QRPIX vs. ACWV

In the year-to-date period, QRPIX achieves a 6.02% return, which is significantly lower than ACWV's 7.15% return.

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QRPIX has a 1.40% expense ratio, which is higher than ACWV's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Alternative Risk Premia Fund (QRPIX) and iShares MSCI Global Min Vol Factor ETF (ACWV). 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 QRPIX Sharpe Ratio is 0.42, which is lower than the ACWV Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of QRPIX and ACWV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QRPIX's dividend yield for the trailing twelve months is around 2.12%, less than ACWV's 2.18% yield.

The maximum QRPIX drawdown since its inception was -31.96%, which is greater than ACWV's maximum drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for QRPIX and ACWV. For additional features, visit the drawdowns tool.