QRPIX vs. QMNNX

In the year-to-date period, QRPIX achieves a 6.02% return, which is significantly lower than QMNNX's 11.54% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

QRPIX has a 1.40% expense ratio, which is lower than QMNNX's 5.28% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Alternative Risk Premia Fund (QRPIX) and AQR Equity Market Neutral Fund N (QMNNX). 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 QMNNX Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of QRPIX and QMNNX, 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 QMNNX's 5.44% yield.

The maximum QRPIX drawdown since its inception was -31.96%, smaller than the maximum QMNNX drawdown of -50.11%. Use the drawdown chart below to compare losses from any high point for QRPIX and QMNNX. For additional features, visit the drawdowns tool.

AQR Alternative Risk Premia Fund (QRPIX) has a higher volatility of 2.54% compared to AQR Equity Market Neutral Fund N (QMNNX) at 1.57%. This indicates that QRPIX's price experiences larger fluctuations and is considered to be riskier than QMNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.