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QSPNX vs. QSPRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QSPNX vs. QSPRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Style Premia Alternative Fund Class N (QSPNX) and AQR Style Premia Alternative R6 (QSPRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with QSPNX having a 11.84% return and QSPRX slightly higher at 11.94%. Over the past 10 years, QSPNX has underperformed QSPRX with an annualized return of 7.08%, while QSPRX has yielded a comparatively higher 7.45% annualized return.


QSPNX

1D
-0.42%
1M
0.32%
YTD
11.84%
6M
11.97%
1Y
17.30%
3Y*
18.14%
5Y*
19.42%
10Y*
7.08%

QSPRX

1D
-0.41%
1M
0.31%
YTD
11.94%
6M
12.20%
1Y
17.76%
3Y*
18.57%
5Y*
19.85%
10Y*
7.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QSPNX vs. QSPRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QSPNX
AQR Style Premia Alternative Fund Class N
11.84%14.35%21.33%12.14%30.40%24.63%-22.17%-8.35%-12.60%11.74%
QSPRX
AQR Style Premia Alternative R6
11.94%14.94%21.60%12.50%30.90%25.14%-21.91%-8.10%-12.32%12.18%

Correlation

The correlation between QSPNX and QSPRX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.99

The correlation between QSPNX and QSPRX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

QSPNX vs. QSPRX — Risk / Return Rank

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

QSPNX
QSPNX Risk / Return Rank: 5959
Overall Rank
QSPNX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QSPNX Sortino Ratio Rank: 6060
Sortino Ratio Rank
QSPNX Omega Ratio Rank: 4646
Omega Ratio Rank
QSPNX Calmar Ratio Rank: 8484
Calmar Ratio Rank
QSPNX Martin Ratio Rank: 5353
Martin Ratio Rank

QSPRX
QSPRX Risk / Return Rank: 6161
Overall Rank
QSPRX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
QSPRX Sortino Ratio Rank: 6363
Sortino Ratio Rank
QSPRX Omega Ratio Rank: 4949
Omega Ratio Rank
QSPRX Calmar Ratio Rank: 8585
Calmar Ratio Rank
QSPRX Martin Ratio Rank: 5555
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. QSPRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Style Premia Alternative Fund Class N (QSPNX) and AQR Style Premia Alternative R6 (QSPRX). 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.


QSPNXQSPRXDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.31

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

3.44

3.50

-0.06

Martin ratioReturn relative to average drawdown

9.28

9.47

-0.19

QSPNX vs. QSPRX - Sharpe Ratio Comparison

The current QSPNX Sharpe Ratio is 1.77, which is comparable to the QSPRX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of QSPNX and QSPRX, 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

QSPNX vs. QSPRX - Drawdown Comparison

The maximum QSPNX drawdown since its inception was -41.79%, roughly equal to the maximum QSPRX drawdown of -41.22%. Use the drawdown chart below to compare losses from any high point for QSPNX and QSPRX.


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Drawdown Indicators


QSPNXQSPRXDifference

Max Drawdown

Largest peak-to-trough decline

-41.79%

-41.22%

-0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.05%

-5.06%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-9.31%

-9.25%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-17.17%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-41.79%

-41.22%

-0.57%

Current Drawdown

Current decline from peak

-1.75%

-1.71%

-0.04%

Average Drawdown

Average peak-to-trough decline

-9.56%

-10.03%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.87%

0.00%

Volatility

QSPNX vs. QSPRX - Volatility Comparison

AQR Style Premia Alternative Fund Class N (QSPNX) and AQR Style Premia Alternative R6 (QSPRX) have volatilities of 3.70% and 3.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QSPNXQSPRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

3.82%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

7.26%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

9.83%

9.78%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

15.92%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.84%

12.88%

-0.04%

QSPNX vs. QSPRX - Expense Ratio Comparison

QSPNX has a 6.14% expense ratio, which is higher than QSPRX's 5.79% expense ratio.


Dividends

QSPNX vs. QSPRX - Dividend Comparison

QSPNX's dividend yield for the trailing twelve months is around 2.14%, less than QSPRX's 2.35% yield.


PositionTTM20252024202320222021202020192018201720162015
QSPNX
AQR Style Premia Alternative Fund Class N
2.14%2.39%6.80%23.73%22.62%12.61%0.00%1.63%0.51%6.81%1.75%5.68%
QSPRX
AQR Style Premia Alternative R6
2.35%2.63%6.99%23.75%22.67%12.85%0.00%1.62%1.09%7.15%1.74%5.87%

Frequently Asked Questions


With a correlation of 0.99, QSPNX and QSPRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

QSPRX has higher volatility (3.82%) compared to QSPNX (3.70%). In terms of maximum drawdown, QSPNX dropped -41.79% vs QSPRX's -41.22%.

QSPRX currently has the higher Sharpe Ratio (1.81 vs 1.77), 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.

Portfolio Optimizer

Find the right allocation for QSPNX and QSPRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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