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QSPIX vs. QIS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QSPIX vs. QIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Style Premia Alternative Fund (QSPIX) and Simplify Multi-Qis Alternative ETF (QIS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QSPIX achieves a 12.37% return, which is significantly higher than QIS's -32.86% return.


QSPIX

1D
-0.51%
1M
1.67%
YTD
12.37%
6M
12.50%
1Y
18.03%
3Y*
18.62%
5Y*
19.90%
10Y*
7.40%

QIS

1D
-3.28%
1M
-24.50%
YTD
-32.86%
6M
-35.14%
1Y
-49.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QSPIX vs. QIS - Yearly Performance Comparison


2026 (YTD)202520242023
QSPIX
AQR Style Premia Alternative Fund
12.37%14.82%21.48%8.13%
QIS
Simplify Multi-Qis Alternative ETF
-32.86%-38.02%0.19%2.08%

Correlation

The correlation between QSPIX and QIS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2023

0.08

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Return for Risk

QSPIX vs. QIS — Risk / Return Rank

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

QSPIX
QSPIX Risk / Return Rank: 5252
Overall Rank
QSPIX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
QSPIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
QSPIX Omega Ratio Rank: 3939
Omega Ratio Rank
QSPIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
QSPIX Martin Ratio Rank: 4848
Martin Ratio Rank

QIS
QIS Risk / Return Rank: 11
Overall Rank
QIS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
QIS Sortino Ratio Rank: 11
Sortino Ratio Rank
QIS Omega Ratio Rank: 11
Omega Ratio Rank
QIS Calmar Ratio Rank: 11
Calmar Ratio Rank
QIS Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QSPIX vs. QIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Style Premia Alternative Fund (QSPIX) and Simplify Multi-Qis Alternative ETF (QIS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QSPIXQISDifference
Sharpe ratioReturn per unit of total volatility

+3.07

Sortino ratioReturn per unit of downside risk

+4.71

Omega ratioGain probability vs. loss probability

1.31

0.77

+0.54

Calmar ratioReturn relative to maximum drawdown

3.45

-0.88

+4.33

Martin ratioReturn relative to average drawdown

9.37

-1.54

+10.91

QSPIX vs. QIS - Sharpe Ratio Comparison

The current QSPIX Sharpe Ratio is 1.79, which is higher than the QIS Sharpe Ratio of -1.28. The chart below compares the historical Sharpe Ratios of QSPIX and QIS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QSPIX vs. QIS - Drawdown Comparison

The maximum QSPIX drawdown since its inception was -41.37%, smaller than the maximum QIS drawdown of -60.64%. Use the drawdown chart below to compare losses from any high point for QSPIX and QIS.


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Drawdown Indicators


QSPIXQISDifference

Max Drawdown

Largest peak-to-trough decline

-41.37%

-60.64%

+19.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.09%

-56.60%

+51.51%

Max Drawdown (3Y)

Largest decline over 3 years

-9.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.13%

Max Drawdown (10Y)

Largest decline over 10 years

-41.37%

Current Drawdown

Current decline from peak

-1.42%

-60.64%

+59.22%

Average Drawdown

Average peak-to-trough decline

-9.39%

-14.51%

+5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

32.29%

-30.42%

Volatility

QSPIX vs. QIS - Volatility Comparison

The current volatility for AQR Style Premia Alternative Fund (QSPIX) is 3.67%, while Simplify Multi-Qis Alternative ETF (QIS) has a volatility of 11.95%. This indicates that QSPIX experiences smaller price fluctuations and is considered to be less risky than QIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QSPIXQISDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

11.95%

-8.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.22%

30.55%

-23.33%

Volatility (1Y)

Calculated over the trailing 1-year period

9.83%

39.06%

-29.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

29.42%

-13.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.84%

29.42%

-16.58%

QSPIX vs. QIS - Expense Ratio Comparison

QSPIX has a 1.49% expense ratio, which is higher than QIS's 1.00% expense ratio.


Dividends

QSPIX vs. QIS - Dividend Comparison

QSPIX's dividend yield for the trailing twelve months is around 2.29%, more than QIS's 2.01% yield.


PositionTTM20252024202320222021202020192018201720162015
QIS
Simplify Multi-Qis Alternative ETF
2.01%3.37%1.07%3.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QSPIX
AQR Style Premia Alternative Fund
2.29%2.57%6.95%23.77%22.68%12.78%0.00%1.62%0.96%7.08%1.74%5.83%

Frequently Asked Questions


QSPIX and QIS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QIS has higher volatility (11.95%) compared to QSPIX (3.67%). In terms of maximum drawdown, QSPIX dropped -41.37% vs QIS's -60.64%.

QSPIX currently has the higher Sharpe Ratio (1.79 vs -1.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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