QCELX vs. YCGEX
QCELX (AQR Large Cap Multi-Style Fund) and YCGEX (YCG Enhanced Fund) are both Large Cap Blend Equities funds. Over the past 10 years, QCELX returned 15.03%/yr vs 10.83%/yr for YCGEX. Their correlation of 0.81 means they have usually moved in the same direction. QCELX charges 0.41%/yr vs 1.19%/yr for YCGEX.
Performance
QCELX vs. YCGEX - Performance Comparison
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Returns By Period
In the year-to-date period, QCELX achieves a 18.84% return, which is significantly higher than YCGEX's -6.08% return. Over the past 10 years, QCELX has outperformed YCGEX with an annualized return of 15.03%, while YCGEX has yielded a comparatively lower 10.83% annualized return.
QCELX
- 1D
- 0.59%
- 1M
- 2.22%
- 6M
- 14.57%
- YTD
- 18.84%
- 1Y
- 33.67%
- 3Y*
- 23.98%
- 5Y*
- 15.55%
- 10Y*
- 15.03%
- ALL TIME*
- 13.02%
YCGEX
- 1D
- 0.00%
- 1M
- -0.65%
- 6M
- -5.16%
- YTD
- -6.08%
- 1Y
- -4.30%
- 3Y*
- 4.98%
- 5Y*
- 3.12%
- 10Y*
- 10.83%
- ALL TIME*
- 11.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
YCGEX YCG Enhanced Fund | $0.00 | $0.00 | $0.00 |
QCELX vs. YCGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QCELX AQR Large Cap Multi-Style Fund | 18.84% | 23.38% | 22.73% | 26.30% | -15.73% | 27.18% | 14.93% | 24.33% | -10.96% | 22.73% |
YCGEX YCG Enhanced Fund | -6.08% | 4.14% | 11.99% | 30.15% | -22.38% | 27.32% | 17.27% | 41.20% | -3.25% | 22.81% |
Correlation
The correlation between QCELX and YCGEX is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.81 |
Over the past year, the correlation between QCELX and YCGEX has dropped to 0.37 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
QCELX vs. YCGEX — Risk / Return Rank
QCELX
YCGEX
QCELX vs. YCGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Multi-Style Fund (QCELX) and YCG Enhanced Fund (YCGEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QCELX | YCGEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.77 | ||
| Sortino ratioReturn per unit of downside risk | +3.68 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.94 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 3.97 | -0.39 | +4.36 |
| Martin ratioReturn relative to average drawdown | 16.78 | -0.87 | +17.65 |
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Drawdowns
QCELX vs. YCGEX - Drawdown Comparison
The maximum QCELX drawdown since its inception was -33.52%, smaller than the maximum YCGEX drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for QCELX and YCGEX.
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Drawdown Indicators
| QCELX | YCGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.52% | -35.90% | +2.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.92% | -14.91% | +6.99% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | -15.96% | -2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -28.70% | -30.75% | +2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -33.52% | -35.90% | +2.38% |
Current DrawdownCurrent decline from peak | 0.00% | -8.51% | +8.51% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -4.58% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 6.70% | -4.83% |
Volatility
QCELX vs. YCGEX - Volatility Comparison
The current volatility for AQR Large Cap Multi-Style Fund (QCELX) is 3.05%, while YCG Enhanced Fund (YCGEX) has a volatility of 5.92%. This indicates that QCELX experiences smaller price fluctuations and is considered to be less risky than YCGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QCELX | YCGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 5.92% | -2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 10.08% | 11.41% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 13.76% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.99% | 17.38% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.96% | 18.01% | +0.95% |
QCELX vs. YCGEX - Expense Ratio Comparison
QCELX has a 0.41% expense ratio, which is lower than YCGEX's 1.19% expense ratio.
Dividends
QCELX vs. YCGEX - Dividend Comparison
QCELX's dividend yield for the trailing twelve months is around 12.12%, more than YCGEX's 5.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QCELX AQR Large Cap Multi-Style Fund | 12.12% | 14.40% | 12.89% | 13.67% | 11.05% | 12.41% | 9.94% | 5.36% | 7.81% | 0.99% | 1.28% | 0.89% |
YCGEX YCG Enhanced Fund | 5.24% | 4.92% | 4.31% | 1.96% | 0.00% | 9.49% | 0.00% | 0.56% | 3.53% | 3.66% | 3.38% | 2.13% |
Frequently Asked Questions
QCELX and YCGEX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCGEX has higher volatility (5.92%) compared to QCELX (3.05%). In terms of maximum drawdown, QCELX dropped -33.52% vs YCGEX's -35.90%.
QCELX currently has the higher Sharpe Ratio (2.34 vs -0.42), 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.
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