PortfoliosLab logoPortfoliosLab logo
QSPIX vs. QMNNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QSPIX vs. QMNNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Style Premia Alternative Fund (QSPIX) and AQR Equity Market Neutral Fund N (QMNNX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

QSPIX vs. QMNNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QSPIX
AQR Style Premia Alternative Fund
9.83%14.82%21.48%12.46%30.76%24.93%-21.96%-8.22%-12.35%12.12%
QMNNX
AQR Equity Market Neutral Fund N
-3.52%26.19%25.43%16.30%27.07%17.38%-19.79%-11.55%-11.94%5.56%

Returns By Period

In the year-to-date period, QSPIX achieves a 9.83% return, which is significantly higher than QMNNX's -3.52% return. Over the past 10 years, QSPIX has outperformed QMNNX with an annualized return of 7.03%, while QMNNX has yielded a comparatively lower 6.07% annualized return.


QSPIX

1D
-0.11%
1M
3.04%
YTD
9.83%
6M
13.08%
1Y
12.95%
3Y*
19.88%
5Y*
18.87%
10Y*
7.03%

QMNNX

1D
-0.17%
1M
0.43%
YTD
-3.52%
6M
1.87%
1Y
10.76%
3Y*
20.68%
5Y*
18.37%
10Y*
6.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QSPIX vs. QMNNX - Expense Ratio Comparison

QSPIX has a 1.49% expense ratio, which is lower than QMNNX's 5.28% expense ratio.


Return for Risk

QSPIX vs. QMNNX — Risk / Return Rank

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

QSPIX
QSPIX Risk / Return Rank: 6868
Overall Rank
QSPIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QSPIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
QSPIX Omega Ratio Rank: 6565
Omega Ratio Rank
QSPIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
QSPIX Martin Ratio Rank: 5252
Martin Ratio Rank

QMNNX
QMNNX Risk / Return Rank: 7878
Overall Rank
QMNNX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QMNNX Sortino Ratio Rank: 8787
Sortino Ratio Rank
QMNNX Omega Ratio Rank: 8282
Omega Ratio Rank
QMNNX Calmar Ratio Rank: 8282
Calmar Ratio Rank
QMNNX Martin Ratio Rank: 5151
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. QMNNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Style Premia Alternative Fund (QSPIX) and AQR Equity Market Neutral Fund N (QMNNX). 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.


QSPIXQMNNXDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.77

-0.39

Sortino ratio

Return per unit of downside risk

1.89

2.40

-0.51

Omega ratio

Gain probability vs. loss probability

1.25

1.33

-0.08

Calmar ratio

Return relative to maximum drawdown

1.74

2.06

-0.32

Martin ratio

Return relative to average drawdown

5.25

5.15

+0.10

QSPIX vs. QMNNX - Sharpe Ratio Comparison

The current QSPIX Sharpe Ratio is 1.38, which is comparable to the QMNNX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of QSPIX and QMNNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


QSPIXQMNNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.77

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.19

1.94

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.74

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.87

-0.26

Correlation

The correlation between QSPIX and QMNNX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QSPIX vs. QMNNX - Dividend Comparison

QSPIX's dividend yield for the trailing twelve months is around 2.34%, more than QMNNX's 1.30% yield.


TTM20252024202320222021202020192018201720162015
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%
QMNNX
AQR Equity Market Neutral Fund N
1.30%1.26%6.06%21.67%5.77%1.41%17.64%3.86%0.49%3.37%1.19%2.51%

Drawdowns

QSPIX vs. QMNNX - Drawdown Comparison

The maximum QSPIX drawdown since its inception was -41.37%, which is greater than QMNNX's maximum drawdown of -39.22%. Use the drawdown chart below to compare losses from any high point for QSPIX and QMNNX.


Loading graphics...

Drawdown Indicators


QSPIXQMNNXDifference

Max Drawdown

Largest peak-to-trough decline

-41.37%

-39.22%

-2.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-5.47%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-17.13%

-14.23%

-2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-41.37%

-39.22%

-2.15%

Current Drawdown

Current decline from peak

-0.31%

-3.92%

+3.61%

Average Drawdown

Average peak-to-trough decline

-9.54%

-10.67%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.19%

+0.51%

Volatility

QSPIX vs. QMNNX - Volatility Comparison

AQR Style Premia Alternative Fund (QSPIX) has a higher volatility of 2.57% compared to AQR Equity Market Neutral Fund N (QMNNX) at 1.36%. This indicates that QSPIX's price experiences larger fluctuations and is considered to be riskier than QMNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


QSPIXQMNNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

1.36%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

6.59%

4.07%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

6.29%

+3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

9.53%

+6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

8.23%

+4.53%