QHFIX vs. ALLW
Compare and contrast key facts about AQR MS Fusion HV Fund Fund Class I (QHFIX) and SPDR Bridgewater All Weather ETF (ALLW).
QHFIX is an actively managed fund by AQR. It was launched on Jun 25, 2025. ALLW is an actively managed fund by State Street. It was launched on Mar 5, 2025.
Performance
QHFIX vs. ALLW - Performance Comparison
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QHFIX vs. ALLW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QHFIX AQR MS Fusion HV Fund Fund Class I | -12.09% | 4.97% |
ALLW SPDR Bridgewater All Weather ETF | 4.95% | 0.86% |
Returns By Period
In the year-to-date period, QHFIX achieves a -12.09% return, which is significantly lower than ALLW's 4.95% return.
QHFIX
- 1D
- 0.10%
- 1M
- -9.25%
- YTD
- -12.09%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ALLW
- 1D
- 1.98%
- 1M
- -4.28%
- YTD
- 4.95%
- 6M
- 8.24%
- 1Y
- 19.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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QHFIX vs. ALLW - Expense Ratio Comparison
QHFIX has a 6.69% expense ratio, which is higher than ALLW's 0.85% expense ratio.
Return for Risk
QHFIX vs. ALLW — Risk / Return Rank
QHFIX
ALLW
QHFIX vs. ALLW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR MS Fusion HV Fund Fund Class I (QHFIX) and SPDR Bridgewater All Weather ETF (ALLW). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| QHFIX | ALLW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -1.16 | 1.51 | -2.67 |
Correlation
The correlation between QHFIX and ALLW is 0.40, 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
QHFIX vs. ALLW - Dividend Comparison
QHFIX has not paid dividends to shareholders, while ALLW's dividend yield for the trailing twelve months is around 4.45%.
| TTM | 2025 | |
|---|---|---|
QHFIX AQR MS Fusion HV Fund Fund Class I | 0.00% | 0.00% |
ALLW SPDR Bridgewater All Weather ETF | 4.45% | 4.67% |
Drawdowns
QHFIX vs. ALLW - Drawdown Comparison
The maximum QHFIX drawdown since its inception was -13.85%, which is greater than ALLW's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for QHFIX and ALLW.
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Drawdown Indicators
| QHFIX | ALLW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.85% | -8.78% | -5.07% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.78% | — |
Current DrawdownCurrent decline from peak | -13.76% | -4.28% | -9.48% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -1.18% | -3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.02% | — |
Volatility
QHFIX vs. ALLW - Volatility Comparison
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Volatility by Period
| QHFIX | ALLW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.41% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.56% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 13.08% | +3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 12.83% | +3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 12.83% | +3.50% |