Correlation
The correlation between QCELX and USNQX is 0.90, 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.
QCELX vs. USNQX
Compare and contrast key facts about AQR Large Cap Multi-Style Fund (QCELX) and USAA Nasdaq 100 Index Fund (USNQX).
QCELX is managed by AQR Funds. It was launched on Mar 26, 2013. USNQX is managed by Victory Capital. It was launched on Oct 27, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QCELX or USNQX.
Performance
QCELX vs. USNQX - Performance Comparison
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Key characteristics
QCELX:
0.11
USNQX:
0.57
QCELX:
0.24
USNQX:
0.94
QCELX:
1.04
USNQX:
1.13
QCELX:
0.06
USNQX:
0.61
QCELX:
0.16
USNQX:
1.99
QCELX:
10.29%
USNQX:
7.05%
QCELX:
23.28%
USNQX:
25.72%
QCELX:
-36.96%
USNQX:
-74.36%
QCELX:
-10.74%
USNQX:
-3.54%
Returns By Period
In the year-to-date period, QCELX achieves a 4.12% return, which is significantly higher than USNQX's 1.82% return. Over the past 10 years, QCELX has underperformed USNQX with an annualized return of 4.42%, while USNQX has yielded a comparatively higher 17.38% annualized return.
QCELX
4.12%
7.76%
-9.38%
2.57%
2.63%
5.50%
4.42%
USNQX
1.82%
9.37%
3.18%
14.48%
19.48%
17.87%
17.38%
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QCELX vs. USNQX - Expense Ratio Comparison
QCELX has a 0.41% expense ratio, which is lower than USNQX's 0.42% expense ratio.
Risk-Adjusted Performance
QCELX vs. USNQX — Risk-Adjusted Performance Rank
QCELX
USNQX
QCELX vs. USNQX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Multi-Style Fund (QCELX) and USAA Nasdaq 100 Index Fund (USNQX). 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.
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Dividends
QCELX vs. USNQX - Dividend Comparison
QCELX's dividend yield for the trailing twelve months is around 12.38%, more than USNQX's 2.15% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QCELX AQR Large Cap Multi-Style Fund | 12.38% | 12.89% | 13.67% | 11.04% | 12.41% | 9.94% | 5.36% | 7.81% | 2.25% | 1.28% | 0.90% | 0.86% |
USNQX USAA Nasdaq 100 Index Fund | 2.15% | 2.19% | 2.60% | 4.13% | 4.49% | 1.53% | 0.88% | 0.68% | 1.97% | 0.50% | 2.74% | 0.21% |
Drawdowns
QCELX vs. USNQX - Drawdown Comparison
The maximum QCELX drawdown since its inception was -36.96%, smaller than the maximum USNQX drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for QCELX and USNQX.
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Volatility
QCELX vs. USNQX - Volatility Comparison
The current volatility for AQR Large Cap Multi-Style Fund (QCELX) is 4.81%, while USAA Nasdaq 100 Index Fund (USNQX) has a volatility of 5.58%. This indicates that QCELX experiences smaller price fluctuations and is considered to be less risky than USNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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