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QDSIX vs. SRDAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QDSIX and SRDAX is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

QDSIX vs. SRDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Diversifying Strategies Fund (QDSIX) and Stone Ridge Diversified Alternatives Fund (SRDAX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%December2025FebruaryMarchAprilMay
71.11%
44.64%
QDSIX
SRDAX

Key characteristics

Sharpe Ratio

QDSIX:

0.98

SRDAX:

0.56

Sortino Ratio

QDSIX:

1.28

SRDAX:

0.76

Omega Ratio

QDSIX:

1.21

SRDAX:

1.14

Calmar Ratio

QDSIX:

1.04

SRDAX:

0.47

Martin Ratio

QDSIX:

3.07

SRDAX:

1.60

Ulcer Index

QDSIX:

2.34%

SRDAX:

1.80%

Daily Std Dev

QDSIX:

7.02%

SRDAX:

4.69%

Max Drawdown

QDSIX:

-7.06%

SRDAX:

-6.33%

Current Drawdown

QDSIX:

-1.89%

SRDAX:

-5.50%

Returns By Period

In the year-to-date period, QDSIX achieves a 5.20% return, which is significantly higher than SRDAX's -4.97% return.


QDSIX

YTD

5.20%

1M

3.85%

6M

7.12%

1Y

6.86%

5Y*

N/A

10Y*

N/A

SRDAX

YTD

-4.97%

1M

-2.69%

6M

-3.03%

1Y

2.59%

5Y*

7.94%

10Y*

N/A

*Annualized

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QDSIX vs. SRDAX - Expense Ratio Comparison

QDSIX has a 0.20% expense ratio, which is lower than SRDAX's 1.27% expense ratio.


Risk-Adjusted Performance

QDSIX vs. SRDAX — Risk-Adjusted Performance Rank

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

QDSIX
The Risk-Adjusted Performance Rank of QDSIX is 7878
Overall Rank
The Sharpe Ratio Rank of QDSIX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of QDSIX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of QDSIX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of QDSIX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of QDSIX is 7474
Martin Ratio Rank

SRDAX
The Risk-Adjusted Performance Rank of SRDAX is 5757
Overall Rank
The Sharpe Ratio Rank of SRDAX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SRDAX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SRDAX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SRDAX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SRDAX is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QDSIX vs. SRDAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Diversifying Strategies Fund (QDSIX) and Stone Ridge Diversified Alternatives Fund (SRDAX). 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 0.98, which is higher than the SRDAX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of QDSIX and SRDAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2025FebruaryMarchAprilMay
0.98
0.56
QDSIX
SRDAX

Dividends

QDSIX vs. SRDAX - Dividend Comparison

QDSIX's dividend yield for the trailing twelve months is around 3.05%, less than SRDAX's 8.58% yield.


TTM20242023202220212020
QDSIX
AQR Diversifying Strategies Fund
3.05%3.21%11.18%8.06%4.70%1.93%
SRDAX
Stone Ridge Diversified Alternatives Fund
8.58%8.16%14.97%3.22%8.99%3.07%

Drawdowns

QDSIX vs. SRDAX - Drawdown Comparison

The maximum QDSIX drawdown since its inception was -7.06%, which is greater than SRDAX's maximum drawdown of -6.33%. Use the drawdown chart below to compare losses from any high point for QDSIX and SRDAX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-1.89%
-5.50%
QDSIX
SRDAX

Volatility

QDSIX vs. SRDAX - Volatility Comparison

The current volatility for AQR Diversifying Strategies Fund (QDSIX) is 1.95%, while Stone Ridge Diversified Alternatives Fund (SRDAX) has a volatility of 2.57%. This indicates that QDSIX experiences smaller price fluctuations and is considered to be less risky than SRDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%December2025FebruaryMarchAprilMay
1.95%
2.57%
QDSIX
SRDAX