PortfoliosLab logoPortfoliosLab logo
QICLX vs. QSPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QICLX vs. QSPIX - Performance Comparison

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

Loading graphics...

QICLX vs. QSPIX - 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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

QSPIX
QSPIX Risk / Return Rank: 7272
Overall Rank
QSPIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QSPIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
QSPIX Omega Ratio Rank: 7070
Omega Ratio Rank
QSPIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
QSPIX Martin Ratio Rank: 5555
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. 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.


QICLXQSPIXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.42

+0.08

Sortino ratio

Return per unit of downside risk

2.01

1.94

+0.07

Omega ratio

Gain probability vs. loss probability

1.30

1.26

+0.04

Calmar ratio

Return relative to maximum drawdown

2.13

1.76

+0.37

Martin ratio

Return relative to average drawdown

8.51

5.29

+3.22

QICLX vs. QSPIX - Sharpe Ratio Comparison

The current QICLX Sharpe Ratio is 1.50, which is comparable to the QSPIX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of QICLX and QSPIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


QICLXQSPIXDifference

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.


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%
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.


Loading graphics...

Drawdown Indicators


QICLXQSPIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-10.79%

-0.21%

-10.58%

Average Drawdown

Average peak-to-trough decline

-7.74%

-9.54%

+1.80%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


QICLXQSPIXDifference

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%