QSPIX vs. QDSIX
Compare and contrast key facts about AQR Style Premia Alternative Fund (QSPIX) and AQR Diversifying Strategies Fund (QDSIX).
QSPIX is managed by AQR Funds. It was launched on Oct 29, 2013. QDSIX is managed by AQR Funds. It was launched on Jun 7, 2020.
Performance
QSPIX vs. QDSIX - Performance Comparison
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QSPIX vs. QDSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QSPIX AQR Style Premia Alternative Fund | 9.94% | 14.82% | 21.48% | 12.46% | 30.76% | 24.93% | -7.15% |
QDSIX AQR Diversifying Strategies Fund | 2.86% | 16.36% | 9.71% | 8.88% | 14.69% | 10.64% | 5.50% |
Returns By Period
In the year-to-date period, QSPIX achieves a 9.94% return, which is significantly higher than QDSIX's 2.86% return.
QSPIX
- 1D
- -0.21%
- 1M
- 3.82%
- YTD
- 9.94%
- 6M
- 12.16%
- 1Y
- 13.99%
- 3Y*
- 19.92%
- 5Y*
- 18.65%
- 10Y*
- 7.05%
QDSIX
- 1D
- 0.21%
- 1M
- -1.30%
- YTD
- 2.86%
- 6M
- 5.69%
- 1Y
- 12.12%
- 3Y*
- 12.66%
- 5Y*
- 11.13%
- 10Y*
- —
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QSPIX vs. QDSIX - Expense Ratio Comparison
QSPIX has a 1.49% expense ratio, which is higher than QDSIX's 0.20% expense ratio.
Return for Risk
QSPIX vs. QDSIX — Risk / Return Rank
QSPIX
QDSIX
QSPIX vs. QDSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Style Premia Alternative Fund (QSPIX) and AQR Diversifying Strategies Fund (QDSIX). 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.
| QSPIX | QDSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 1.96 | -0.54 |
Sortino ratioReturn per unit of downside risk | 1.94 | 2.47 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.41 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.24 | -0.48 |
Martin ratioReturn relative to average drawdown | 5.29 | 9.64 | -4.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QSPIX | QDSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 1.96 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.18 | 1.46 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 1.61 | -1.00 |
Correlation
The correlation between QSPIX and QDSIX is 0.70, 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
QSPIX vs. QDSIX - Dividend Comparison
QSPIX's dividend yield for the trailing twelve months is around 2.34%, more than QDSIX's 2.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QSPIX AQR Style Premia Alternative Fund | 2.34% | 2.57% | 6.95% | 23.77% | 22.68% | 12.78% | 0.00% | 1.62% | 0.96% | 7.08% | 1.74% | 5.83% |
QDSIX AQR Diversifying Strategies Fund | 2.17% | 2.23% | 0.00% | 11.35% | 8.22% | 6.07% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QSPIX vs. QDSIX - Drawdown Comparison
The maximum QSPIX drawdown since its inception was -41.37%, which is greater than QDSIX's maximum drawdown of -7.06%. Use the drawdown chart below to compare losses from any high point for QSPIX and QDSIX.
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Drawdown Indicators
| QSPIX | QDSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.37% | -7.06% | -34.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.11% | -5.53% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -17.13% | -7.06% | -10.07% |
Max Drawdown (10Y)Largest decline over 10 years | -41.37% | — | — |
Current DrawdownCurrent decline from peak | -0.21% | -1.30% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -1.48% | -8.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.28% | +1.42% |
Volatility
QSPIX vs. QDSIX - Volatility Comparison
AQR Style Premia Alternative Fund (QSPIX) has a higher volatility of 2.61% compared to AQR Diversifying Strategies Fund (QDSIX) at 1.56%. This indicates that QSPIX's price experiences larger fluctuations and is considered to be riskier than QDSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSPIX | QDSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 1.56% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 6.62% | 3.73% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.12% | 6.36% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 7.64% | +8.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.76% | 7.39% | +5.37% |