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QRPRX vs. QSPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QRPRX vs. QSPIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Alternative Risk Premia R6 (QRPRX) and AQR Style Premia Alternative Fund (QSPIX). The values are adjusted to include any dividend payments, if applicable.

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QRPRX vs. QSPIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QRPRX
AQR Alternative Risk Premia R6
8.62%23.57%18.88%7.30%25.46%14.33%-20.91%-2.94%-4.35%
QSPIX
AQR Style Premia Alternative Fund
9.94%14.82%21.48%12.46%30.76%24.93%-21.96%-8.22%-10.72%

Returns By Period

In the year-to-date period, QRPRX achieves a 8.62% return, which is significantly lower than QSPIX's 9.94% return.


QRPRX

1D
0.00%
1M
-0.73%
YTD
8.62%
6M
13.50%
1Y
20.23%
3Y*
20.10%
5Y*
17.68%
10Y*

QSPIX

1D
-0.21%
1M
3.82%
YTD
9.94%
6M
12.16%
1Y
13.99%
3Y*
19.92%
5Y*
18.65%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QRPRX vs. QSPIX - Expense Ratio Comparison

QRPRX has a 4.94% expense ratio, which is higher than QSPIX's 1.49% expense ratio.


Return for Risk

QRPRX vs. QSPIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QRPRX
QRPRX Risk / Return Rank: 8181
Overall Rank
QRPRX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
QRPRX Sortino Ratio Rank: 8585
Sortino Ratio Rank
QRPRX Omega Ratio Rank: 8787
Omega Ratio Rank
QRPRX Calmar Ratio Rank: 7979
Calmar Ratio Rank
QRPRX Martin Ratio Rank: 6767
Martin Ratio Rank

QSPIX
QSPIX Risk / Return Rank: 7272
Overall Rank
QSPIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QSPIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
QSPIX Omega Ratio Rank: 7070
Omega Ratio Rank
QSPIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
QSPIX Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QRPRX vs. QSPIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Alternative Risk Premia R6 (QRPRX) 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.


QRPRXQSPIXDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.42

+0.43

Sortino ratio

Return per unit of downside risk

2.27

1.94

+0.33

Omega ratio

Gain probability vs. loss probability

1.37

1.26

+0.11

Calmar ratio

Return relative to maximum drawdown

1.90

1.76

+0.14

Martin ratio

Return relative to average drawdown

6.42

5.29

+1.13

QRPRX vs. QSPIX - Sharpe Ratio Comparison

The current QRPRX Sharpe Ratio is 1.84, which is higher than the QSPIX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of QRPRX 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.


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Sharpe Ratios by Period


QRPRXQSPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.42

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.51

1.18

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.61

+0.14

Correlation

The correlation between QRPRX and QSPIX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QRPRX vs. QSPIX - Dividend Comparison

QRPRX's dividend yield for the trailing twelve months is around 1.39%, less than QSPIX's 2.34% yield.


TTM20252024202320222021202020192018201720162015
QRPRX
AQR Alternative Risk Premia R6
1.39%1.51%2.33%4.60%0.00%4.16%1.97%1.00%0.09%0.00%0.00%0.00%
QSPIX
AQR Style Premia Alternative Fund
2.34%2.57%6.95%23.77%22.68%12.78%0.00%1.62%0.96%7.08%1.74%5.83%

Drawdowns

QRPRX vs. QSPIX - Drawdown Comparison

The maximum QRPRX drawdown since its inception was -28.21%, smaller than the maximum QSPIX drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for QRPRX and QSPIX.


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Drawdown Indicators


QRPRXQSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.21%

-41.37%

+13.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-8.11%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-11.24%

-17.13%

+5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-41.37%

Current Drawdown

Current decline from peak

-0.86%

-0.21%

-0.65%

Average Drawdown

Average peak-to-trough decline

-7.69%

-9.54%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.70%

+0.55%

Volatility

QRPRX vs. QSPIX - Volatility Comparison

AQR Alternative Risk Premia R6 (QRPRX) and AQR Style Premia Alternative Fund (QSPIX) have volatilities of 2.56% and 2.61%, 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.


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Volatility by Period


QRPRXQSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.56%

2.61%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.46%

6.62%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

10.12%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.76%

15.98%

-4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.38%

12.76%

-2.38%