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QICLX vs. EEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QICLX vs. EEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR International Multi-Style Fund (QICLX) and iShares MSCI Emerging Markets ETF (EEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QICLX achieves a 10.02% return, which is significantly lower than EEM's 27.80% return. Both investments have delivered pretty close results over the past 10 years, with QICLX having a 10.21% annualized return and EEM not far behind at 9.93%.


QICLX

1D
0.49%
1M
3.34%
YTD
10.02%
6M
13.57%
1Y
26.86%
3Y*
22.18%
5Y*
11.03%
10Y*
10.21%

EEM

1D
-1.24%
1M
9.08%
YTD
27.80%
6M
30.51%
1Y
55.80%
3Y*
23.95%
5Y*
7.01%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QICLX vs. EEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QICLX
AQR International Multi-Style Fund
10.02%42.80%4.86%19.55%-12.22%12.24%6.04%20.42%-14.75%24.96%
EEM
iShares MSCI Emerging Markets ETF
27.80%33.98%6.49%8.95%-20.56%-3.63%17.02%18.22%-15.31%37.26%

Correlation

The correlation between QICLX and EEM is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2014

0.76

The correlation between QICLX and EEM has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.

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Return for Risk

QICLX vs. EEM — Risk / Return Rank

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

QICLX
QICLX Risk / Return Rank: 3737
Overall Rank
QICLX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
QICLX Sortino Ratio Rank: 3434
Sortino Ratio Rank
QICLX Omega Ratio Rank: 3434
Omega Ratio Rank
QICLX Calmar Ratio Rank: 3838
Calmar Ratio Rank
QICLX Martin Ratio Rank: 4141
Martin Ratio Rank

EEM
EEM Risk / Return Rank: 8181
Overall Rank
EEM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EEM Sortino Ratio Rank: 7979
Sortino Ratio Rank
EEM Omega Ratio Rank: 8383
Omega Ratio Rank
EEM Calmar Ratio Rank: 7979
Calmar Ratio Rank
EEM Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QICLX vs. EEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR International Multi-Style Fund (QICLX) and iShares MSCI Emerging Markets ETF (EEM). 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.


QICLXEEMDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.31

1.51

-0.20

Calmar ratioReturn relative to maximum drawdown

2.35

4.15

-1.80

Martin ratioReturn relative to average drawdown

8.86

15.99

-7.12

QICLX vs. EEM - Sharpe Ratio Comparison

The current QICLX Sharpe Ratio is 1.72, which is lower than the EEM Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of QICLX and EEM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QICLXEEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

2.81

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.37

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.49

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.38

+0.07

Drawdowns

QICLX vs. EEM - Drawdown Comparison

The maximum QICLX drawdown since its inception was -36.19%, smaller than the maximum EEM drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for QICLX and EEM.


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Drawdown Indicators


QICLXEEMDifference

Max Drawdown

Largest peak-to-trough decline

-36.19%

-66.43%

+30.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.11%

-13.52%

+2.41%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

-17.29%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-28.88%

-37.71%

+8.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.19%

-39.82%

+3.63%

Current Drawdown

Current decline from peak

-1.38%

-1.24%

-0.14%

Average Drawdown

Average peak-to-trough decline

-7.68%

-16.02%

+8.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.50%

-0.56%

Volatility

QICLX vs. EEM - Volatility Comparison

The current volatility for AQR International Multi-Style Fund (QICLX) is 4.73%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 8.52%. This indicates that QICLX experiences smaller price fluctuations and is considered to be less risky than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QICLXEEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

8.52%

-3.79%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

17.42%

-4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

19.97%

-4.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

18.91%

-2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

20.50%

-3.68%

QICLX vs. EEM - Expense Ratio Comparison

QICLX has a 0.56% expense ratio, which is lower than EEM's 0.72% expense ratio.


Dividends

QICLX vs. EEM - Dividend Comparison

QICLX's dividend yield for the trailing twelve months is around 7.76%, more than EEM's 1.74% yield.


PositionTTM20252024202320222021202020192018201720162015
EEM
iShares MSCI Emerging Markets ETF
1.74%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%
QICLX
AQR International Multi-Style Fund
7.76%8.54%5.68%3.25%3.22%2.97%1.79%2.93%3.79%2.42%2.64%1.41%

Frequently Asked Questions


QICLX and EEM have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EEM has higher volatility (8.52%) compared to QICLX (4.73%). In terms of maximum drawdown, QICLX dropped -36.19% vs EEM's -66.43%.

EEM currently has the higher Sharpe Ratio (2.81 vs 1.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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