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:
-0.15
EBSIX:
1.12
QDSIX:
-0.09
EBSIX:
1.59
QDSIX:
0.98
EBSIX:
1.20
QDSIX:
-0.16
EBSIX:
0.93
QDSIX:
-0.44
EBSIX:
5.86
QDSIX:
4.01%
EBSIX:
1.75%
QDSIX:
12.08%
EBSIX:
9.20%
QDSIX:
-11.30%
EBSIX:
-30.10%
QDSIX:
-4.15%
EBSIX:
-2.13%
Returns By Period
In the year-to-date period, QDSIX achieves a 9.00% return, which is significantly lower than EBSIX's 10.49% return.
QDSIX
9.00%
-3.01%
-3.32%
-2.08%
N/A
N/A
EBSIX
10.49%
0.94%
4.24%
10.49%
9.77%
4.14%
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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 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 10.25%, more than EBSIX's 2.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
QDSIX AQR Diversifying Strategies Fund | 10.25% | 11.18% | 8.06% | 4.70% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EBSIX Campbell Systematic Macro Fund Class I Shares | 2.93% | 1.81% | 2.34% | 6.61% | 0.00% | 10.31% | 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
AQR Diversifying Strategies Fund (QDSIX) has a higher volatility of 3.67% compared to Campbell Systematic Macro Fund Class I Shares (EBSIX) at 2.87%. 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.