QICLX vs. QSPIX
Compare and contrast key facts about AQR International Multi-Style Fund (QICLX) and AQR Style Premia Alternative Fund (QSPIX).
QICLX is managed by AQR Funds. It was launched on Mar 25, 2013. QSPIX is managed by AQR Funds. It was launched on Oct 29, 2013.
Performance
QICLX vs. QSPIX - Performance Comparison
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QICLX vs. QSPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QSPIX AQR Style Premia Alternative Fund | 9.94% | 14.82% | 21.48% | 12.46% | 30.76% | 24.93% | -21.96% | -8.22% | -12.35% | 12.12% |
Returns By Period
In the year-to-date period, QICLX achieves a -0.47% return, which is significantly lower than QSPIX's 9.94% return. Over the past 10 years, QICLX has outperformed QSPIX with an annualized return of 9.38%, while QSPIX has yielded a comparatively lower 7.05% annualized return.
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%
QSPIX
- 1D
- -0.21%
- 1M
- 3.82%
- YTD
- 9.94%
- 6M
- 12.16%
- 1Y
- 13.99%
- 3Y*
- 19.92%
- 5Y*
- 18.65%
- 10Y*
- 7.05%
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QICLX vs. QSPIX - Expense Ratio Comparison
QICLX has a 0.56% expense ratio, which is lower than QSPIX's 1.49% expense ratio.
Return for Risk
QICLX vs. QSPIX — Risk / Return Rank
QICLX
QSPIX
QICLX vs. QSPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Multi-Style Fund (QICLX) and AQR Style Premia Alternative Fund (QSPIX). 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 | QSPIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 1.42 | +0.08 |
Sortino ratioReturn per unit of downside risk | 2.01 | 1.94 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.76 | +0.37 |
Martin ratioReturn relative to average drawdown | 8.51 | 5.29 | +3.22 |
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 | QSPIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.42 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.18 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.55 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.61 | -0.21 |
Correlation
The correlation between QICLX and QSPIX is 0.04, 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
QICLX vs. QSPIX - Dividend Comparison
QICLX's dividend yield for the trailing twelve months is around 8.58%, more than QSPIX's 2.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QSPIX AQR Style Premia Alternative Fund | 2.34% | 2.57% | 6.95% | 23.77% | 22.68% | 12.78% | 0.00% | 1.62% | 0.96% | 7.08% | 1.74% | 5.83% |
Drawdowns
QICLX vs. QSPIX - Drawdown Comparison
The maximum QICLX drawdown since its inception was -36.19%, smaller than the maximum QSPIX drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for QICLX and QSPIX.
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Drawdown Indicators
| QICLX | QSPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.19% | -41.37% | +5.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -8.11% | -3.17% |
Max Drawdown (5Y)Largest decline over 5 years | -28.88% | -17.13% | -11.75% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -41.37% | +5.18% |
Current DrawdownCurrent decline from peak | -10.79% | -0.21% | -10.58% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -9.54% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.70% | +0.16% |
Volatility
QICLX vs. QSPIX - Volatility Comparison
AQR International Multi-Style Fund (QICLX) has a higher volatility of 7.22% compared to AQR Style Premia Alternative Fund (QSPIX) at 2.61%. This indicates that QICLX's price experiences larger fluctuations and is considered to be riskier than QSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QICLX | QSPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.22% | 2.61% | +4.61% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 6.62% | +4.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 10.12% | +7.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 15.98% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 12.76% | +3.97% |