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QSPNX vs. FABZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QSPNX vs. FABZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Style Premia Alternative Fund Class N (QSPNX) and Franklin K2 Alternative Strategies Fund (FABZX). The values are adjusted to include any dividend payments, if applicable.

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QSPNX vs. FABZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QSPNX
AQR Style Premia Alternative Fund Class N
9.96%14.35%21.33%12.14%30.40%24.63%-22.17%-8.35%-12.60%11.74%
FABZX
Franklin K2 Alternative Strategies Fund
1.44%8.48%11.60%2.86%-7.86%2.85%7.36%7.42%-2.18%6.85%

Returns By Period

In the year-to-date period, QSPNX achieves a 9.96% return, which is significantly higher than FABZX's 1.44% return. Over the past 10 years, QSPNX has outperformed FABZX with an annualized return of 6.79%, while FABZX has yielded a comparatively lower 4.11% annualized return.


QSPNX

1D
-0.11%
1M
3.88%
YTD
9.96%
6M
11.97%
1Y
13.69%
3Y*
19.66%
5Y*
18.38%
10Y*
6.79%

FABZX

1D
-0.18%
1M
-1.23%
YTD
1.44%
6M
3.09%
1Y
9.54%
3Y*
8.03%
5Y*
3.61%
10Y*
4.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QSPNX vs. FABZX - Expense Ratio Comparison

QSPNX has a 6.14% expense ratio, which is higher than FABZX's 1.95% expense ratio.


Return for Risk

QSPNX vs. FABZX — Risk / Return Rank

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

QSPNX
QSPNX Risk / Return Rank: 6868
Overall Rank
QSPNX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
QSPNX Sortino Ratio Rank: 7575
Sortino Ratio Rank
QSPNX Omega Ratio Rank: 6666
Omega Ratio Rank
QSPNX Calmar Ratio Rank: 7373
Calmar Ratio Rank
QSPNX Martin Ratio Rank: 5252
Martin Ratio Rank

FABZX
FABZX Risk / Return Rank: 9595
Overall Rank
FABZX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FABZX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FABZX Omega Ratio Rank: 9494
Omega Ratio Rank
FABZX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FABZX Martin Ratio Rank: 9696
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.

QSPNX vs. FABZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Style Premia Alternative Fund Class N (QSPNX) and Franklin K2 Alternative Strategies Fund (FABZX). 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.


QSPNXFABZXDifference

Sharpe ratio

Return per unit of total volatility

1.39

2.42

-1.03

Sortino ratio

Return per unit of downside risk

1.90

3.42

-1.52

Omega ratio

Gain probability vs. loss probability

1.25

1.48

-0.23

Calmar ratio

Return relative to maximum drawdown

1.72

3.33

-1.62

Martin ratio

Return relative to average drawdown

5.15

14.75

-9.60

QSPNX vs. FABZX - Sharpe Ratio Comparison

The current QSPNX Sharpe Ratio is 1.39, which is lower than the FABZX Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of QSPNX and FABZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QSPNXFABZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

2.42

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

0.94

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

1.02

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.93

-0.34

Correlation

The correlation between QSPNX and FABZX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

QSPNX vs. FABZX - Dividend Comparison

QSPNX's dividend yield for the trailing twelve months is around 2.17%, less than FABZX's 6.92% yield.


TTM20252024202320222021202020192018201720162015
QSPNX
AQR Style Premia Alternative Fund Class N
2.17%2.39%6.80%23.73%22.62%12.61%0.00%1.63%0.51%6.81%1.75%5.68%
FABZX
Franklin K2 Alternative Strategies Fund
6.92%7.02%11.80%0.70%3.10%4.90%0.80%0.90%2.33%1.56%0.77%1.89%

Drawdowns

QSPNX vs. FABZX - Drawdown Comparison

The maximum QSPNX drawdown since its inception was -41.79%, which is greater than FABZX's maximum drawdown of -11.03%. Use the drawdown chart below to compare losses from any high point for QSPNX and FABZX.


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Drawdown Indicators


QSPNXFABZXDifference

Max Drawdown

Largest peak-to-trough decline

-41.79%

-11.03%

-30.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.22%

-2.45%

-5.77%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-11.03%

-6.14%

Max Drawdown (10Y)

Largest decline over 10 years

-41.79%

-11.03%

-30.76%

Current Drawdown

Current decline from peak

-0.11%

-1.40%

+1.29%

Average Drawdown

Average peak-to-trough decline

-9.72%

-2.42%

-7.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

0.61%

+2.13%

Volatility

QSPNX vs. FABZX - Volatility Comparison

AQR Style Premia Alternative Fund Class N (QSPNX) has a higher volatility of 2.67% compared to Franklin K2 Alternative Strategies Fund (FABZX) at 1.34%. This indicates that QSPNX's price experiences larger fluctuations and is considered to be riskier than FABZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QSPNXFABZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

1.34%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

6.62%

3.08%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

10.13%

3.99%

+6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

3.86%

+12.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

4.06%

+8.70%