QSMLX vs. AVUV
Compare and contrast key facts about AQR Small Cap Multi-Style Fund (QSMLX) and Avantis US Small Cap Value ETF (AVUV).
QSMLX is managed by AQR Funds. It was launched on Mar 26, 2013. AVUV is a passively managed fund by Avantis that tracks the performance of the Russell 2000 Value. It was launched on Sep 24, 2019.
Performance
QSMLX vs. AVUV - Performance Comparison
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QSMLX vs. AVUV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QSMLX AQR Small Cap Multi-Style Fund | -0.44% | 17.41% | 11.02% | 24.01% | -18.31% | 26.54% | 17.99% | 9.04% |
AVUV Avantis US Small Cap Value ETF | 8.60% | 7.44% | 9.28% | 22.82% | -4.91% | 42.20% | 6.43% | 8.50% |
Returns By Period
In the year-to-date period, QSMLX achieves a -0.44% return, which is significantly lower than AVUV's 8.60% return.
QSMLX
- 1D
- -1.53%
- 1M
- -7.52%
- YTD
- -0.44%
- 6M
- 0.79%
- 1Y
- 25.04%
- 3Y*
- 16.69%
- 5Y*
- 7.23%
- 10Y*
- 10.41%
AVUV
- 1D
- 2.03%
- 1M
- -1.97%
- YTD
- 8.60%
- 6M
- 11.68%
- 1Y
- 28.72%
- 3Y*
- 16.19%
- 5Y*
- 10.38%
- 10Y*
- —
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QSMLX vs. AVUV - Expense Ratio Comparison
QSMLX has a 0.72% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Return for Risk
QSMLX vs. AVUV — Risk / Return Rank
QSMLX
AVUV
QSMLX vs. AVUV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Small Cap Multi-Style Fund (QSMLX) and Avantis US Small Cap Value ETF (AVUV). 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.
| QSMLX | AVUV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.23 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.80 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.87 | +0.05 |
Martin ratioReturn relative to average drawdown | 7.14 | 7.37 | -0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QSMLX | AVUV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.23 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.45 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.52 | -0.13 |
Correlation
The correlation between QSMLX and AVUV is 0.93, 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
QSMLX vs. AVUV - Dividend Comparison
QSMLX's dividend yield for the trailing twelve months is around 10.36%, more than AVUV's 1.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QSMLX AQR Small Cap Multi-Style Fund | 10.36% | 10.31% | 13.88% | 6.74% | 0.87% | 6.13% | 1.77% | 0.97% | 13.57% | 10.71% | 2.53% | 0.22% |
AVUV Avantis US Small Cap Value ETF | 1.41% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QSMLX vs. AVUV - Drawdown Comparison
The maximum QSMLX drawdown since its inception was -44.38%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for QSMLX and AVUV.
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Drawdown Indicators
| QSMLX | AVUV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.38% | -49.42% | +5.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | -15.43% | +3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -30.21% | -28.79% | -1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -44.38% | — | — |
Current DrawdownCurrent decline from peak | -9.33% | -4.14% | -5.19% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -8.14% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.91% | -0.64% |
Volatility
QSMLX vs. AVUV - Volatility Comparison
AQR Small Cap Multi-Style Fund (QSMLX) has a higher volatility of 6.75% compared to Avantis US Small Cap Value ETF (AVUV) at 5.51%. This indicates that QSMLX's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSMLX | AVUV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 5.51% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.50% | 13.11% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.62% | 23.46% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.50% | 22.95% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.14% | 28.60% | -5.46% |