QICLX vs. SCHF
Compare and contrast key facts about AQR International Multi-Style Fund (QICLX) and Schwab International Equity ETF (SCHF).
QICLX is managed by AQR Funds. It was launched on Mar 25, 2013. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009.
Performance
QICLX vs. SCHF - Performance Comparison
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QICLX vs. SCHF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHF Schwab International Equity ETF | 4.58% | 34.55% | 3.28% | 18.35% | -14.80% | 11.40% | 9.48% | 22.26% | -14.29% | 26.03% |
Returns By Period
In the year-to-date period, QICLX achieves a 2.85% return, which is significantly lower than SCHF's 4.58% return. Both investments have delivered pretty close results over the past 10 years, with QICLX having a 9.74% annualized return and SCHF not far behind at 9.59%.
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%
SCHF
- 1D
- 1.58%
- 1M
- -5.42%
- YTD
- 4.58%
- 6M
- 10.18%
- 1Y
- 31.07%
- 3Y*
- 16.76%
- 5Y*
- 9.03%
- 10Y*
- 9.59%
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QICLX vs. SCHF - Expense Ratio Comparison
QICLX has a 0.56% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Return for Risk
QICLX vs. SCHF — Risk / Return Rank
QICLX
SCHF
QICLX vs. SCHF - Risk-Adjusted Trends Comparison
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.
| QICLX | SCHF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 1.76 | +0.03 |
Sortino ratioReturn per unit of downside risk | 2.38 | 2.40 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.35 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.75 | -0.08 |
Martin ratioReturn relative to average drawdown | 10.43 | 10.59 | -0.17 |
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 | SCHF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.76 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.56 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.56 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.40 | +0.01 |
Correlation
The correlation between QICLX and SCHF is 0.96, 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. SCHF - Dividend Comparison
QICLX's dividend yield for the trailing twelve months is around 8.30%, more than SCHF's 3.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHF Schwab International Equity ETF | 3.27% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
Drawdowns
QICLX vs. SCHF - Drawdown Comparison
The maximum QICLX drawdown since its inception was -36.19%, roughly equal to the maximum SCHF drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for QICLX and SCHF.
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Drawdown Indicators
| QICLX | SCHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.19% | -34.87% | -1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -11.48% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -28.88% | -29.14% | +0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -34.87% | -1.32% |
Current DrawdownCurrent decline from peak | -7.81% | -7.16% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -7.44% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.98% | -0.09% |
Volatility
QICLX vs. SCHF - Volatility Comparison
AQR International Multi-Style Fund (QICLX) and Schwab International Equity ETF (SCHF) have volatilities of 8.07% and 7.94%, 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
| QICLX | SCHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 7.94% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.60% | 11.79% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 17.75% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 16.14% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 17.09% | -0.33% |