QDSIX vs. PQTAX
Compare and contrast key facts about AQR Diversifying Strategies Fund (QDSIX) and PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX).
QDSIX is managed by AQR Funds. It was launched on Jun 7, 2020. PQTAX is managed by PIMCO. It was launched on Dec 31, 2013.
Performance
QDSIX vs. PQTAX - Performance Comparison
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QDSIX vs. PQTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QDSIX AQR Diversifying Strategies Fund | 3.21% | 16.36% | 9.71% | 8.88% | 14.69% | 10.64% | 5.50% |
PQTAX PIMCO TRENDS Managed Futures Strategy Fund Class A | 3.74% | 2.06% | -3.31% | -4.52% | 11.06% | 14.52% | 4.64% |
Returns By Period
In the year-to-date period, QDSIX achieves a 3.21% return, which is significantly lower than PQTAX's 3.74% return.
QDSIX
- 1D
- 0.35%
- 1M
- -0.82%
- YTD
- 3.21%
- 6M
- 5.98%
- 1Y
- 12.00%
- 3Y*
- 12.79%
- 5Y*
- 11.19%
- 10Y*
- —
PQTAX
- 1D
- -0.83%
- 1M
- -2.44%
- YTD
- 3.74%
- 6M
- 8.97%
- 1Y
- 10.99%
- 3Y*
- 1.49%
- 5Y*
- 3.76%
- 10Y*
- 3.55%
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QDSIX vs. PQTAX - Expense Ratio Comparison
QDSIX has a 0.20% expense ratio, which is lower than PQTAX's 1.81% expense ratio.
Return for Risk
QDSIX vs. PQTAX — Risk / Return Rank
QDSIX
PQTAX
QDSIX vs. PQTAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Diversifying Strategies Fund (QDSIX) and PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX). 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 | PQTAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.24 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.50 | 1.70 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.22 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.31 | 1.35 | +0.96 |
Martin ratioReturn relative to average drawdown | 9.94 | 3.24 | +6.70 |
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 | PQTAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.24 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.47 | 0.38 | +1.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.62 | 0.44 | +1.18 |
Correlation
The correlation between QDSIX and PQTAX is 0.36, 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. PQTAX - Dividend Comparison
QDSIX's dividend yield for the trailing twelve months is around 2.16%, while PQTAX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDSIX AQR Diversifying Strategies Fund | 2.16% | 2.23% | 0.00% | 11.35% | 8.22% | 6.07% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PQTAX PIMCO TRENDS Managed Futures Strategy Fund Class A | 0.00% | 0.00% | 0.00% | 0.00% | 14.61% | 2.22% | 4.46% | 2.29% | 0.10% | 2.54% | 0.00% | 7.65% |
Drawdowns
QDSIX vs. PQTAX - Drawdown Comparison
The maximum QDSIX drawdown since its inception was -7.06%, smaller than the maximum PQTAX drawdown of -28.39%. Use the drawdown chart below to compare losses from any high point for QDSIX and PQTAX.
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Drawdown Indicators
| QDSIX | PQTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.06% | -28.39% | +21.33% |
Max Drawdown (1Y)Largest decline over 1 year | -5.46% | -8.04% | +2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -7.06% | -28.39% | +21.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.39% | — |
Current DrawdownCurrent decline from peak | -0.96% | -14.28% | +13.32% |
Average DrawdownAverage peak-to-trough decline | -1.47% | -9.31% | +7.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 3.36% | -2.07% |
Volatility
QDSIX vs. PQTAX - Volatility Comparison
The current volatility for AQR Diversifying Strategies Fund (QDSIX) is 1.61%, while PIMCO TRENDS Managed Futures Strategy Fund Class A (PQTAX) has a volatility of 3.59%. This indicates that QDSIX experiences smaller price fluctuations and is considered to be less risky than PQTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDSIX | PQTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 3.59% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 3.74% | 6.78% | -3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.36% | 8.82% | -2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.64% | 9.90% | -2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.38% | 9.42% | -2.04% |