QSMLX vs. XSHQ
Compare and contrast key facts about AQR Small Cap Multi-Style Fund (QSMLX) and Invesco S&P SmallCap Quality ETF (XSHQ).
QSMLX is managed by AQR Funds. It was launched on Mar 26, 2013. XSHQ is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Quality Index. It was launched on Apr 6, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QSMLX or XSHQ.
Correlation
The correlation between QSMLX and XSHQ is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
QSMLX vs. XSHQ - Performance Comparison
Loading data...
Key characteristics
QSMLX:
-0.19
XSHQ:
0.11
QSMLX:
-0.04
XSHQ:
0.35
QSMLX:
0.99
XSHQ:
1.04
QSMLX:
-0.14
XSHQ:
0.10
QSMLX:
-0.32
XSHQ:
0.26
QSMLX:
13.69%
XSHQ:
10.32%
QSMLX:
27.35%
XSHQ:
24.06%
QSMLX:
-51.24%
XSHQ:
-38.33%
QSMLX:
-19.40%
XSHQ:
-14.08%
Returns By Period
In the year-to-date period, QSMLX achieves a -1.82% return, which is significantly higher than XSHQ's -3.74% return.
QSMLX
-1.82%
12.14%
-19.40%
-5.11%
13.07%
3.10%
XSHQ
-3.74%
11.75%
-13.57%
2.55%
15.22%
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QSMLX vs. XSHQ - Expense Ratio Comparison
QSMLX has a 0.72% expense ratio, which is higher than XSHQ's 0.29% expense ratio.
Risk-Adjusted Performance
QSMLX vs. XSHQ — Risk-Adjusted Performance Rank
QSMLX
XSHQ
QSMLX vs. XSHQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Small Cap Multi-Style Fund (QSMLX) and Invesco S&P SmallCap Quality ETF (XSHQ). 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.
Loading data...
Dividends
QSMLX vs. XSHQ - Dividend Comparison
QSMLX's dividend yield for the trailing twelve months is around 1.78%, more than XSHQ's 1.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QSMLX AQR Small Cap Multi-Style Fund | 1.78% | 1.74% | 1.00% | 0.87% | 0.45% | 1.77% | 0.91% | 0.74% | 0.83% | 0.93% | 0.22% | 0.23% |
XSHQ Invesco S&P SmallCap Quality ETF | 1.31% | 1.18% | 1.15% | 2.02% | 1.25% | 1.24% | 1.11% | 1.16% | 0.78% | 0.00% | 0.00% | 0.00% |
Drawdowns
QSMLX vs. XSHQ - Drawdown Comparison
The maximum QSMLX drawdown since its inception was -51.24%, which is greater than XSHQ's maximum drawdown of -38.33%. Use the drawdown chart below to compare losses from any high point for QSMLX and XSHQ. For additional features, visit the drawdowns tool.
Loading data...
Volatility
QSMLX vs. XSHQ - Volatility Comparison
The current volatility for AQR Small Cap Multi-Style Fund (QSMLX) is 6.11%, while Invesco S&P SmallCap Quality ETF (XSHQ) has a volatility of 6.73%. This indicates that QSMLX experiences smaller price fluctuations and is considered to be less risky than XSHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...