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QSPIX vs. AQMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QSPIX and AQMIX is -0.00. 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

QSPIX vs. AQMIX - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
105.64%
39.34%
QSPIX
AQMIX

Key characteristics

Sharpe Ratio

QSPIX:

0.63

AQMIX:

-0.19

Sortino Ratio

QSPIX:

0.88

AQMIX:

-0.18

Omega Ratio

QSPIX:

1.12

AQMIX:

0.98

Calmar Ratio

QSPIX:

0.80

AQMIX:

-0.15

Martin Ratio

QSPIX:

1.79

AQMIX:

-0.37

Ulcer Index

QSPIX:

4.15%

AQMIX:

5.72%

Daily Std Dev

QSPIX:

11.71%

AQMIX:

10.56%

Max Drawdown

QSPIX:

-41.37%

AQMIX:

-27.99%

Current Drawdown

QSPIX:

-4.87%

AQMIX:

-2.93%

Returns By Period

In the year-to-date period, QSPIX achieves a 6.21% return, which is significantly higher than AQMIX's 2.46% return. Over the past 10 years, QSPIX has outperformed AQMIX with an annualized return of 6.45%, while AQMIX has yielded a comparatively lower 2.06% annualized return.


QSPIX

YTD

6.21%

1M

-0.00%

6M

9.55%

1Y

9.69%

5Y*

16.55%

10Y*

6.45%

AQMIX

YTD

2.46%

1M

-0.00%

6M

8.29%

1Y

1.06%

5Y*

7.75%

10Y*

2.06%

*Annualized

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QSPIX vs. AQMIX - Expense Ratio Comparison

QSPIX has a 1.49% expense ratio, which is higher than AQMIX's 1.25% expense ratio.


Risk-Adjusted Performance

QSPIX vs. AQMIX — Risk-Adjusted Performance Rank

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

QSPIX
The Risk-Adjusted Performance Rank of QSPIX is 5454
Overall Rank
The Sharpe Ratio Rank of QSPIX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of QSPIX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of QSPIX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of QSPIX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of QSPIX is 4747
Martin Ratio Rank

AQMIX
The Risk-Adjusted Performance Rank of AQMIX is 88
Overall Rank
The Sharpe Ratio Rank of AQMIX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of AQMIX is 77
Sortino Ratio Rank
The Omega Ratio Rank of AQMIX is 77
Omega Ratio Rank
The Calmar Ratio Rank of AQMIX is 77
Calmar Ratio Rank
The Martin Ratio Rank of AQMIX is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QSPIX vs. AQMIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Style Premia Alternative Fund (QSPIX) and AQR Managed Futures Strategy Fund (AQMIX). 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.


The current QSPIX Sharpe Ratio is 0.63, which is higher than the AQMIX Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of QSPIX and AQMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.63
-0.19
QSPIX
AQMIX

Dividends

QSPIX vs. AQMIX - Dividend Comparison

QSPIX's dividend yield for the trailing twelve months is around 6.54%, more than AQMIX's 3.74% yield.


TTM20242023202220212020201920182017201620152014
QSPIX
AQR Style Premia Alternative Fund
6.54%6.95%23.67%22.69%12.79%0.00%1.62%0.96%7.08%1.74%5.83%12.86%
AQMIX
AQR Managed Futures Strategy Fund
3.74%3.83%8.41%12.76%6.94%5.31%3.13%0.00%0.00%0.02%4.49%4.50%

Drawdowns

QSPIX vs. AQMIX - Drawdown Comparison

The maximum QSPIX drawdown since its inception was -41.37%, which is greater than AQMIX's maximum drawdown of -27.99%. Use the drawdown chart below to compare losses from any high point for QSPIX and AQMIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-4.87%
-2.93%
QSPIX
AQMIX

Volatility

QSPIX vs. AQMIX - Volatility Comparison

AQR Style Premia Alternative Fund (QSPIX) has a higher volatility of 5.19% compared to AQR Managed Futures Strategy Fund (AQMIX) at 4.77%. This indicates that QSPIX's price experiences larger fluctuations and is considered to be riskier than AQMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%December2025FebruaryMarchAprilMay
5.19%
4.77%
QSPIX
AQMIX