QICLX vs. SCHF

In the year-to-date period, QICLX achieves a 18.94% return, which is significantly higher than SCHF's 12.76% return. Over the past 10 years, QICLX has underperformed SCHF with an annualized return of 5.67%, while SCHF has yielded a comparatively higher 6.78% annualized return.

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QICLX has a 0.56% expense ratio, which is higher than SCHF's 0.06% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR International Multi-Style Fund (QICLX) and Schwab International Equity ETF (SCHF). 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.

The current QICLX Sharpe Ratio is 0.67, which is comparable to the SCHF Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of QICLX and SCHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QICLX's dividend yield for the trailing twelve months is around 2.77%, less than SCHF's 2.89% yield.

The maximum QICLX drawdown since its inception was -37.18%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for QICLX and SCHF. For additional features, visit the drawdowns tool.

The current volatility for AQR International Multi-Style Fund (QICLX) is 4.12%, while Schwab International Equity ETF (SCHF) has a volatility of 4.66%. This indicates that QICLX experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.