QRPIX vs. VOO
Compare and contrast key facts about AQR Alternative Risk Premia Fund (QRPIX) and Vanguard S&P 500 ETF (VOO).
QRPIX is managed by AQR Funds. It was launched on Sep 18, 2017. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QRPIX or VOO.
Correlation
The correlation between QRPIX and VOO is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
QRPIX vs. VOO - Performance Comparison
Key characteristics
QRPIX:
0.24
VOO:
0.32
QRPIX:
0.37
VOO:
0.57
QRPIX:
1.06
VOO:
1.08
QRPIX:
0.28
VOO:
0.32
QRPIX:
0.76
VOO:
1.42
QRPIX:
4.22%
VOO:
4.19%
QRPIX:
13.35%
VOO:
18.73%
QRPIX:
-31.96%
VOO:
-33.99%
QRPIX:
-7.38%
VOO:
-13.85%
Returns By Period
In the year-to-date period, QRPIX achieves a 4.42% return, which is significantly higher than VOO's -9.88% return.
QRPIX
4.42%
-5.60%
4.17%
2.58%
11.30%
N/A
VOO
-9.88%
-6.64%
-9.35%
7.75%
15.13%
11.61%
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QRPIX vs. VOO - Expense Ratio Comparison
QRPIX has a 1.40% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
QRPIX vs. VOO — Risk-Adjusted Performance Rank
QRPIX
VOO
QRPIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Alternative Risk Premia Fund (QRPIX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
QRPIX vs. VOO - Dividend Comparison
QRPIX's dividend yield for the trailing twelve months is around 2.15%, more than VOO's 1.44% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QRPIX AQR Alternative Risk Premia Fund | 2.15% | 2.25% | 4.50% | 0.00% | 4.07% | 1.97% | 0.85% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.44% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
QRPIX vs. VOO - Drawdown Comparison
The maximum QRPIX drawdown since its inception was -31.96%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for QRPIX and VOO. For additional features, visit the drawdowns tool.
Volatility
QRPIX vs. VOO - Volatility Comparison
The current volatility for AQR Alternative Risk Premia Fund (QRPIX) is 7.70%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.31%. This indicates that QRPIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.