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

Performance

QMNIX vs. QSPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Equity Market Neutral Fund Class I (QMNIX) and AQR Style Premia Alternative Fund (QSPIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QMNIX vs. QSPIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QMNIX
AQR Equity Market Neutral Fund Class I
-3.36%26.54%25.85%16.61%27.26%17.64%-19.62%-11.30%-11.73%5.85%
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, QMNIX achieves a -3.36% return, which is significantly lower than QSPIX's 9.94% return. Over the past 10 years, QMNIX has underperformed QSPIX with an annualized return of 6.35%, while QSPIX has yielded a comparatively higher 7.05% annualized return.


QMNIX

1D
0.50%
1M
0.25%
YTD
-3.36%
6M
2.43%
1Y
11.48%
3Y*
21.07%
5Y*
18.62%
10Y*
6.35%

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.


QMNIX vs. QSPIX - Expense Ratio Comparison

QMNIX has a 5.48% expense ratio, which is higher than QSPIX's 1.49% expense ratio.


Return for Risk

QMNIX vs. QSPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QMNIX
QMNIX Risk / Return Rank: 8181
Overall Rank
QMNIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
QMNIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
QMNIX Omega Ratio Rank: 8686
Omega Ratio Rank
QMNIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
QMNIX Martin Ratio Rank: 5757
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.

QMNIX vs. QSPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Equity Market Neutral Fund Class I (QMNIX) 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.


QMNIXQSPIXDifference

Sharpe ratio

Return per unit of total volatility

1.86

1.42

+0.44

Sortino ratio

Return per unit of downside risk

2.52

1.94

+0.59

Omega ratio

Gain probability vs. loss probability

1.36

1.26

+0.10

Calmar ratio

Return relative to maximum drawdown

2.13

1.76

+0.38

Martin ratio

Return relative to average drawdown

5.42

5.29

+0.13

QMNIX vs. QSPIX - Sharpe Ratio Comparison

The current QMNIX Sharpe Ratio is 1.86, which is higher than the QSPIX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of QMNIX 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


QMNIXQSPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.42

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.97

1.18

+0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.55

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.61

+0.30

Correlation

The correlation between QMNIX and QSPIX 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

QMNIX vs. QSPIX - Dividend Comparison

QMNIX's dividend yield for the trailing twelve months is around 1.46%, less than QSPIX's 2.34% yield.


TTM20252024202320222021202020192018201720162015
QMNIX
AQR Equity Market Neutral Fund Class I
1.46%1.41%6.10%21.48%5.95%1.39%17.42%3.83%0.48%3.48%1.51%2.57%
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

QMNIX vs. QSPIX - Drawdown Comparison

The maximum QMNIX drawdown since its inception was -38.80%, smaller than the maximum QSPIX drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for QMNIX and QSPIX.


Loading graphics...

Drawdown Indicators


QMNIXQSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.80%

-41.37%

+2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-8.11%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-14.05%

-17.13%

+3.08%

Max Drawdown (10Y)

Largest decline over 10 years

-38.80%

-41.37%

+2.57%

Current Drawdown

Current decline from peak

-3.67%

-0.21%

-3.46%

Average Drawdown

Average peak-to-trough decline

-10.39%

-9.54%

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

2.70%

-0.56%

Volatility

QMNIX vs. QSPIX - Volatility Comparison

The current volatility for AQR Equity Market Neutral Fund Class I (QMNIX) is 1.35%, while AQR Style Premia Alternative Fund (QSPIX) has a volatility of 2.61%. This indicates that QMNIX experiences smaller price fluctuations and is considered to be less risky than QSPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


QMNIXQSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

2.61%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

4.16%

6.62%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

6.32%

10.12%

-3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.50%

15.98%

-6.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.22%

12.76%

-4.54%