QDSIX vs. GAFYX

In the year-to-date period, QDSIX achieves a 6.90% return, which is significantly higher than GAFYX's 0.37% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

QDSIX has a 0.20% expense ratio, which is lower than GAFYX's 1.24% expense ratio.

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.

The current QDSIX Sharpe Ratio is 1.01, which is higher than the GAFYX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of QDSIX and GAFYX, 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%, while GAFYX has not paid dividends to shareholders.

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.

The current volatility for AQR Diversifying Strategies Fund (QDSIX) is 1.20%, while AlphaSimplex Global Alternatives Fund (GAFYX) has a volatility of 1.53%. 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.