QTELX vs. FCEEX
Compare and contrast key facts about AQR Emerging Multi-Style II Fund (QTELX) and Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX).
QTELX is managed by AQR Funds. It was launched on Feb 10, 2015. FCEEX is managed by Franklin Templeton. It was launched on Jul 31, 2019.
Performance
QTELX vs. FCEEX - Performance Comparison
Loading graphics...
QTELX vs. FCEEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QTELX AQR Emerging Multi-Style II Fund | 5.84% | 32.89% | 11.82% | 12.66% | -21.29% | 0.92% | 16.90% | 9.96% |
FCEEX Franklin Emerging Market Core Equity (IU) Fund Advisor | 4.40% | 34.81% | 10.51% | 12.52% | -16.96% | -1.29% | 10.19% | 9.77% |
Returns By Period
In the year-to-date period, QTELX achieves a 5.84% return, which is significantly higher than FCEEX's 4.40% return.
QTELX
- 1D
- 2.76%
- 1M
- -8.99%
- YTD
- 5.84%
- 6M
- 11.26%
- 1Y
- 35.74%
- 3Y*
- 19.44%
- 5Y*
- 5.62%
- 10Y*
- 8.48%
FCEEX
- 1D
- 2.54%
- 1M
- -8.70%
- YTD
- 4.40%
- 6M
- 7.60%
- 1Y
- 34.25%
- 3Y*
- 18.70%
- 5Y*
- 6.00%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QTELX vs. FCEEX - Expense Ratio Comparison
QTELX has a 0.70% expense ratio, which is higher than FCEEX's 0.17% expense ratio.
Return for Risk
QTELX vs. FCEEX — Risk / Return Rank
QTELX
FCEEX
QTELX vs. FCEEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Emerging Multi-Style II Fund (QTELX) and Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX). 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.
| QTELX | FCEEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 1.99 | +0.07 |
Sortino ratioReturn per unit of downside risk | 2.66 | 2.56 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.38 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.51 | +0.20 |
Martin ratioReturn relative to average drawdown | 10.50 | 10.02 | +0.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| QTELX | FCEEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.99 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.36 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.49 | +0.01 |
Correlation
The correlation between QTELX and FCEEX is 0.96, 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
QTELX vs. FCEEX - Dividend Comparison
QTELX's dividend yield for the trailing twelve months is around 3.98%, more than FCEEX's 3.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
QTELX AQR Emerging Multi-Style II Fund | 3.98% | 4.21% | 4.84% | 5.65% | 4.60% | 2.42% | 1.53% | 2.32% | 2.32% | 1.55% | 2.51% |
FCEEX Franklin Emerging Market Core Equity (IU) Fund Advisor | 3.15% | 3.29% | 4.17% | 4.36% | 4.08% | 3.38% | 2.98% | 0.40% | 0.00% | 0.00% | 0.00% |
Drawdowns
QTELX vs. FCEEX - Drawdown Comparison
The maximum QTELX drawdown since its inception was -40.55%, which is greater than FCEEX's maximum drawdown of -34.68%. Use the drawdown chart below to compare losses from any high point for QTELX and FCEEX.
Loading graphics...
Drawdown Indicators
| QTELX | FCEEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.55% | -34.68% | -5.87% |
Max Drawdown (1Y)Largest decline over 1 year | -13.38% | -12.98% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -37.60% | -33.96% | -3.64% |
Max Drawdown (10Y)Largest decline over 10 years | -40.55% | — | — |
Current DrawdownCurrent decline from peak | -10.99% | -10.77% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -11.50% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.26% | +0.19% |
Volatility
QTELX vs. FCEEX - Volatility Comparison
AQR Emerging Multi-Style II Fund (QTELX) and Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) have volatilities of 8.78% and 8.67%, 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.
Loading graphics...
Volatility by Period
| QTELX | FCEEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.78% | 8.67% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 13.44% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.88% | 17.79% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 16.56% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.66% | 18.18% | -0.52% |