vs. POGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Large Cap Multi-Style Fund (QCELX) and Pin Oak Equity (POGSX). The values are adjusted to include any dividend payments, if applicable.

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QCELX vs. POGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QCELX
AQR Large Cap Multi-Style Fund
-0.05%23.38%22.73%26.30%-15.73%27.18%14.93%24.33%-10.96%22.73%
POGSX
Pin Oak Equity
8.02%27.41%18.99%27.16%-25.10%21.42%10.60%27.72%-6.15%15.14%

Returns By Period

In the year-to-date period, QCELX achieves a -0.05% return, which is significantly lower than POGSX's 8.02% return. Both investments have delivered pretty close results over the past 10 years, with QCELX having a 13.18% annualized return and POGSX not far ahead at 13.32%.


QCELX

1D
2.92%
1M
-4.33%
YTD
-0.05%
6M
2.88%
1Y
28.05%
3Y*
21.93%
5Y*
13.20%
10Y*
13.18%

POGSX

1D
2.24%
1M
-3.10%
YTD
8.02%
6M
14.62%
1Y
36.09%
3Y*
26.34%
5Y*
11.39%
10Y*
13.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QCELX vs. POGSX - Expense Ratio Comparison

QCELX has a 0.41% expense ratio, which is lower than POGSX's 0.91% expense ratio.


Return for Risk

QCELX vs. POGSX — Risk / Return Rank

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

QCELX
QCELX Risk / Return Rank: 8686
Overall Rank
QCELX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QCELX Sortino Ratio Rank: 8484
Sortino Ratio Rank
QCELX Omega Ratio Rank: 8282
Omega Ratio Rank
QCELX Calmar Ratio Rank: 8989
Calmar Ratio Rank
QCELX Martin Ratio Rank: 9494
Martin Ratio Rank

POGSX
POGSX Risk / Return Rank: 9292
Overall Rank
POGSX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
POGSX Sortino Ratio Rank: 9393
Sortino Ratio Rank
POGSX Omega Ratio Rank: 9090
Omega Ratio Rank
POGSX Calmar Ratio Rank: 9595
Calmar Ratio Rank
POGSX Martin Ratio Rank: 9595
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.

QCELX vs. POGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Multi-Style Fund (QCELX) and Pin Oak Equity (POGSX). 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.


QCELXPOGSXDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.85

-0.30

Sortino ratio

Return per unit of downside risk

2.26

2.90

-0.65

Omega ratio

Gain probability vs. loss probability

1.34

1.42

-0.08

Calmar ratio

Return relative to maximum drawdown

2.52

3.38

-0.85

Martin ratio

Return relative to average drawdown

12.59

13.83

-1.23

QCELX vs. POGSX - Sharpe Ratio Comparison

The current QCELX Sharpe Ratio is 1.55, which is comparable to the POGSX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of QCELX and POGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QCELXPOGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.85

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.64

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.72

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.30

+0.35

Correlation

The correlation between QCELX and POGSX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QCELX vs. POGSX - Dividend Comparison

QCELX's dividend yield for the trailing twelve months is around 14.41%, less than POGSX's 17.59% yield.


TTM20252024202320222021202020192018201720162015
QCELX
AQR Large Cap Multi-Style Fund
14.41%14.40%12.89%13.67%11.05%12.41%9.94%5.36%7.81%0.99%1.28%0.89%
POGSX
Pin Oak Equity
17.59%8.85%17.87%8.21%0.15%10.93%4.60%3.22%2.94%1.79%2.03%3.83%

Drawdowns

QCELX vs. POGSX - Drawdown Comparison

The maximum QCELX drawdown since its inception was -33.52%, smaller than the maximum POGSX drawdown of -89.46%. Use the drawdown chart below to compare losses from any high point for QCELX and POGSX.


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Drawdown Indicators


QCELXPOGSXDifference

Max Drawdown

Largest peak-to-trough decline

-33.52%

-89.46%

+55.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-10.96%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-28.70%

-29.81%

+1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.52%

-33.05%

-0.47%

Current Drawdown

Current decline from peak

-5.23%

-5.97%

+0.74%

Average Drawdown

Average peak-to-trough decline

-5.73%

-36.91%

+31.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.68%

-0.34%

Volatility

QCELX vs. POGSX - Volatility Comparison

AQR Large Cap Multi-Style Fund (QCELX) has a higher volatility of 5.33% compared to Pin Oak Equity (POGSX) at 4.50%. This indicates that QCELX's price experiences larger fluctuations and is considered to be riskier than POGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QCELXPOGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

4.50%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

13.08%

-2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

19.70%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

17.88%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

18.57%

+0.39%