QDSIX vs. GFSYX
Compare and contrast key facts about AQR Diversifying Strategies Fund (QDSIX) and GuideStone Funds Strategic Alternatives Fund (GFSYX).
QDSIX is managed by AQR Funds. It was launched on Jun 7, 2020. GFSYX is managed by GuideStone Funds. It was launched on Jun 29, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDSIX or GFSYX.
Key characteristics
| QDSIX | GFSYX | |
|---|---|---|
| YTD Return | 11.23% | 6.95% |
| 1Y Return | 0.48% | -1.60% |
| 3Y Return (Ann) | 8.03% | 0.26% |
| Sharpe Ratio | 0.03 | -0.19 |
| Sortino Ratio | 0.10 | -0.15 |
| Omega Ratio | 1.03 | 0.93 |
| Calmar Ratio | 0.04 | -0.18 |
| Martin Ratio | 0.09 | -0.28 |
| Ulcer Index | 4.31% | 5.29% |
| Daily Std Dev | 11.67% | 8.09% |
| Max Drawdown | -11.30% | -10.03% |
| Current Drawdown | -2.19% | -1.69% |
Correlation
The correlation between QDSIX and GFSYX is 0.19, 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. GFSYX - Performance Comparison
In the year-to-date period, QDSIX achieves a 11.23% return, which is significantly higher than GFSYX's 6.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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QDSIX vs. GFSYX - Expense Ratio Comparison
QDSIX has a 0.20% expense ratio, which is lower than GFSYX's 1.15% expense ratio.
Risk-Adjusted Performance
QDSIX vs. GFSYX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Diversifying Strategies Fund (QDSIX) and GuideStone Funds Strategic Alternatives Fund (GFSYX). 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. GFSYX - Dividend Comparison
QDSIX's dividend yield for the trailing twelve months is around 10.05%, more than GFSYX's 3.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
QDSIX AQR Diversifying Strategies Fund | 10.05% | 11.18% | 8.06% | 4.70% | 1.93% | 0.00% | 0.00% | 0.00% |
GFSYX GuideStone Funds Strategic Alternatives Fund | 3.83% | 4.09% | 0.44% | 0.19% | 1.38% | 1.86% | 1.83% | 0.54% |
Drawdowns
QDSIX vs. GFSYX - Drawdown Comparison
The maximum QDSIX drawdown since its inception was -11.30%, which is greater than GFSYX's maximum drawdown of -10.03%. Use the drawdown chart below to compare losses from any high point for QDSIX and GFSYX. For additional features, visit the drawdowns tool.
Volatility
QDSIX vs. GFSYX - Volatility Comparison
AQR Diversifying Strategies Fund (QDSIX) has a higher volatility of 1.54% compared to GuideStone Funds Strategic Alternatives Fund (GFSYX) at 0.98%. This indicates that QDSIX's price experiences larger fluctuations and is considered to be riskier than GFSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.