QSPRX vs. GSRTX
Compare and contrast key facts about AQR Style Premia Alternative R6 (QSPRX) and Goldman Sachs Absolute Return Tracker Fund (GSRTX).
QSPRX is an actively managed fund by AQR. It was launched on Sep 2, 2014. GSRTX is managed by Goldman Sachs. It was launched on May 29, 2008.
Performance
QSPRX vs. GSRTX - Performance Comparison
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QSPRX vs. GSRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QSPRX AQR Style Premia Alternative R6 | 9.87% | 14.94% | 21.60% | 12.50% | 30.90% | 25.14% | -21.91% | -8.10% | -12.32% | 12.18% |
GSRTX Goldman Sachs Absolute Return Tracker Fund | -0.76% | 9.55% | 6.93% | 10.69% | -6.36% | 6.32% | 3.55% | 10.66% | -2.57% | 7.25% |
Returns By Period
In the year-to-date period, QSPRX achieves a 9.87% return, which is significantly higher than GSRTX's -0.76% return. Over the past 10 years, QSPRX has outperformed GSRTX with an annualized return of 7.14%, while GSRTX has yielded a comparatively lower 4.86% annualized return.
QSPRX
- 1D
- -0.10%
- 1M
- 3.12%
- YTD
- 9.87%
- 6M
- 13.19%
- 1Y
- 13.06%
- 3Y*
- 20.04%
- 5Y*
- 18.99%
- 10Y*
- 7.14%
GSRTX
- 1D
- 1.16%
- 1M
- -2.70%
- YTD
- -0.76%
- 6M
- 0.72%
- 1Y
- 7.63%
- 3Y*
- 7.49%
- 5Y*
- 4.56%
- 10Y*
- 4.86%
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QSPRX vs. GSRTX - Expense Ratio Comparison
QSPRX has a 5.79% expense ratio, which is higher than GSRTX's 0.75% expense ratio.
Return for Risk
QSPRX vs. GSRTX — Risk / Return Rank
QSPRX
GSRTX
QSPRX vs. GSRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Style Premia Alternative R6 (QSPRX) and Goldman Sachs Absolute Return Tracker Fund (GSRTX). 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.
| QSPRX | GSRTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 1.12 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.89 | 1.49 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.18 | +0.57 |
Martin ratioReturn relative to average drawdown | 5.27 | 5.16 | +0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QSPRX | GSRTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.12 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.19 | 0.68 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.75 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.61 | -0.04 |
Correlation
The correlation between QSPRX and GSRTX is -0.08. 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
QSPRX vs. GSRTX - Dividend Comparison
QSPRX's dividend yield for the trailing twelve months is around 2.39%, more than GSRTX's 2.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GSRTX Goldman Sachs Absolute Return Tracker Fund | 2.08% | 2.07% | 1.05% | 2.69% | 5.18% | 9.00% | 0.61% | 3.52% | 2.62% | 3.51% | 0.54% | 1.66% |
Drawdowns
QSPRX vs. GSRTX - Drawdown Comparison
The maximum QSPRX drawdown since its inception was -41.22%, which is greater than GSRTX's maximum drawdown of -13.27%. Use the drawdown chart below to compare losses from any high point for QSPRX and GSRTX.
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Drawdown Indicators
| QSPRX | GSRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.22% | -13.27% | -27.95% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -5.94% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | -10.96% | -6.21% |
Max Drawdown (10Y)Largest decline over 10 years | -41.22% | -13.27% | -27.95% |
Current DrawdownCurrent decline from peak | -0.21% | -3.24% | +3.03% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -2.28% | -7.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.35% | +1.35% |
Volatility
QSPRX vs. GSRTX - Volatility Comparison
The current volatility for AQR Style Premia Alternative R6 (QSPRX) is 2.49%, while Goldman Sachs Absolute Return Tracker Fund (GSRTX) has a volatility of 2.80%. This indicates that QSPRX experiences smaller price fluctuations and is considered to be less risky than GSRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSPRX | GSRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 2.80% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 4.78% | +1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.11% | 7.07% | +3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 6.70% | +9.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.80% | 6.46% | +6.34% |