QDSIX vs. EBSIX

In the year-to-date period, QDSIX achieves a 6.90% return, which is significantly higher than EBSIX's 1.95% return.

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QDSIX has a 0.20% expense ratio, which is lower than EBSIX's 1.75% expense ratio.

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.

The current QDSIX Sharpe Ratio is 1.01, which is comparable to the EBSIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of QDSIX and EBSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QDSIX's dividend yield for the trailing twelve months is around 3.00%, more than EBSIX's 2.84% yield.

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.

The current volatility for AQR Diversifying Strategies Fund (QDSIX) is 1.20%, while Campbell Systematic Macro Fund Class I Shares (EBSIX) has a volatility of 1.97%. This indicates that QDSIX experiences smaller price fluctuations and is considered to be less risky than EBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.