QICLX vs. VOO
Compare and contrast key facts about AQR International Multi-Style Fund (QICLX) and Vanguard S&P 500 ETF (VOO).
QICLX is managed by AQR Funds. It was launched on Mar 25, 2013. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
QICLX vs. VOO - Performance Comparison
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QICLX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, QICLX achieves a 2.85% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, QICLX has underperformed VOO with an annualized return of 9.74%, while VOO has yielded a comparatively higher 14.14% annualized return.
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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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QICLX vs. VOO - Expense Ratio Comparison
QICLX has a 0.56% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
QICLX vs. VOO — Risk / Return Rank
QICLX
VOO
QICLX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR International Multi-Style Fund (QICLX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 1.01 | +0.78 |
Sortino ratioReturn per unit of downside risk | 2.38 | 1.53 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.23 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.67 | 1.55 | +1.12 |
Martin ratioReturn relative to average drawdown | 10.43 | 7.31 | +3.12 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.01 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.71 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.79 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.83 | -0.42 |
Correlation
The correlation between QICLX and VOO is 0.77, 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. VOO - Dividend Comparison
QICLX's dividend yield for the trailing twelve months is around 8.30%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
QICLX vs. VOO - Drawdown Comparison
The maximum QICLX drawdown since its inception was -36.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for QICLX and VOO.
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Drawdown Indicators
| QICLX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.19% | -33.99% | -2.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -11.98% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -28.88% | -24.52% | -4.36% |
Max Drawdown (10Y)Largest decline over 10 years | -36.19% | -33.99% | -2.20% |
Current DrawdownCurrent decline from peak | -7.81% | -5.55% | -2.26% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -3.72% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.55% | +0.34% |
Volatility
QICLX vs. VOO - Volatility Comparison
AQR International Multi-Style Fund (QICLX) has a higher volatility of 8.07% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that QICLX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QICLX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 5.34% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.60% | 9.47% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 18.11% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 16.82% | -0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 17.99% | -1.23% |