QCELX vs. XIU.TO
Compare and contrast key facts about AQR Large Cap Multi-Style Fund (QCELX) and iShares S&P/TSX 60 Index ETF (XIU.TO).
QCELX is managed by AQR Funds. It was launched on Mar 26, 2013. XIU.TO is a passively managed fund by iShares that tracks the performance of the S&P/TSX 60 Index. It was launched on Sep 28, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QCELX or XIU.TO.
Correlation
The correlation between QCELX and XIU.TO is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
QCELX vs. XIU.TO - Performance Comparison
Key characteristics
QCELX:
0.54
XIU.TO:
2.37
QCELX:
0.74
XIU.TO:
3.31
QCELX:
1.13
XIU.TO:
1.43
QCELX:
0.53
XIU.TO:
4.82
QCELX:
1.77
XIU.TO:
14.38
QCELX:
5.45%
XIU.TO:
1.65%
QCELX:
17.82%
XIU.TO:
9.96%
QCELX:
-36.96%
XIU.TO:
-52.31%
QCELX:
-9.87%
XIU.TO:
-0.96%
Returns By Period
In the year-to-date period, QCELX achieves a 5.14% return, which is significantly higher than XIU.TO's 4.22% return. Over the past 10 years, QCELX has underperformed XIU.TO with an annualized return of 4.55%, while XIU.TO has yielded a comparatively higher 8.96% annualized return.
QCELX
5.14%
2.03%
-1.02%
11.10%
3.46%
4.55%
XIU.TO
4.22%
2.28%
12.80%
23.70%
11.15%
8.96%
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QCELX vs. XIU.TO - Expense Ratio Comparison
QCELX has a 0.41% expense ratio, which is higher than XIU.TO's 0.18% expense ratio.
Risk-Adjusted Performance
QCELX vs. XIU.TO — Risk-Adjusted Performance Rank
QCELX
XIU.TO
QCELX vs. XIU.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Multi-Style Fund (QCELX) and iShares S&P/TSX 60 Index ETF (XIU.TO). 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.
Dividends
QCELX vs. XIU.TO - Dividend Comparison
QCELX's dividend yield for the trailing twelve months is around 1.26%, less than XIU.TO's 2.80% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QCELX AQR Large Cap Multi-Style Fund | 1.26% | 1.32% | 1.51% | 1.74% | 1.29% | 1.29% | 1.22% | 1.86% | 1.26% | 1.28% | 0.90% | 0.40% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.80% | 2.92% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% |
Drawdowns
QCELX vs. XIU.TO - Drawdown Comparison
The maximum QCELX drawdown since its inception was -36.96%, smaller than the maximum XIU.TO drawdown of -52.31%. Use the drawdown chart below to compare losses from any high point for QCELX and XIU.TO. For additional features, visit the drawdowns tool.
Volatility
QCELX vs. XIU.TO - Volatility Comparison
AQR Large Cap Multi-Style Fund (QCELX) has a higher volatility of 3.37% compared to iShares S&P/TSX 60 Index ETF (XIU.TO) at 3.11%. This indicates that QCELX's price experiences larger fluctuations and is considered to be riskier than XIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.