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QICLX vs. IQLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QICLX vs. IQLT - Performance Comparison

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

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QICLX vs. IQLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QICLX
AQR International Multi-Style Fund
-0.47%42.80%4.86%19.55%-12.22%12.24%6.04%20.42%-14.75%24.96%
IQLT
iShares MSCI Intl Quality Factor ETF
1.72%25.42%1.54%18.73%-15.22%12.94%12.48%28.18%-10.76%24.04%

Returns By Period

In the year-to-date period, QICLX achieves a -0.47% return, which is significantly lower than IQLT's 1.72% return. Both investments have delivered pretty close results over the past 10 years, with QICLX having a 9.38% annualized return and IQLT not far behind at 9.09%.


QICLX

1D
0.18%
1M
-10.55%
YTD
-0.47%
6M
5.16%
1Y
27.25%
3Y*
17.94%
5Y*
10.55%
10Y*
9.38%

IQLT

1D
3.15%
1M
-6.96%
YTD
1.72%
6M
5.66%
1Y
19.32%
3Y*
12.17%
5Y*
7.25%
10Y*
9.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QICLX vs. IQLT - Expense Ratio Comparison

QICLX has a 0.56% expense ratio, which is higher than IQLT's 0.30% expense ratio.


Return for Risk

QICLX vs. IQLT — Risk / Return Rank

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

QICLX
QICLX Risk / Return Rank: 8282
Overall Rank
QICLX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QICLX Sortino Ratio Rank: 8080
Sortino Ratio Rank
QICLX Omega Ratio Rank: 7878
Omega Ratio Rank
QICLX Calmar Ratio Rank: 8585
Calmar Ratio Rank
QICLX Martin Ratio Rank: 8484
Martin Ratio Rank

IQLT
IQLT Risk / Return Rank: 6969
Overall Rank
IQLT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IQLT Sortino Ratio Rank: 6969
Sortino Ratio Rank
IQLT Omega Ratio Rank: 6666
Omega Ratio Rank
IQLT Calmar Ratio Rank: 7272
Calmar Ratio Rank
IQLT Martin Ratio Rank: 6969
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. IQLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR International Multi-Style Fund (QICLX) and iShares MSCI Intl Quality Factor ETF (IQLT). 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.


QICLXIQLTDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.15

+0.35

Sortino ratio

Return per unit of downside risk

2.01

1.69

+0.32

Omega ratio

Gain probability vs. loss probability

1.30

1.23

+0.06

Calmar ratio

Return relative to maximum drawdown

2.13

1.77

+0.36

Martin ratio

Return relative to average drawdown

8.51

6.68

+1.83

QICLX vs. IQLT - Sharpe Ratio Comparison

The current QICLX Sharpe Ratio is 1.50, which is higher than the IQLT Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of QICLX and IQLT, 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


QICLXIQLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.15

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.45

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.54

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.47

-0.07

Correlation

The correlation between QICLX and IQLT is 0.86, 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. IQLT - Dividend Comparison

QICLX's dividend yield for the trailing twelve months is around 8.58%, more than IQLT's 2.29% yield.


TTM20252024202320222021202020192018201720162015
QICLX
AQR International Multi-Style Fund
8.58%8.54%5.68%3.25%3.22%2.97%1.79%2.93%3.79%2.42%2.64%1.41%
IQLT
iShares MSCI Intl Quality Factor ETF
2.29%2.33%2.87%2.27%3.14%2.24%1.61%2.28%2.72%2.36%2.91%2.78%

Drawdowns

QICLX vs. IQLT - Drawdown Comparison

The maximum QICLX drawdown since its inception was -36.19%, which is greater than IQLT's maximum drawdown of -32.21%. Use the drawdown chart below to compare losses from any high point for QICLX and IQLT.


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Drawdown Indicators


QICLXIQLTDifference

Max Drawdown

Largest peak-to-trough decline

-36.19%

-32.21%

-3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-10.38%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-28.88%

-30.24%

+1.36%

Max Drawdown (10Y)

Largest decline over 10 years

-36.19%

-32.21%

-3.98%

Current Drawdown

Current decline from peak

-10.79%

-7.02%

-3.77%

Average Drawdown

Average peak-to-trough decline

-7.74%

-6.29%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.74%

+0.12%

Volatility

QICLX vs. IQLT - Volatility Comparison

AQR International Multi-Style Fund (QICLX) and iShares MSCI Intl Quality Factor ETF (IQLT) have volatilities of 7.22% and 7.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QICLXIQLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.22%

7.46%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

10.71%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

16.93%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

16.31%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

16.92%

-0.19%