QRPIX vs. QSPIX

In the year-to-date period, QRPIX achieves a 6.02% return, which is significantly lower than QSPIX's 7.37% return.

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QRPIX has a 1.40% expense ratio, which is lower than QSPIX's 1.49% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Alternative Risk Premia Fund (QRPIX) 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.

The current QRPIX Sharpe Ratio is 0.42, which is lower than the QSPIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of QRPIX 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.

QRPIX's dividend yield for the trailing twelve months is around 2.12%, less than QSPIX's 6.47% yield.

The maximum QRPIX drawdown since its inception was -31.96%, smaller than the maximum QSPIX drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for QRPIX and QSPIX. For additional features, visit the drawdowns tool.

AQR Alternative Risk Premia Fund (QRPIX) and AQR Style Premia Alternative Fund (QSPIX) have volatilities of 2.54% and 2.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.