QDSIX vs. QSPIX
Compare and contrast key facts about AQR Diversifying Strategies Fund (QDSIX) and AQR Style Premia Alternative Fund (QSPIX).
QDSIX is managed by AQR Funds. It was launched on Jun 7, 2020. QSPIX is managed by AQR Funds. It was launched on Oct 29, 2013.
Performance
QDSIX vs. QSPIX - Performance Comparison
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QDSIX vs. QSPIX - 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% |
QSPIX AQR Style Premia Alternative Fund | 9.94% | 14.82% | 21.48% | 12.46% | 30.76% | 24.93% | -7.15% |
Returns By Period
In the year-to-date period, QDSIX achieves a 2.86% return, which is significantly lower than QSPIX's 9.94% return.
QDSIX
- 1D
- 0.21%
- 1M
- -1.30%
- YTD
- 2.86%
- 6M
- 5.69%
- 1Y
- 12.12%
- 3Y*
- 12.66%
- 5Y*
- 11.13%
- 10Y*
- —
QSPIX
- 1D
- -0.21%
- 1M
- 3.82%
- YTD
- 9.94%
- 6M
- 12.16%
- 1Y
- 13.99%
- 3Y*
- 19.92%
- 5Y*
- 18.65%
- 10Y*
- 7.05%
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QDSIX vs. QSPIX - Expense Ratio Comparison
QDSIX has a 0.20% expense ratio, which is lower than QSPIX's 1.49% expense ratio.
Return for Risk
QDSIX vs. QSPIX — Risk / Return Rank
QDSIX
QSPIX
QDSIX vs. QSPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Diversifying Strategies Fund (QDSIX) and AQR Style Premia Alternative Fund (QSPIX). 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 | QSPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.42 | +0.54 |
Sortino ratioReturn per unit of downside risk | 2.47 | 1.94 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.26 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.76 | +0.48 |
Martin ratioReturn relative to average drawdown | 9.64 | 5.29 | +4.35 |
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 | QSPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.42 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.46 | 1.18 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.61 | 0.61 | +1.00 |
Correlation
The correlation between QDSIX and QSPIX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QDSIX vs. QSPIX - Dividend Comparison
QDSIX's dividend yield for the trailing twelve months is around 2.17%, less than QSPIX's 2.34% yield.
| 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% |
QSPIX AQR Style Premia Alternative Fund | 2.34% | 2.57% | 6.95% | 23.77% | 22.68% | 12.78% | 0.00% | 1.62% | 0.96% | 7.08% | 1.74% | 5.83% |
Drawdowns
QDSIX vs. QSPIX - Drawdown Comparison
The maximum QDSIX drawdown since its inception was -7.06%, smaller than the maximum QSPIX drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for QDSIX and QSPIX.
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Drawdown Indicators
| QDSIX | QSPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.06% | -41.37% | +34.31% |
Max Drawdown (1Y)Largest decline over 1 year | -5.53% | -8.11% | +2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -7.06% | -17.13% | +10.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.37% | — |
Current DrawdownCurrent decline from peak | -1.30% | -0.21% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -1.48% | -9.54% | +8.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.28% | 2.70% | -1.42% |
Volatility
QDSIX vs. QSPIX - Volatility Comparison
The current volatility for AQR Diversifying Strategies Fund (QDSIX) is 1.56%, while AQR Style Premia Alternative Fund (QSPIX) has a volatility of 2.61%. This indicates that QDSIX experiences smaller price fluctuations and is considered to be less risky than QSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDSIX | QSPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.56% | 2.61% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 3.73% | 6.62% | -2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.36% | 10.12% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.64% | 15.98% | -8.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.39% | 12.76% | -5.37% |