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.
QDSIX vs. SRDAX
Compare and contrast key facts about AQR Diversifying Strategies Fund (QDSIX) and Stone Ridge Diversified Alternatives Fund (SRDAX).
QDSIX is managed by AQR Funds. It was launched on Jun 7, 2020. SRDAX is managed by STONE RIDGE. It was launched on Apr 29, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDSIX or SRDAX.
Performance
QDSIX vs. SRDAX - Performance Comparison
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Key characteristics
QDSIX:
0.97
SRDAX:
0.86
QDSIX:
1.27
SRDAX:
0.97
QDSIX:
1.21
SRDAX:
1.18
QDSIX:
1.03
SRDAX:
0.60
QDSIX:
3.02
SRDAX:
1.70
QDSIX:
2.36%
SRDAX:
2.16%
QDSIX:
7.03%
SRDAX:
4.66%
QDSIX:
-7.06%
SRDAX:
-6.33%
QDSIX:
-0.30%
SRDAX:
-5.13%
Returns By Period
In the year-to-date period, QDSIX achieves a 6.90% return, which is significantly higher than SRDAX's -4.59% return.
QDSIX
6.90%
1.78%
8.68%
6.80%
9.73%
N/A
N/A
SRDAX
-4.59%
0.89%
-2.65%
3.97%
8.01%
7.60%
N/A
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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
QDSIX
SRDAX
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.
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Dividends
QDSIX vs. SRDAX - Dividend Comparison
QDSIX's dividend yield for the trailing twelve months is around 3.00%, less than SRDAX's 8.55% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
QDSIX AQR Diversifying Strategies Fund | 3.00% | 3.21% | 11.35% | 8.21% | 6.06% | 1.93% |
SRDAX Stone Ridge Diversified Alternatives Fund | 8.55% | 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.
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Volatility
QDSIX vs. SRDAX - Volatility Comparison
AQR Diversifying Strategies Fund (QDSIX) has a higher volatility of 1.21% compared to Stone Ridge Diversified Alternatives Fund (SRDAX) at 0.71%. This indicates that QDSIX's price experiences larger fluctuations and is considered to be riskier than SRDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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