QICLX vs. AQMIX
Compare and contrast key facts about AQR International Multi-Style Fund (QICLX) and AQR Managed Futures Strategy Fund (AQMIX).
QICLX is managed by AQR Funds. It was launched on Mar 25, 2013. AQMIX is managed by AQR Funds. It was launched on Jan 5, 2010.
Performance
QICLX vs. AQMIX - Performance Comparison
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QICLX vs. AQMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QICLX AQR International Multi-Style Fund | 2.85% | 42.80% | 4.86% | 19.55% | -12.22% | 12.24% | 6.04% | 20.42% | -14.75% | 24.96% |
AQMIX AQR Managed Futures Strategy Fund | 9.72% | 14.62% | 8.13% | 2.08% | 35.47% | -1.04% | -0.43% | 1.92% | -8.88% | -0.97% |
Returns By Period
In the year-to-date period, QICLX achieves a 2.85% return, which is significantly lower than AQMIX's 9.72% return. Over the past 10 years, QICLX has outperformed AQMIX with an annualized return of 9.74%, while AQMIX has yielded a comparatively lower 4.43% annualized return.
QICLX
- 1D
- 3.34%
- 1M
- -6.12%
- YTD
- 2.85%
- 6M
- 8.11%
- 1Y
- 30.86%
- 3Y*
- 19.24%
- 5Y*
- 11.00%
- 10Y*
- 9.74%
AQMIX
- 1D
- -0.47%
- 1M
- 0.96%
- YTD
- 9.72%
- 6M
- 12.93%
- 1Y
- 20.27%
- 3Y*
- 13.32%
- 5Y*
- 12.58%
- 10Y*
- 4.43%
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QICLX vs. AQMIX - Expense Ratio Comparison
QICLX has a 0.56% expense ratio, which is lower than AQMIX's 1.25% expense ratio.
Return for Risk
QICLX vs. AQMIX — Risk / Return Rank
QICLX
AQMIX
QICLX vs. AQMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Multi-Style Fund (QICLX) and AQR Managed Futures Strategy Fund (AQMIX). 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.
| QICLX | AQMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 2.16 | -0.36 |
Sortino ratioReturn per unit of downside risk | 2.38 | 2.71 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.67 | 3.92 | -1.25 |
Martin ratioReturn relative to average drawdown | 10.43 | 11.52 | -1.10 |
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
| QICLX | AQMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 2.16 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 1.10 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.43 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.41 | +0.01 |
Correlation
The correlation between QICLX and AQMIX is -0.01. 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.
Dividends
QICLX vs. AQMIX - Dividend Comparison
QICLX's dividend yield for the trailing twelve months is around 8.30%, more than AQMIX's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QICLX AQR International Multi-Style Fund | 8.30% | 8.54% | 5.68% | 3.25% | 3.22% | 2.97% | 1.79% | 2.93% | 3.79% | 2.42% | 2.64% | 1.41% |
AQMIX AQR Managed Futures Strategy Fund | 2.06% | 2.26% | 3.83% | 8.39% | 12.76% | 6.94% | 5.31% | 3.13% | 0.00% | 0.00% | 0.02% | 6.51% |
Drawdowns
QICLX vs. AQMIX - Drawdown Comparison
The maximum QICLX drawdown since its inception was -36.19%, which is greater than AQMIX's maximum drawdown of -26.52%. Use the drawdown chart below to compare losses from any high point for QICLX and AQMIX.
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Drawdown Indicators
| QICLX | AQMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.19% | -26.52% | -9.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -5.45% | -5.83% |
Max Drawdown (5Y)Largest decline over 5 years | -28.88% | -13.57% | -15.31% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -23.34% | -12.85% |
Current DrawdownCurrent decline from peak | -7.81% | -0.94% | -6.87% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -10.10% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 1.85% | +1.04% |
Volatility
QICLX vs. AQMIX - Volatility Comparison
AQR International Multi-Style Fund (QICLX) has a higher volatility of 8.07% compared to AQR Managed Futures Strategy Fund (AQMIX) at 2.58%. This indicates that QICLX's price experiences larger fluctuations and is considered to be riskier than AQMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QICLX | AQMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 2.58% | +5.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.60% | 6.71% | +4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 9.62% | +8.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 11.55% | +4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 10.36% | +6.40% |