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.
Key characteristics
| QDSIX | EBSIX | |
|---|---|---|
| YTD Return | 10.96% | 8.89% |
| 1Y Return | -0.16% | 1.56% |
| 3Y Return (Ann) | 7.61% | 11.86% |
| Sharpe Ratio | 0.01 | 0.17 |
| Daily Std Dev | 11.74% | 9.17% |
| Max Drawdown | -11.30% | -30.10% |
| Current Drawdown | -2.43% | -1.74% |
Correlation
The correlation between QDSIX and EBSIX is 0.37, 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
In the year-to-date period, QDSIX achieves a 10.96% return, which is significantly higher than EBSIX's 8.89% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 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 10.23%, more than EBSIX's 1.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
QDSIX AQR Diversifying Strategies Fund | 10.23% | 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 | 1.67% | 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 -11.30%, 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
The current volatility for AQR Diversifying Strategies Fund (QDSIX) is 1.34%, while Campbell Systematic Macro Fund Class I Shares (EBSIX) has a volatility of 2.19%. 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.