QDSIX vs. SGRT

Last updated Jun 5, 2026

QDSIX (AQR Diversifying Strategies Fund) and SGRT (SMART Earnings Growth 30 ETF) are both funds - QDSIX is a Multistrategy fund managed by AQR Funds, while SGRT is a Large Cap Growth Equities fund. At a 0.40 correlation, their price movements are largely independent. QDSIX charges 0.20%/yr vs 0.59%/yr for SGRT.

Performance

QDSIX vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Diversifying Strategies Fund (QDSIX) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QDSIX achieves a 6.50% return, which is significantly lower than SGRT's 48.90% return.

QDSIX

• 1D: 0.07%
• 1M: 1.63%
• YTD: 6.50%
• 6M: 7.80%
• 1Y: 15.13%
• 3Y*: 13.94%
• 5Y*: 11.10%
• 10Y*: —

SGRT

• 1D: -1.69%
• 1M: 9.59%
• YTD: 48.90%
• 6M: 51.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

QDSIX vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
QDSIX AQR Diversifying Strategies Fund	6.50%	6.18%
SGRT SMART Earnings Growth 30 ETF	48.90%	25.25%

Correlation

The correlation between QDSIX and SGRT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025	0.40

Return for Risk

QDSIX vs. SGRT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDSIX

QDSIX Risk / Return Rank: 92
QDSIX Sharpe Ratio Rank: 90
QDSIX Sortino Ratio Rank: 91
QDSIX Omega Ratio Rank: 85
QDSIX Calmar Ratio Rank: 98
QDSIX Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QDSIX vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Diversifying Strategies Fund (QDSIX) and SMART Earnings Growth 30 ETF (SGRT). 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	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	3.03	—	—
Sortino ratio: Return per unit of downside risk	4.53	—	—
Omega ratio: Gain probability vs. loss probability	1.59	—	—
Calmar ratio: Return relative to maximum drawdown	7.77	—	—
Martin ratio: Return relative to average drawdown	22.68	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	QDSIX	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.03	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.66	3.63	-1.97

Drawdowns

QDSIX vs. SGRT - Drawdown Comparison

The maximum QDSIX drawdown since its inception was -7.06%, smaller than the maximum SGRT drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for QDSIX and SGRT.

Drawdown Indicators

	QDSIX	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-7.06%	-17.87%	+10.81%
Max Drawdown (1Y) Largest decline over 1 year	-1.96%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-6.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-7.06%	—	—
Current Drawdown Current decline from peak	0.00%	-1.69%	+1.69%
Average Drawdown Average peak-to-trough decline	-1.44%	-3.10%	+1.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.67%	—	—

Volatility

Volatility by Period

	QDSIX	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.37%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.59%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.02%	33.40%	-28.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.64%	33.40%	-25.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.32%	33.40%	-26.08%

QDSIX vs. SGRT - Expense Ratio Comparison

QDSIX has a 0.20% expense ratio, which is lower than SGRT's 0.59% expense ratio.

Dividends

QDSIX vs. SGRT - Dividend Comparison

QDSIX's dividend yield for the trailing twelve months is around 2.10%, more than SGRT's 0.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
QDSIX AQR Diversifying Strategies Fund	2.10%	2.23%	0.00%	11.35%	8.22%	6.07%	1.93%
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QDSIX and SGRT in my portfolio?

QDSIX and SGRT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.