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QICLX vs. EEM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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QICLX vs. EEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EEM
iShares MSCI Emerging Markets ETF
4.61%33.98%6.49%8.95%-20.56%-3.63%17.02%18.22%-15.31%37.26%

Returns By Period

In the year-to-date period, QICLX achieves a 2.85% return, which is significantly lower than EEM's 4.61% return. Over the past 10 years, QICLX has outperformed EEM with an annualized return of 9.74%, while EEM has yielded a comparatively lower 7.66% 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%

EEM

1D
0.77%
1M
-6.94%
YTD
4.61%
6M
7.86%
1Y
33.69%
3Y*
16.02%
5Y*
3.61%
10Y*
7.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QICLX vs. EEM - Expense Ratio Comparison

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


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: 8787
Overall Rank
QICLX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QICLX Sortino Ratio Rank: 8686
Sortino Ratio Rank
QICLX Omega Ratio Rank: 8484
Omega Ratio Rank
QICLX Calmar Ratio Rank: 9090
Calmar Ratio Rank
QICLX Martin Ratio Rank: 9090
Martin Ratio Rank

EEM
EEM Risk / Return Rank: 8383
Overall Rank
EEM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EEM Sortino Ratio Rank: 8383
Sortino Ratio Rank
EEM Omega Ratio Rank: 8383
Omega Ratio Rank
EEM Calmar Ratio Rank: 8484
Calmar Ratio Rank
EEM Martin Ratio Rank: 8383
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 ratio

Return per unit of total volatility

1.79

1.67

+0.12

Sortino ratio

Return per unit of downside risk

2.38

2.26

+0.12

Omega ratio

Gain probability vs. loss probability

1.36

1.33

+0.02

Calmar ratio

Return relative to maximum drawdown

2.67

2.52

+0.15

Martin ratio

Return relative to average drawdown

10.43

9.62

+0.81

QICLX vs. EEM - Sharpe Ratio Comparison

The current QICLX Sharpe Ratio is 1.79, which is comparable to the EEM Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of QICLX and EEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QICLXEEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.67

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.20

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.38

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.35

+0.07

Correlation

The correlation between QICLX and EEM is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QICLX vs. EEM - Dividend Comparison

QICLX's dividend yield for the trailing twelve months is around 8.30%, more than EEM's 2.12% yield.


TTM20252024202320222021202020192018201720162015
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%
EEM
iShares MSCI Emerging Markets ETF
2.12%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%

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

-11.28%

-13.52%

+2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-28.88%

-37.82%

+8.94%

Max Drawdown (10Y)

Largest decline over 10 years

-36.19%

-39.82%

+3.63%

Current Drawdown

Current decline from peak

-7.81%

-9.60%

+1.79%

Average Drawdown

Average peak-to-trough decline

-7.74%

-16.12%

+8.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.55%

-0.66%

Volatility

QICLX vs. EEM - Volatility Comparison

The current volatility for AQR International Multi-Style Fund (QICLX) is 8.07%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 9.51%. 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

8.07%

9.51%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

15.13%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.69%

20.24%

-2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

18.43%

-2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

20.32%

-3.56%