QDSNX vs. SIOAX
Compare and contrast key facts about AQR Diversifying Strategies Fund Class N (QDSNX) and SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX).
QDSNX is an actively managed fund by AQR Funds. It was launched on Jun 8, 2020. SIOAX is managed by BlackRock. It was launched on Apr 8, 2012.
Performance
QDSNX vs. SIOAX - Performance Comparison
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QDSNX vs. SIOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QDSNX AQR Diversifying Strategies Fund Class N | 2.79% | 16.14% | 9.56% | 8.62% | 14.48% | 10.35% | 5.40% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 0.35% | 10.08% | 7.25% | 11.09% | -13.13% | 4.50% | 9.87% |
Returns By Period
In the year-to-date period, QDSNX achieves a 2.79% return, which is significantly higher than SIOAX's 0.35% return.
QDSNX
- 1D
- 0.21%
- 1M
- -1.31%
- YTD
- 2.79%
- 6M
- 5.61%
- 1Y
- 11.90%
- 3Y*
- 12.45%
- 5Y*
- 10.91%
- 10Y*
- —
SIOAX
- 1D
- 0.10%
- 1M
- -2.20%
- YTD
- 0.35%
- 6M
- 2.26%
- 1Y
- 7.45%
- 3Y*
- 8.34%
- 5Y*
- 3.79%
- 10Y*
- 5.05%
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QDSNX vs. SIOAX - Expense Ratio Comparison
QDSNX has a 3.30% expense ratio, which is higher than SIOAX's 0.80% expense ratio.
Return for Risk
QDSNX vs. SIOAX — Risk / Return Rank
QDSNX
SIOAX
QDSNX vs. SIOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Diversifying Strategies Fund Class N (QDSNX) and SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX). 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.
| QDSNX | SIOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 2.29 | -0.36 |
Sortino ratioReturn per unit of downside risk | 2.44 | 3.05 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.53 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.39 | -0.20 |
Martin ratioReturn relative to average drawdown | 9.35 | 11.01 | -1.66 |
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
| QDSNX | SIOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.29 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.44 | 0.84 | +0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.58 | 1.06 | +0.53 |
Correlation
The correlation between QDSNX and SIOAX is 0.08, 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
QDSNX vs. SIOAX - Dividend Comparison
QDSNX's dividend yield for the trailing twelve months is around 1.94%, less than SIOAX's 4.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDSNX AQR Diversifying Strategies Fund Class N | 1.94% | 1.99% | 0.00% | 11.18% | 8.01% | 5.99% | 1.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 4.92% | 5.37% | 6.08% | 6.49% | 6.11% | 3.87% | 3.05% | 4.43% | 3.29% | 4.31% | 4.27% | 6.30% |
Drawdowns
QDSNX vs. SIOAX - Drawdown Comparison
The maximum QDSNX drawdown since its inception was -7.15%, smaller than the maximum SIOAX drawdown of -22.10%. Use the drawdown chart below to compare losses from any high point for QDSNX and SIOAX.
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Drawdown Indicators
| QDSNX | SIOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.15% | -22.10% | +14.95% |
Max Drawdown (1Y)Largest decline over 1 year | -5.55% | -3.20% | -2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -7.15% | -17.57% | +10.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.10% | — |
Current DrawdownCurrent decline from peak | -1.31% | -2.25% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -1.49% | -2.35% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.30% | 0.69% | +0.61% |
Volatility
QDSNX vs. SIOAX - Volatility Comparison
AQR Diversifying Strategies Fund Class N (QDSNX) has a higher volatility of 1.56% compared to SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) at 1.09%. This indicates that QDSNX's price experiences larger fluctuations and is considered to be riskier than SIOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDSNX | SIOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.56% | 1.09% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 3.68% | 1.86% | +1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.33% | 3.36% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.63% | 4.56% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.37% | 5.06% | +2.31% |