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QSPRX vs. FSMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QSPRX vs. FSMSX - Performance Comparison

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

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QSPRX vs. FSMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QSPRX
AQR Style Premia Alternative R6
9.99%14.94%21.60%12.50%30.90%25.14%-21.91%-8.10%-12.32%13.32%
FSMSX
FS Multi-Strategy Alternatives Fund
0.90%4.13%4.63%5.44%3.17%13.97%-3.66%7.77%-3.82%2.00%

Returns By Period

In the year-to-date period, QSPRX achieves a 9.99% return, which is significantly higher than FSMSX's 0.90% return.


QSPRX

1D
-0.10%
1M
3.90%
YTD
9.99%
6M
12.27%
1Y
14.10%
3Y*
20.09%
5Y*
18.79%
10Y*
7.15%

FSMSX

1D
0.18%
1M
-0.53%
YTD
0.90%
6M
2.31%
1Y
4.69%
3Y*
4.46%
5Y*
4.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QSPRX vs. FSMSX - Expense Ratio Comparison

QSPRX has a 5.79% expense ratio, which is higher than FSMSX's 1.89% expense ratio.


Return for Risk

QSPRX vs. FSMSX — Risk / Return Rank

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

QSPRX
QSPRX Risk / Return Rank: 7070
Overall Rank
QSPRX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
QSPRX Sortino Ratio Rank: 7676
Sortino Ratio Rank
QSPRX Omega Ratio Rank: 6868
Omega Ratio Rank
QSPRX Calmar Ratio Rank: 7575
Calmar Ratio Rank
QSPRX Martin Ratio Rank: 5555
Martin Ratio Rank

FSMSX
FSMSX Risk / Return Rank: 8080
Overall Rank
FSMSX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FSMSX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FSMSX Omega Ratio Rank: 8080
Omega Ratio Rank
FSMSX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FSMSX Martin Ratio Rank: 7474
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.

QSPRX vs. FSMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Style Premia Alternative R6 (QSPRX) and FS Multi-Strategy Alternatives Fund (FSMSX). 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.


QSPRXFSMSXDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.51

-0.09

Sortino ratio

Return per unit of downside risk

1.94

2.09

-0.15

Omega ratio

Gain probability vs. loss probability

1.26

1.31

-0.04

Calmar ratio

Return relative to maximum drawdown

1.77

2.10

-0.32

Martin ratio

Return relative to average drawdown

5.37

6.99

-1.63

QSPRX vs. FSMSX - Sharpe Ratio Comparison

The current QSPRX Sharpe Ratio is 1.43, which is comparable to the FSMSX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of QSPRX and FSMSX, 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


QSPRXFSMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.51

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

1.08

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.81

-0.24

Correlation

The correlation between QSPRX and FSMSX is 0.13, 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

QSPRX vs. FSMSX - Dividend Comparison

QSPRX's dividend yield for the trailing twelve months is around 2.39%, less than FSMSX's 4.08% yield.


TTM20252024202320222021202020192018201720162015
QSPRX
AQR Style Premia Alternative R6
2.39%2.63%6.99%23.75%22.67%12.85%0.00%1.62%1.09%7.15%1.74%5.87%
FSMSX
FS Multi-Strategy Alternatives Fund
4.08%4.12%2.48%3.61%4.12%3.22%0.77%2.20%0.82%0.00%0.00%0.00%

Drawdowns

QSPRX vs. FSMSX - Drawdown Comparison

The maximum QSPRX drawdown since its inception was -41.22%, which is greater than FSMSX's maximum drawdown of -8.94%. Use the drawdown chart below to compare losses from any high point for QSPRX and FSMSX.


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Drawdown Indicators


QSPRXFSMSXDifference

Max Drawdown

Largest peak-to-trough decline

-41.22%

-8.94%

-32.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-2.32%

-5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-4.13%

-13.04%

Max Drawdown (10Y)

Largest decline over 10 years

-41.22%

Current Drawdown

Current decline from peak

-0.10%

-0.62%

+0.52%

Average Drawdown

Average peak-to-trough decline

-10.21%

-1.66%

-8.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

0.70%

+2.00%

Volatility

QSPRX vs. FSMSX - Volatility Comparison

AQR Style Premia Alternative R6 (QSPRX) has a higher volatility of 2.52% compared to FS Multi-Strategy Alternatives Fund (FSMSX) at 1.28%. This indicates that QSPRX's price experiences larger fluctuations and is considered to be riskier than FSMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QSPRXFSMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

1.28%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

6.54%

2.00%

+4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

10.13%

3.24%

+6.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

4.63%

+11.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.80%

4.67%

+8.13%