QDSIX vs. AHTPX
Compare and contrast key facts about AQR Diversifying Strategies Fund (QDSIX) and American Beacon AHL TargetRisk Fund (AHTPX).
QDSIX is managed by AQR Funds. It was launched on Jun 7, 2020. AHTPX is managed by American Beacon. It was launched on Dec 30, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDSIX or AHTPX.
Key characteristics
| QDSIX | AHTPX | |
|---|---|---|
| YTD Return | 11.14% | 7.70% |
| 1Y Return | -0.63% | 16.05% |
| 3Y Return (Ann) | 7.93% | -3.90% |
| Sharpe Ratio | 0.03 | 1.65 |
| Sortino Ratio | 0.10 | 2.21 |
| Omega Ratio | 1.03 | 1.31 |
| Calmar Ratio | 0.04 | 0.67 |
| Martin Ratio | 0.09 | 5.82 |
| Ulcer Index | 4.32% | 2.76% |
| Daily Std Dev | 11.64% | 9.77% |
| Max Drawdown | -11.30% | -27.86% |
| Current Drawdown | -2.27% | -11.75% |
Correlation
The correlation between QDSIX and AHTPX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
QDSIX vs. AHTPX - Performance Comparison
In the year-to-date period, QDSIX achieves a 11.14% return, which is significantly higher than AHTPX's 7.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QDSIX vs. AHTPX - Expense Ratio Comparison
QDSIX has a 0.20% expense ratio, which is lower than AHTPX's 1.41% expense ratio.
Risk-Adjusted Performance
QDSIX vs. AHTPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Diversifying Strategies Fund (QDSIX) and American Beacon AHL TargetRisk Fund (AHTPX). 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
QDSIX vs. AHTPX - Dividend Comparison
QDSIX's dividend yield for the trailing twelve months is around 10.06%, more than AHTPX's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
QDSIX AQR Diversifying Strategies Fund | 10.06% | 11.18% | 8.06% | 4.70% | 1.93% | 0.00% |
AHTPX American Beacon AHL TargetRisk Fund | 3.37% | 3.63% | 3.19% | 7.61% | 0.00% | 0.18% |
Drawdowns
QDSIX vs. AHTPX - Drawdown Comparison
The maximum QDSIX drawdown since its inception was -11.30%, smaller than the maximum AHTPX drawdown of -27.86%. Use the drawdown chart below to compare losses from any high point for QDSIX and AHTPX. For additional features, visit the drawdowns tool.
Volatility
QDSIX vs. AHTPX - Volatility Comparison
The current volatility for AQR Diversifying Strategies Fund (QDSIX) is 1.53%, while American Beacon AHL TargetRisk Fund (AHTPX) has a volatility of 2.20%. This indicates that QDSIX experiences smaller price fluctuations and is considered to be less risky than AHTPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.