QSPRX vs. RMDFX
Compare and contrast key facts about AQR Style Premia Alternative R6 (QSPRX) and Aspiriant Defensive Allocation Fund (RMDFX).
QSPRX is an actively managed fund by AQR. It was launched on Sep 2, 2014. RMDFX is managed by Aspiriant. It was launched on Dec 13, 2015.
Performance
QSPRX vs. RMDFX - Performance Comparison
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QSPRX vs. RMDFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RMDFX Aspiriant Defensive Allocation Fund | 2.53% | 18.85% | 1.45% | 8.01% | -6.84% | 4.20% | 5.10% | 11.50% | -4.89% | 9.41% |
Returns By Period
In the year-to-date period, QSPRX achieves a 9.99% return, which is significantly higher than RMDFX's 2.53% return. Over the past 10 years, QSPRX has outperformed RMDFX with an annualized return of 7.15%, while RMDFX has yielded a comparatively lower 4.91% 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%
RMDFX
- 1D
- 0.25%
- 1M
- -3.79%
- YTD
- 2.53%
- 6M
- 7.56%
- 1Y
- 17.15%
- 3Y*
- 9.46%
- 5Y*
- 5.23%
- 10Y*
- 4.91%
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QSPRX vs. RMDFX - Expense Ratio Comparison
QSPRX has a 5.79% expense ratio, which is higher than RMDFX's 0.18% expense ratio.
Return for Risk
QSPRX vs. RMDFX — Risk / Return Rank
QSPRX
RMDFX
QSPRX vs. RMDFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Style Premia Alternative R6 (QSPRX) and Aspiriant Defensive Allocation Fund (RMDFX). 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 | RMDFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 3.47 | -2.04 |
Sortino ratioReturn per unit of downside risk | 1.94 | 4.74 | -2.80 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.75 | -0.49 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 4.07 | -2.30 |
Martin ratioReturn relative to average drawdown | 5.37 | 17.19 | -11.83 |
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 | RMDFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 3.47 | -2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.18 | 0.83 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.79 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.78 | -0.21 |
Correlation
The correlation between QSPRX and RMDFX is 0.00, 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. RMDFX - Dividend Comparison
QSPRX's dividend yield for the trailing twelve months is around 2.39%, less than RMDFX's 4.52% 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% |
RMDFX Aspiriant Defensive Allocation Fund | 4.52% | 4.63% | 0.00% | 3.69% | 0.78% | 5.37% | 2.28% | 3.78% | 4.11% | 2.16% | 1.16% | 0.00% |
Drawdowns
QSPRX vs. RMDFX - Drawdown Comparison
The maximum QSPRX drawdown since its inception was -41.22%, which is greater than RMDFX's maximum drawdown of -15.96%. Use the drawdown chart below to compare losses from any high point for QSPRX and RMDFX.
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Drawdown Indicators
| QSPRX | RMDFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.22% | -15.96% | -25.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -4.19% | -3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | -14.63% | -2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -41.22% | -15.96% | -25.26% |
Current DrawdownCurrent decline from peak | -0.10% | -3.79% | +3.69% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -3.37% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 0.99% | +1.71% |
Volatility
QSPRX vs. RMDFX - Volatility Comparison
AQR Style Premia Alternative R6 (QSPRX) has a higher volatility of 2.52% compared to Aspiriant Defensive Allocation Fund (RMDFX) at 1.99%. This indicates that QSPRX's price experiences larger fluctuations and is considered to be riskier than RMDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QSPRX | RMDFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.52% | 1.99% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 6.54% | 3.83% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 5.01% | +5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 6.34% | +9.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.80% | 6.20% | +6.60% |