QDSIX vs. EBSIX
Compare and contrast key facts about AQR Diversifying Strategies Fund (QDSIX) and Campbell Systematic Macro Fund Class I Shares (EBSIX).
QDSIX is managed by AQR Funds. It was launched on Jun 7, 2020. EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDSIX or EBSIX.
Correlation
The correlation between QDSIX and EBSIX is 0.38, 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. EBSIX - Performance Comparison
Key characteristics
QDSIX:
0.80
EBSIX:
0.76
QDSIX:
1.01
EBSIX:
1.06
QDSIX:
1.16
EBSIX:
1.14
QDSIX:
0.82
EBSIX:
1.14
QDSIX:
2.47
EBSIX:
3.84
QDSIX:
2.28%
EBSIX:
1.94%
QDSIX:
7.01%
EBSIX:
9.87%
QDSIX:
-7.06%
EBSIX:
-30.10%
QDSIX:
-3.41%
EBSIX:
-3.01%
Returns By Period
In the year-to-date period, QDSIX achieves a 3.57% return, which is significantly higher than EBSIX's 2.25% return.
QDSIX
3.57%
-2.60%
5.55%
5.29%
N/A
N/A
EBSIX
2.25%
-1.96%
4.09%
8.03%
9.35%
3.56%
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QDSIX vs. EBSIX - Expense Ratio Comparison
QDSIX has a 0.20% expense ratio, which is lower than EBSIX's 1.75% expense ratio.
Risk-Adjusted Performance
QDSIX vs. EBSIX — Risk-Adjusted Performance Rank
QDSIX
EBSIX
QDSIX vs. EBSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Diversifying Strategies Fund (QDSIX) and Campbell Systematic Macro Fund Class I Shares (EBSIX). 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. EBSIX - Dividend Comparison
QDSIX's dividend yield for the trailing twelve months is around 3.10%, more than EBSIX's 2.84% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDSIX AQR Diversifying Strategies Fund | 3.10% | 3.21% | 11.35% | 8.22% | 6.07% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EBSIX Campbell Systematic Macro Fund Class I Shares | 2.84% | 2.90% | 1.82% | 15.10% | 7.73% | 0.00% | 18.49% | 14.06% | 0.00% | 0.00% | 2.09% | 6.01% |
Drawdowns
QDSIX vs. EBSIX - Drawdown Comparison
The maximum QDSIX drawdown since its inception was -7.06%, smaller than the maximum EBSIX drawdown of -30.10%. Use the drawdown chart below to compare losses from any high point for QDSIX and EBSIX. For additional features, visit the drawdowns tool.
Volatility
QDSIX vs. EBSIX - Volatility Comparison
AQR Diversifying Strategies Fund (QDSIX) has a higher volatility of 4.21% compared to Campbell Systematic Macro Fund Class I Shares (EBSIX) at 3.49%. This indicates that QDSIX's price experiences larger fluctuations and is considered to be riskier than EBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.