QDSIX vs. GAFYX
Compare and contrast key facts about AQR Diversifying Strategies Fund (QDSIX) and AlphaSimplex Global Alternatives Fund (GAFYX).
QDSIX is managed by AQR Funds. It was launched on Jun 7, 2020. GAFYX is managed by Natixis. It was launched on Sep 29, 2008.
Performance
QDSIX vs. GAFYX - Performance Comparison
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QDSIX vs. GAFYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QDSIX AQR Diversifying Strategies Fund | 2.86% | 16.36% | 9.71% | 8.88% | 14.69% | 10.64% | 5.50% |
GAFYX AlphaSimplex Global Alternatives Fund | 0.17% | 6.68% | 9.66% | 3.77% | -0.49% | 1.29% | 6.10% |
Returns By Period
In the year-to-date period, QDSIX achieves a 2.86% return, which is significantly higher than GAFYX's 0.17% return.
QDSIX
- 1D
- 0.21%
- 1M
- -1.30%
- YTD
- 2.86%
- 6M
- 5.69%
- 1Y
- 12.12%
- 3Y*
- 12.66%
- 5Y*
- 11.13%
- 10Y*
- —
GAFYX
- 1D
- -0.09%
- 1M
- -5.19%
- YTD
- 0.17%
- 6M
- 0.96%
- 1Y
- 6.96%
- 3Y*
- 6.24%
- 5Y*
- 4.43%
- 10Y*
- 3.75%
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QDSIX vs. GAFYX - Expense Ratio Comparison
QDSIX has a 0.20% expense ratio, which is lower than GAFYX's 1.24% expense ratio.
Return for Risk
QDSIX vs. GAFYX — Risk / Return Rank
QDSIX
GAFYX
QDSIX vs. GAFYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Diversifying Strategies Fund (QDSIX) and AlphaSimplex Global Alternatives Fund (GAFYX). 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.
| QDSIX | GAFYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 0.84 | +1.12 |
Sortino ratioReturn per unit of downside risk | 2.47 | 1.14 | +1.33 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.17 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 0.90 | +1.34 |
Martin ratioReturn relative to average drawdown | 9.64 | 3.86 | +5.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QDSIX | GAFYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 0.84 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.46 | 0.63 | +0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.61 | 0.47 | +1.14 |
Correlation
The correlation between QDSIX and GAFYX is 0.35, 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.
Dividends
QDSIX vs. GAFYX - Dividend Comparison
QDSIX's dividend yield for the trailing twelve months is around 2.17%, while GAFYX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDSIX AQR Diversifying Strategies Fund | 2.17% | 2.23% | 0.00% | 11.35% | 8.22% | 6.07% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GAFYX AlphaSimplex Global Alternatives Fund | 0.00% | 0.00% | 0.00% | 5.24% | 9.57% | 0.00% | 2.57% | 1.16% | 1.37% | 0.74% | 0.00% | 3.53% |
Drawdowns
QDSIX vs. GAFYX - Drawdown Comparison
The maximum QDSIX drawdown since its inception was -7.06%, smaller than the maximum GAFYX drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for QDSIX and GAFYX.
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Drawdown Indicators
| QDSIX | GAFYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.06% | -19.49% | +12.43% |
Max Drawdown (1Y)Largest decline over 1 year | -5.53% | -6.74% | +1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -7.06% | -9.74% | +2.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.26% | — |
Current DrawdownCurrent decline from peak | -1.30% | -5.19% | +3.89% |
Average DrawdownAverage peak-to-trough decline | -1.48% | -4.67% | +3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 1.58% | -0.30% |
Volatility
QDSIX vs. GAFYX - Volatility Comparison
The current volatility for AQR Diversifying Strategies Fund (QDSIX) is 1.56%, while AlphaSimplex Global Alternatives Fund (GAFYX) has a volatility of 2.94%. This indicates that QDSIX experiences smaller price fluctuations and is considered to be less risky than GAFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDSIX | GAFYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.56% | 2.94% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 3.73% | 5.88% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.36% | 8.34% | -1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.64% | 7.05% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.39% | 6.66% | +0.73% |