QMHIX vs. PQTIX
Compare and contrast key facts about AQR Managed Futures Strategy HV Fund (QMHIX) and PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX).
QMHIX is managed by AQR Funds. It was launched on Jul 15, 2013. PQTIX is an actively managed fund by PIMCO. It was launched on Jan 2, 2014.
Performance
QMHIX vs. PQTIX - Performance Comparison
Loading graphics...
QMHIX vs. PQTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QMHIX AQR Managed Futures Strategy HV Fund | 14.62% | 19.97% | 10.78% | -0.17% | 50.14% | -2.08% | -0.73% | 1.82% | -14.44% | -1.72% |
PQTIX PIMCO TRENDS Managed Futures Strategy Fund Institutional Class | 4.68% | 2.39% | -2.88% | -4.19% | 11.62% | 14.87% | 9.96% | 2.90% | 2.37% | 2.37% |
Returns By Period
In the year-to-date period, QMHIX achieves a 14.62% return, which is significantly higher than PQTIX's 4.68% return. Over the past 10 years, QMHIX has outperformed PQTIX with an annualized return of 5.02%, while PQTIX has yielded a comparatively lower 3.86% annualized return.
QMHIX
- 1D
- -0.62%
- 1M
- 2.92%
- YTD
- 14.62%
- 6M
- 19.29%
- 1Y
- 27.61%
- 3Y*
- 18.04%
- 5Y*
- 16.43%
- 10Y*
- 5.02%
PQTIX
- 1D
- 0.18%
- 1M
- -2.27%
- YTD
- 4.68%
- 6M
- 10.36%
- 1Y
- 12.24%
- 3Y*
- 2.14%
- 5Y*
- 4.39%
- 10Y*
- 3.86%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QMHIX vs. PQTIX - Expense Ratio Comparison
QMHIX has a 1.65% expense ratio, which is higher than PQTIX's 1.54% expense ratio.
Return for Risk
QMHIX vs. PQTIX — Risk / Return Rank
QMHIX
PQTIX
QMHIX vs. PQTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Managed Futures Strategy HV Fund (QMHIX) and PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX). 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.
| QMHIX | PQTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 1.39 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.45 | 1.89 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.25 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 3.29 | 1.56 | +1.73 |
Martin ratioReturn relative to average drawdown | 8.79 | 3.82 | +4.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| QMHIX | PQTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.39 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.45 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.41 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.47 | -0.10 |
Correlation
The correlation between QMHIX and PQTIX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
QMHIX vs. PQTIX - Dividend Comparison
QMHIX's dividend yield for the trailing twelve months is around 1.79%, while PQTIX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QMHIX AQR Managed Futures Strategy HV Fund | 1.79% | 2.05% | 2.31% | 7.66% | 9.34% | 10.96% | 9.52% | 4.18% | 0.00% | 0.00% | 0.01% | 7.57% |
PQTIX PIMCO TRENDS Managed Futures Strategy Fund Institutional Class | 0.00% | 0.00% | 0.00% | 0.00% | 14.83% | 2.47% | 5.65% | 2.55% | 0.39% | 0.25% | 0.00% | 8.06% |
Drawdowns
QMHIX vs. PQTIX - Drawdown Comparison
The maximum QMHIX drawdown since its inception was -39.37%, which is greater than PQTIX's maximum drawdown of -27.65%. Use the drawdown chart below to compare losses from any high point for QMHIX and PQTIX.
Loading graphics...
Drawdown Indicators
| QMHIX | PQTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.37% | -27.65% | -11.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -7.97% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -19.06% | -27.65% | +8.59% |
Max Drawdown (10Y)Largest decline over 10 years | -34.54% | -27.65% | -6.89% |
Current DrawdownCurrent decline from peak | -0.62% | -12.38% | +11.76% |
Average DrawdownAverage peak-to-trough decline | -18.05% | -9.23% | -8.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.26% | -0.13% |
Volatility
QMHIX vs. PQTIX - Volatility Comparison
AQR Managed Futures Strategy HV Fund (QMHIX) has a higher volatility of 3.98% compared to PIMCO TRENDS Managed Futures Strategy Fund Institutional Class (PQTIX) at 3.59%. This indicates that QMHIX's price experiences larger fluctuations and is considered to be riskier than PQTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| QMHIX | PQTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 3.59% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.98% | 6.76% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.16% | 8.79% | +5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.26% | 9.86% | +7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 9.38% | +6.12% |