QSPIX vs. GAFYX

In the year-to-date period, QSPIX achieves a 7.37% return, which is significantly higher than GAFYX's -0.83% return. Over the past 10 years, QSPIX has outperformed GAFYX with an annualized return of 6.54%, while GAFYX has yielded a comparatively lower 1.23% annualized return.

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QSPIX has a 1.49% expense ratio, which is higher than GAFYX's 1.24% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AQR Style Premia Alternative Fund (QSPIX) and AlphaSimplex Global Alternatives Fund (GAFYX). 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 0.85, which is higher than the GAFYX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of QSPIX and GAFYX, 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 6.47%, while GAFYX has not paid dividends to shareholders.

The maximum QSPIX drawdown since its inception was -41.37%, which is greater than GAFYX's maximum drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for QSPIX and GAFYX. For additional features, visit the drawdowns tool.

AQR Style Premia Alternative Fund (QSPIX) has a higher volatility of 2.40% compared to AlphaSimplex Global Alternatives Fund (GAFYX) at 1.66%. This indicates that QSPIX's price experiences larger fluctuations and is considered to be riskier than GAFYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.