QSPIX vs. AQMIX

In the year-to-date period, QSPIX achieves a 9.57% return, which is significantly higher than AQMIX's 2.34% return. Over the past 10 years, QSPIX has outperformed AQMIX with an annualized return of 6.53%, while AQMIX has yielded a comparatively lower 1.95% annualized return.

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

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 0.87, which is higher than the AQMIX Sharpe Ratio of -0.01. 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.

QSPIX's dividend yield for the trailing twelve months is around 6.34%, more than AQMIX's 3.74% yield.

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.

The current volatility for AQR Style Premia Alternative Fund (QSPIX) is 1.70%, while AQR Managed Futures Strategy Fund (AQMIX) has a volatility of 3.40%. This indicates that QSPIX experiences smaller price fluctuations and is considered to be less risky than AQMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.