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QSPRX vs. PASIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QSPRX vs. PASIX - Performance Comparison

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

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QSPRX vs. PASIX - 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%12.18%
PASIX
PACE Alternative Strategies Investments
-0.69%7.47%6.56%4.97%0.22%2.60%9.48%6.08%-5.41%3.71%

Returns By Period

In the year-to-date period, QSPRX achieves a 9.99% return, which is significantly higher than PASIX's -0.69% return. Over the past 10 years, QSPRX has outperformed PASIX with an annualized return of 7.15%, while PASIX has yielded a comparatively lower 3.43% annualized 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%

PASIX

1D
-0.20%
1M
-3.26%
YTD
-0.69%
6M
0.32%
1Y
5.82%
3Y*
6.29%
5Y*
3.98%
10Y*
3.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QSPRX vs. PASIX - Expense Ratio Comparison

QSPRX has a 5.79% expense ratio, which is higher than PASIX's 1.88% expense ratio.


Return for Risk

QSPRX vs. PASIX — 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

PASIX
PASIX Risk / Return Rank: 7575
Overall Rank
PASIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
PASIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
PASIX Omega Ratio Rank: 7272
Omega Ratio Rank
PASIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
PASIX Martin Ratio Rank: 7777
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. PASIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Style Premia Alternative R6 (QSPRX) and PACE Alternative Strategies Investments (PASIX). 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.


QSPRXPASIXDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.34

+0.08

Sortino ratio

Return per unit of downside risk

1.94

1.89

+0.04

Omega ratio

Gain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratio

Return relative to maximum drawdown

1.77

1.70

+0.07

Martin ratio

Return relative to average drawdown

5.37

7.40

-2.03

QSPRX vs. PASIX - Sharpe Ratio Comparison

The current QSPRX Sharpe Ratio is 1.43, which is comparable to the PASIX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of QSPRX and PASIX, 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


QSPRXPASIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.34

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

0.80

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.69

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.35

+0.21

Correlation

The correlation between QSPRX and PASIX 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. PASIX - Dividend Comparison

QSPRX's dividend yield for the trailing twelve months is around 2.39%, less than PASIX's 11.01% 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%
PASIX
PACE Alternative Strategies Investments
11.01%10.93%7.96%3.57%2.42%6.45%4.82%0.00%2.89%0.00%0.00%2.14%

Drawdowns

QSPRX vs. PASIX - Drawdown Comparison

The maximum QSPRX drawdown since its inception was -41.22%, which is greater than PASIX's maximum drawdown of -32.27%. Use the drawdown chart below to compare losses from any high point for QSPRX and PASIX.


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Drawdown Indicators


QSPRXPASIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.22%

-32.27%

-8.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-3.36%

-4.81%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-5.22%

-11.95%

Max Drawdown (10Y)

Largest decline over 10 years

-41.22%

-10.50%

-30.72%

Current Drawdown

Current decline from peak

-0.10%

-3.36%

+3.26%

Average Drawdown

Average peak-to-trough decline

-10.21%

-6.37%

-3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

0.77%

+1.93%

Volatility

QSPRX vs. PASIX - Volatility Comparison

AQR Style Premia Alternative R6 (QSPRX) has a higher volatility of 2.52% compared to PACE Alternative Strategies Investments (PASIX) at 2.26%. This indicates that QSPRX's price experiences larger fluctuations and is considered to be riskier than PASIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QSPRXPASIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

2.26%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.54%

3.59%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

10.13%

4.46%

+5.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

5.01%

+11.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.80%

5.01%

+7.79%