QRPIX vs. DIAMX

In the year-to-date period, QRPIX achieves a 7.17% return, which is significantly higher than DIAMX's 5.56% return.

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QRPIX has a 1.40% expense ratio, which is higher than DIAMX's 1.36% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Alternative Risk Premia Fund (QRPIX) and Diamond Hill Long-Short Fund (DIAMX). 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 0.26, which is lower than the DIAMX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of QRPIX and DIAMX, 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 2.10%, less than DIAMX's 9.02% yield.

The maximum QRPIX drawdown since its inception was -31.96%, smaller than the maximum DIAMX drawdown of -40.92%. Use the drawdown chart below to compare losses from any high point for QRPIX and DIAMX.

The current volatility for AQR Alternative Risk Premia Fund (QRPIX) is 2.20%, while Diamond Hill Long-Short Fund (DIAMX) has a volatility of 2.73%. This indicates that QRPIX experiences smaller price fluctuations and is considered to be less risky than DIAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.