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QSPRX vs. QSPIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QSPRX vs. QSPIX - Performance Comparison

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

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QSPRX vs. QSPIX - 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%
QSPIX
AQR Style Premia Alternative Fund
9.94%14.82%21.48%12.46%30.76%24.93%-21.96%-8.22%-12.35%12.12%

Returns By Period

The year-to-date returns for both stocks are quite close, with QSPRX having a 9.99% return and QSPIX slightly lower at 9.94%. Both investments have delivered pretty close results over the past 10 years, with QSPRX having a 7.15% annualized return and QSPIX not far behind at 7.05%.


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%

QSPIX

1D
-0.21%
1M
3.82%
YTD
9.94%
6M
12.16%
1Y
13.99%
3Y*
19.92%
5Y*
18.65%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QSPRX vs. QSPIX - Expense Ratio Comparison

QSPRX has a 5.79% expense ratio, which is higher than QSPIX's 1.49% expense ratio.


Return for Risk

QSPRX vs. QSPIX — 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

QSPIX
QSPIX Risk / Return Rank: 7272
Overall Rank
QSPIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
QSPIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
QSPIX Omega Ratio Rank: 7070
Omega Ratio Rank
QSPIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
QSPIX 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.

QSPRX vs. QSPIX - Risk-Adjusted Trends Comparison

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


QSPRXQSPIXDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.42

+0.01

Sortino ratio

Return per unit of downside risk

1.94

1.94

0.00

Omega ratio

Gain probability vs. loss probability

1.26

1.26

0.00

Calmar ratio

Return relative to maximum drawdown

1.77

1.76

+0.02

Martin ratio

Return relative to average drawdown

5.37

5.29

+0.07

QSPRX vs. QSPIX - Sharpe Ratio Comparison

The current QSPRX Sharpe Ratio is 1.43, which is comparable to the QSPIX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of QSPRX and QSPIX, 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


QSPRXQSPIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.42

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.18

1.18

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.55

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.61

-0.04

Correlation

The correlation between QSPRX and QSPIX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QSPRX vs. QSPIX - Dividend Comparison

QSPRX's dividend yield for the trailing twelve months is around 2.39%, more than QSPIX's 2.34% 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%
QSPIX
AQR Style Premia Alternative Fund
2.34%2.57%6.95%23.77%22.68%12.78%0.00%1.62%0.96%7.08%1.74%5.83%

Drawdowns

QSPRX vs. QSPIX - Drawdown Comparison

The maximum QSPRX drawdown since its inception was -41.22%, roughly equal to the maximum QSPIX drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for QSPRX and QSPIX.


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Drawdown Indicators


QSPRXQSPIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.22%

-41.37%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-8.11%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-17.13%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-41.22%

-41.37%

+0.15%

Current Drawdown

Current decline from peak

-0.10%

-0.21%

+0.11%

Average Drawdown

Average peak-to-trough decline

-10.21%

-9.54%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.70%

0.00%

Volatility

QSPRX vs. QSPIX - Volatility Comparison

AQR Style Premia Alternative R6 (QSPRX) and AQR Style Premia Alternative Fund (QSPIX) have volatilities of 2.52% and 2.61%, 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


QSPRXQSPIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

2.61%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

6.54%

6.62%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.13%

10.12%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

15.98%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.80%

12.76%

+0.04%