QNZIX vs. SPLG

In the year-to-date period, QNZIX achieves a 3.87% return, which is significantly higher than SPLG's 0.89% return.

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QNZIX has a 1.31% expense ratio, which is higher than SPLG's 0.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Sustainable Long-Short Equity Carbon Aware Fund (QNZIX) and SPDR Portfolio S&P 500 ETF (SPLG). 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 QNZIX Sharpe Ratio is 1.04, which is higher than the SPLG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of QNZIX and SPLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QNZIX's dividend yield for the trailing twelve months is around 16.19%, more than SPLG's 1.29% yield.

The maximum QNZIX drawdown since its inception was -18.35%, smaller than the maximum SPLG drawdown of -54.52%. Use the drawdown chart below to compare losses from any high point for QNZIX and SPLG.

The current volatility for AQR Sustainable Long-Short Equity Carbon Aware Fund (QNZIX) is 2.46%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 4.80%. This indicates that QNZIX experiences smaller price fluctuations and is considered to be less risky than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.