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QSPNX vs. SYMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

QSPNX vs. SYMIX

Last updated Apr 1, 2026

Compare and contrast key facts about AQR Style Premia Alternative Fund Class N (QSPNX) and AlphaCentric Symmetry Strategy Fund Class I (SYMIX).

QSPNX is an actively managed fund by AQR. It was launched on Oct 30, 2013. SYMIX is managed by AlphaCentric Funds. It was launched on Aug 8, 2019.

Performance

QSPNX vs. SYMIX - Performance Comparison

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

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QSPNX vs. SYMIX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
QSPNX
AQR Style Premia Alternative Fund Class N		9.96%14.35%21.33%12.14%30.40%24.63%-22.17%-1.56%
SYMIX
AlphaCentric Symmetry Strategy Fund Class I		2.32%12.36%7.61%0.93%6.09%14.07%-2.60%0.06%

Returns By Period

In the year-to-date period, QSPNX achieves a 9.96% return, which is significantly higher than SYMIX's 2.32% 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%

SYMIX

1D
0.14%
1M
-5.73%
YTD
2.32%
6M
6.24%
1Y
18.33%
3Y*
8.50%
5Y*
6.80%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AQR Style Premia Alternative Fund Class N

AlphaCentric Symmetry Strategy Fund Class I

Often compared with QSPNX:
QSPNX vs. QRPNXQSPNX vs. FABZXQSPNX vs. FCRIXQSPNX vs. QCFNXQSPNX vs. RYMQXQSPNX vs. RMDFXQSPNX vs. TNMAX
Often compared with SYMIX:
SYMIX vs. QSPRXSYMIX vs. TALTXSYMIX vs. ARBIXSYMIX vs. SHRIXSYMIX vs. SRRIXSYMIX vs. GAAVXSYMIX vs. QRPNX

QSPNX vs. SYMIX - Expense Ratio Comparison

QSPNX has a 6.14% expense ratio, which is higher than SYMIX's 1.69% expense ratio.

QSPNX
AQR Style Premia Alternative Fund Class N
SYMIX
AlphaCentric Symmetry Strategy Fund Class I

Return for Risk

QSPNX vs. SYMIX — 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
SYMIX
SYMIX Risk / Return Rank: 8181
Overall Rank
SYMIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SYMIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
SYMIX Omega Ratio Rank: 7272
Omega Ratio Rank
SYMIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SYMIX Martin Ratio Rank: 8787
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. SYMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Style Premia Alternative Fund Class N (QSPNX) and AlphaCentric Symmetry Strategy Fund Class I (SYMIX). 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.

QSPNXSYMIXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.43

-0.05

Sortino ratio

Return per unit of downside risk

1.90

1.96

-0.06

Omega ratio

Gain probability vs. loss probability

1.25

1.27

-0.01

Calmar ratio

Return relative to maximum drawdown

1.72

2.48

-0.77

Martin ratio

Return relative to average drawdown

5.15

9.22

-4.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QSPNX vs. SYMIX - Sharpe Ratio Comparison

The current QSPNX Sharpe Ratio is 1.39, which is comparable to the SYMIX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of QSPNX and SYMIX, 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

QSPNXSYMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.43

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

0.63

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.55

+0.04

Correlation

The correlation between QSPNX and SYMIX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

QSPNX vs. SYMIX - Dividend Comparison

QSPNX's dividend yield for the trailing twelve months is around 2.17%, while SYMIX has not paid dividends to shareholders.

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%
SYMIX
AlphaCentric Symmetry Strategy Fund Class I		0.00%0.00%0.00%2.06%9.82%0.25%1.71%2.42%0.00%0.00%0.00%0.00%

Drawdowns

QSPNX vs. SYMIX - Drawdown Comparison

The maximum QSPNX drawdown since its inception was -41.79%, which is greater than SYMIX's maximum drawdown of -17.44%. Use the drawdown chart below to compare losses from any high point for QSPNX and SYMIX.

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Drawdown Indicators

QSPNXSYMIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.79%

-17.44%

-24.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.22%

-7.06%

-1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-12.20%

-4.97%

Max Drawdown (10Y)

Largest decline over 10 years

-41.79%

—

—

Current Drawdown

Current decline from peak

-0.11%

-5.73%

+5.62%

Average Drawdown

Average peak-to-trough decline

-9.72%

-4.27%

-5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

1.90%

+0.84%

Volatility

QSPNX vs. SYMIX - Volatility Comparison

The current volatility for AQR Style Premia Alternative Fund Class N (QSPNX) is 2.67%, while AlphaCentric Symmetry Strategy Fund Class I (SYMIX) has a volatility of 4.52%. This indicates that QSPNX experiences smaller price fluctuations and is considered to be less risky than SYMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QSPNXSYMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

4.52%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

6.62%

9.44%

-2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

10.13%

12.88%

-2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

10.85%

+5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

11.04%

+1.72%