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QSMLX vs. VSCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QSMLX vs. VSCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Small Cap Multi-Style Fund (QSMLX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX). The values are adjusted to include any dividend payments, if applicable.

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QSMLX vs. VSCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QSMLX
AQR Small Cap Multi-Style Fund
-0.44%17.41%11.02%24.01%-18.31%26.54%17.99%20.42%-14.26%9.33%
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
-1.21%8.85%12.96%19.52%-17.60%17.74%19.07%27.40%-9.33%16.25%

Returns By Period

In the year-to-date period, QSMLX achieves a -0.44% return, which is significantly higher than VSCIX's -1.21% return. Both investments have delivered pretty close results over the past 10 years, with QSMLX having a 10.41% annualized return and VSCIX not far behind at 10.16%.


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%

VSCIX

1D
-0.97%
1M
-8.09%
YTD
-1.21%
6M
0.59%
1Y
16.09%
3Y*
11.86%
5Y*
5.03%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QSMLX vs. VSCIX - Expense Ratio Comparison

QSMLX has a 0.72% expense ratio, which is higher than VSCIX's 0.04% expense ratio.


Return for Risk

QSMLX vs. VSCIX — Risk / Return Rank

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

QSMLX
QSMLX Risk / Return Rank: 6969
Overall Rank
QSMLX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QSMLX Sortino Ratio Rank: 6868
Sortino Ratio Rank
QSMLX Omega Ratio Rank: 5555
Omega Ratio Rank
QSMLX Calmar Ratio Rank: 8080
Calmar Ratio Rank
QSMLX Martin Ratio Rank: 7575
Martin Ratio Rank

VSCIX
VSCIX Risk / Return Rank: 3737
Overall Rank
VSCIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VSCIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VSCIX Omega Ratio Rank: 3434
Omega Ratio Rank
VSCIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VSCIX Martin Ratio Rank: 4141
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.

QSMLX vs. VSCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Small Cap Multi-Style Fund (QSMLX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX). 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.


QSMLXVSCIXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.75

+0.40

Sortino ratio

Return per unit of downside risk

1.69

1.19

+0.50

Omega ratio

Gain probability vs. loss probability

1.22

1.16

+0.05

Calmar ratio

Return relative to maximum drawdown

1.92

0.97

+0.95

Martin ratio

Return relative to average drawdown

7.14

4.21

+2.93

QSMLX vs. VSCIX - Sharpe Ratio Comparison

The current QSMLX Sharpe Ratio is 1.15, which is higher than the VSCIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of QSMLX and VSCIX, 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


QSMLXVSCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.75

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.24

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.47

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.38

0.00

Correlation

The correlation between QSMLX and VSCIX is 0.96, 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. VSCIX - Dividend Comparison

QSMLX's dividend yield for the trailing twelve months is around 10.36%, more than VSCIX's 1.39% yield.


TTM20252024202320222021202020192018201720162015
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%
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
1.39%1.34%1.31%1.55%1.55%1.25%1.15%1.40%1.68%1.36%1.50%1.49%

Drawdowns

QSMLX vs. VSCIX - Drawdown Comparison

The maximum QSMLX drawdown since its inception was -44.38%, smaller than the maximum VSCIX drawdown of -59.66%. Use the drawdown chart below to compare losses from any high point for QSMLX and VSCIX.


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Drawdown Indicators


QSMLXVSCIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.38%

-59.66%

+15.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-14.30%

+2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-30.21%

-28.13%

-2.08%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

-41.81%

-2.57%

Current Drawdown

Current decline from peak

-9.33%

-8.97%

-0.36%

Average Drawdown

Average peak-to-trough decline

-8.28%

-10.18%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

3.29%

-0.02%

Volatility

QSMLX vs. VSCIX - Volatility Comparison

AQR Small Cap Multi-Style Fund (QSMLX) has a higher volatility of 6.75% compared to Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) at 5.90%. This indicates that QSMLX's price experiences larger fluctuations and is considered to be riskier than VSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QSMLXVSCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

5.90%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

12.22%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

22.62%

21.62%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.50%

20.70%

+1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.14%

21.53%

+1.61%